SPDR MSCI USA Climate Paris Aligned ETF |
SPDR Russell 1000 Low Volatility Focus ETF |
SPDR Russell 1000 Momentum Focus ETF |
SPDR Russell 1000 Yield Focus ETF |
SPDR S&P 400 Mid Cap Growth ETF |
SPDR S&P 400 Mid Cap Value ETF |
SPDR S&P 500 ESG ETF |
SPDR S&P 600 Small Cap Growth ETF |
SPDR S&P 600 Small Cap Value ETF |
SPDR S&P 1500 Momentum Tilt ETF |
SPDR S&P 1500 Value Tilt ETF |
SPDR S&P Kensho Clean Power ETF |
SPDR S&P Kensho Final Frontiers ETF |
SPDR S&P Kensho Future Security ETF |
SPDR S&P Kensho Intelligent Structures ETF |
SPDR S&P Kensho New Economies Composite ETF |
SPDR S&P Kensho Smart Mobility ETF |
SPDR S&P SmallCap 600 ESG ETF |
SPDR SSGA US Large Cap Low Volatility Index ETF |
SPDR SSGA US Small Cap Low Volatility Index ETF |
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Management’s Discussion of Fund Performance, Performance Summaries & Portfolio Statistics (Unaudited) | |
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Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI USA Climate Paris Aligned Index | Net
Asset Value |
Market
Value |
MSCI USA Climate Paris Aligned Index | ||
ONE YEAR | 20.25% | 20.15% | 20.39% | 20.25% | 20.15% | 20.39% | |
SINCE INCEPTION(1) | 3.81% | 2.13% | 3.93% | 3.19% | 1.79% | 3.29% |
(1) | For the period April 22, 2022 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (4/21/22, 4/30/22, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Apple, Inc. | 8.9% | ||
Microsoft Corp. | 7.1 | ||
NVIDIA Corp. | 3.3 | ||
Amazon.com, Inc. | 3.0 | ||
Tesla, Inc. | 2.6 | ||
Visa, Inc. Class A | 1.8 | ||
Meta Platforms, Inc. Class A | 1.7 | ||
Eli Lilly & Co. | 1.6 | ||
Alphabet, Inc. Class C | 1.6 | ||
Digital Realty Trust, Inc. REIT | 1.4 | ||
TOTAL | 33.0% |
% of Net Assets | |||||
Information Technology | 34.0% | ||||
Health Care | 15.0 | ||||
Financials | 11.9 | ||||
Consumer Discretionary | 11.8 | ||||
Industrials | 9.0 | ||||
Real Estate | 7.4 | ||||
Communication Services | 6.7 | ||||
Consumer Staples | 1.4 | ||||
Materials | 1.4 | ||||
Utilities | 1.2 | ||||
Short-Term Investment | 0.2 | ||||
Other Assets in Excess of Liabilities | 0.0 * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Russell 1000 Low Volatility Focused Factor Index | Net
Asset Value |
Market
Value |
Russell 1000 Low Volatility Focused Factor Index | ||
ONE YEAR | 12.87% | 12.84% | 13.06% | 12.87% | 12.84% | 13.06% | |
FIVE YEARS | 64.08% | 63.98% | 65.77% | 10.41% | 10.40% | 10.64% | |
SINCE INCEPTION(1) | 123.99% | 124.02% | 127.71% | 11.22% | 11.23% | 11.47% |
(1) | For the period December 2, 2015 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (12/2/15, 12/3/15, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
AmerisourceBergen Corp. | 1.3% | ||
Centene Corp. | 1.1 | ||
Archer-Daniels-Midland Co. | 1.1 | ||
Cognizant Technology Solutions Corp. Class A | 1.0 | ||
McKesson Corp. | 1.0 | ||
Cardinal Health, Inc. | 1.0 | ||
Reliance Steel & Aluminum Co. | 0.8 | ||
NVR, Inc. | 0.7 | ||
CDW Corp. | 0.7 | ||
Marathon Petroleum Corp. | 0.7 | ||
TOTAL | 9.4% |
% of Net Assets | |||
Industrials | 20.7% | ||
Consumer Discretionary | 12.9 | ||
Health Care | 11.6 | ||
Information Technology | 10.6 | ||
Financials | 8.5 | ||
Materials | 7.6 | ||
Consumer Staples | 7.5 | ||
Utilities | 7.1 | ||
Real Estate | 6.2 | ||
Energy | 4.4 | ||
Communication Services | 2.7 | ||
Short-Term Investments | 0.5 | ||
Liabilities in Excess of Other Assets | (0.3) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Russell 1000 Momentum Focused Factor Index | Net
Asset Value |
Market
Value |
Russell 1000 Momentum Focused Factor Index | ||
ONE YEAR | 16.40% | 16.33% | 16.53% | 16.40% | 16.33% | 16.53% | |
FIVE YEARS | 45.82% | 45.72% | 47.14% | 7.84% | 7.82% | 8.03% | |
SINCE INCEPTION(1) | 96.46% | 96.40% | 99.49% | 9.32% | 9.31% | 9.54% |
(1) | For the period December 2, 2015 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (12/2/15, 12/3/15, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Cardinal Health, Inc. | 1.0% | ||
Steel Dynamics, Inc. | 0.8 | ||
Builders FirstSource, Inc. | 0.8 | ||
ON Semiconductor Corp. | 0.8 | ||
Reliance Steel & Aluminum Co. | 0.8 | ||
Marathon Petroleum Corp. | 0.8 | ||
McKesson Corp. | 0.8 | ||
Nucor Corp. | 0.7 | ||
Lennar Corp. Class A | 0.7 | ||
Jabil, Inc. | 0.7 | ||
TOTAL | 7.9% |
% of Net Assets | |||
Industrials | 20.9% | ||
Information Technology | 18.4 | ||
Consumer Discretionary | 16.1 | ||
Health Care | 9.7 | ||
Financials | 8.3 | ||
Materials | 7.4 | ||
Energy | 5.9 | ||
Consumer Staples | 5.6 | ||
Real Estate | 2.6 | ||
Utilities | 2.6 | ||
Communication Services | 2.3 | ||
Short-Term Investments | 0.7 | ||
Liabilities in Excess of Other Assets | (0.5) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Russell 1000 Yield Focused Factor Index | Net
Asset Value |
Market
Value |
Russell 1000 Yield Focused Factor Index | ||
ONE YEAR | 10.59% | 10.54% | 10.70% | 10.59% | 10.54% | 10.70% | |
FIVE YEARS | 58.97% | 58.90% | 60.69% | 9.71% | 9.71% | 9.95% | |
SINCE INCEPTION(1) | 124.59% | 124.57% | 128.58% | 11.26% | 11.26% | 11.53% |
(1) | For the period December 2, 2015 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (12/2/15, 12/3/15, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Devon Energy Corp. | 1.5% | ||
Pioneer Natural Resources Co. | 1.5 | ||
Dow, Inc. | 1.5 | ||
3M Co. | 1.3 | ||
T Rowe Price Group, Inc. | 1.2 | ||
Cardinal Health, Inc. | 1.2 | ||
LyondellBasell Industries NV Class A | 1.2 | ||
Ford Motor Co. | 1.2 | ||
Diamondback Energy, Inc. | 1.2 | ||
Valero Energy Corp. | 1.1 | ||
TOTAL | 12.9% |
% of Net Assets | |||
Financials | 16.9% | ||
Consumer Discretionary | 12.0 | ||
Energy | 11.5 | ||
Materials | 10.7 | ||
Real Estate | 10.5 | ||
Industrials | 10.4 | ||
Utilities | 10.1 | ||
Consumer Staples | 8.2 | ||
Information Technology | 4.6 | ||
Health Care | 2.9 | ||
Communication Services | 1.8 | ||
Short-Term Investments | 0.8 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P MidCap 400 Growth Index | Net
Asset Value |
Market
Value |
S&P MidCap 400 Growth Index | ||
ONE YEAR | 19.07% | 19.05% | 19.22% | 19.07% | 19.05% | 19.22% | |
FIVE YEARS | 40.12% | 40.10% | 41.28% | 6.98% | 6.98% | 7.16% | |
TEN YEARS | 157.93% | 157.55% | 161.94% | 9.94% | 9.92% | 10.11% |
Description | % of Net Assets | ||
Hubbell, Inc. | 1.5% | ||
Builders FirstSource, Inc. | 1.5 | ||
Reliance Steel & Aluminum Co. | 1.3 | ||
Deckers Outdoor Corp. | 1.2 | ||
Lattice Semiconductor Corp. | 1.1 | ||
Carlisle Cos., Inc. | 1.1 | ||
Watsco, Inc. | 1.1 | ||
RPM International, Inc. | 1.0 | ||
Lincoln Electric Holdings, Inc. | 1.0 | ||
Dynatrace, Inc. | 0.9 | ||
TOTAL | 11.7% |
% of Net Assets | |||
Industrials | 25.6% | ||
Consumer Discretionary | 12.9 | ||
Health Care | 11.1 | ||
Financials | 10.1 | ||
Information Technology | 9.7 | ||
Materials | 8.6 | ||
Energy | 7.3 | ||
Real Estate | 4.8 | ||
Consumer Staples | 4.3 | ||
Utilities | 3.3 | ||
Communication Services | 2.1 | ||
Short-Term Investments | 6.8 | ||
Liabilities in Excess of Other Assets | (6.6) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P MidCap 400 Value Index | Net
Asset Value |
Market
Value |
S&P MidCap 400 Value Index | ||
ONE YEAR | 15.84% | 15.81% | 15.97% | 15.84% | 15.81% | 15.97% | |
FIVE YEARS | 45.93% | 45.89% | 46.96% | 7.85% | 7.85% | 8.00% | |
TEN YEARS | 154.31% | 153.78% | 158.51% | 9.78% | 9.76% | 9.96% |
Description | % of Net Assets | ||
Jabil, Inc. | 1.3% | ||
Regal Rexnord Corp. | 0.9 | ||
Reinsurance Group of America, Inc. | 0.8 | ||
Fortune Brands Innovations, Inc. | 0.8 | ||
Unum Group | 0.8 | ||
Cleveland-Cliffs, Inc. | 0.8 | ||
Lear Corp. | 0.8 | ||
Lithia Motors, Inc. | 0.8 | ||
Tenet Healthcare Corp. | 0.8 | ||
Toll Brothers, Inc. | 0.7 | ||
TOTAL | 8.5% |
% of Net Assets | |||
Industrials | 20.0% | ||
Financials | 17.1 | ||
Consumer Discretionary | 17.1 | ||
Information Technology | 11.1 | ||
Real Estate | 10.1 | ||
Health Care | 7.7 | ||
Materials | 6.0 | ||
Consumer Staples | 4.4 | ||
Utilities | 3.4 | ||
Communication Services | 2.1 | ||
Energy | 0.8 | ||
Short-Term Investments | 6.7 | ||
Liabilities in Excess of Other Assets | (6.5) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P 500 ESG Index | Net
Asset Value |
Market
Value |
S&P 500 ESG Index | ||
ONE YEAR | 20.86% | 20.71% | 20.99% | 20.86% | 20.71% | 20.99% | |
SINCE INCEPTION(1) | 48.73% | 49.90% | 49.28% | 14.53% | 14.84% | 14.67% |
(1) | For the period July 27, 2020 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (7/27/20, 7/28/20, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Apple, Inc. | 10.2% | ||
Microsoft Corp. | 9.0 | ||
Amazon.com, Inc. | 4.2 | ||
NVIDIA Corp. | 3.7 | ||
Alphabet, Inc. Class A | 2.6 | ||
Tesla, Inc. | 2.5 | ||
Alphabet, Inc. Class C | 2.2 | ||
UnitedHealth Group, Inc. | 1.6 | ||
JPMorgan Chase & Co. | 1.5 | ||
Visa, Inc. Class A | 1.4 | ||
TOTAL | 38.9% |
% of Net Assets | |||
Information Technology | 31.0% | ||
Health Care | 13.2 | ||
Financials | 12.2 | ||
Consumer Discretionary | 12.1 | ||
Communication Services | 8.2 | ||
Industrials | 6.8 | ||
Consumer Staples | 6.6 | ||
Energy | 3.5 | ||
Real Estate | 2.4 | ||
Materials | 2.3 | ||
Utilities | 1.5 | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P SmallCap 600 Growth Index | Net
Asset Value |
Market
Value |
S&P SmallCap 600 Growth Index | ||
ONE YEAR | 10.53% | 10.49% | 10.62% | 10.53% | 10.49% | 10.62% | |
FIVE YEARS | 28.15% | 28.06% | 28.99% | 5.09% | 5.07% | 5.22% | |
TEN YEARS | 161.96% | 161.85% | 165.62% | 10.11% | 10.10% | 10.26% |
Description | % of Net Assets | ||
SPS Commerce, Inc. | 1.4% | ||
Rambus, Inc. | 1.4 | ||
Axcelis Technologies, Inc. | 1.2 | ||
Comfort Systems USA, Inc. | 1.2 | ||
elf Beauty, Inc. | 1.2 | ||
Onto Innovation, Inc. | 1.1 | ||
Applied Industrial Technologies, Inc. | 1.1 | ||
Ensign Group, Inc. | 1.1 | ||
Mueller Industries, Inc. | 1.0 | ||
Livent Corp. | 1.0 | ||
TOTAL | 11.7% |
% of Net Assets | |||
Information Technology | 19.3% | ||
Industrials | 19.2 | ||
Financials | 13.9 | ||
Health Care | 13.4 | ||
Consumer Discretionary | 8.3 | ||
Materials | 6.6 | ||
Consumer Staples | 6.1 | ||
Energy | 5.4 | ||
Real Estate | 3.6 | ||
Utilities | 2.4 | ||
Communication Services | 1.6 | ||
Short-Term Investments | 7.9 | ||
Liabilities in Excess of Other Assets | (7.7) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P SmallCap 600 Value Index | Net
Asset Value |
Market
Value |
S&P SmallCap 600 Value Index | ||
ONE YEAR | 8.76% | 8.71% | 8.88% | 8.76% | 8.71% | 8.88% | |
FIVE YEARS | 26.75% | 26.64% | 27.40% | 4.85% | 4.84% | 4.96% | |
TEN YEARS | 137.57% | 137.70% | 140.87% | 9.04% | 9.04% | 9.19% |
Description | % of Net Assets | ||
Meritage Homes Corp. | 1.1% | ||
Insight Enterprises, Inc. | 0.9 | ||
Radian Group, Inc. | 0.8 | ||
John Bean Technologies Corp. | 0.8 | ||
Group 1 Automotive, Inc. | 0.7 | ||
Essential Properties Realty Trust, Inc. REIT | 0.7 | ||
Select Medical Holdings Corp. | 0.7 | ||
Tri Pointe Homes, Inc. | 0.7 | ||
Itron, Inc. | 0.7 | ||
Viasat, Inc. | 0.6 | ||
TOTAL | 7.7% |
% of Net Assets | |||
Consumer Discretionary | 19.0% | ||
Financials | 18.3 | ||
Industrials | 16.3 | ||
Real Estate | 11.8 | ||
Information Technology | 8.7 | ||
Health Care | 8.1 | ||
Materials | 4.8 | ||
Energy | 3.8 | ||
Consumer Staples | 3.8 | ||
Communication Services | 3.4 | ||
Utilities | 1.7 | ||
Short-Term Investments | 9.6 | ||
Liabilities in Excess of Other Assets | (9.3) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P 1500 Positive Momentum Tilt Index | Net
Asset Value |
Market
Value |
S&P 1500 Positive Momentum Tilt Index | ||
ONE YEAR | 17.46% | 17.44% | 17.70% | 17.46% | 17.44% | 17.70% | |
FIVE YEARS | 67.65% | 67.54% | 69.03% | 10.89% | 10.87% | 11.07% | |
TEN YEARS | 221.45% | 221.20% | 227.30% | 12.39% | 12.38% | 12.59% |
Description | % of Net Assets | ||
Apple, Inc. | 8.1% | ||
Microsoft Corp. | 6.5 | ||
NVIDIA Corp. | 5.0 | ||
Exxon Mobil Corp. | 2.0 | ||
Meta Platforms, Inc. Class A | 1.9 | ||
JPMorgan Chase & Co. | 1.5 | ||
Eli Lilly & Co. | 1.5 | ||
Broadcom, Inc. | 1.5 | ||
Merck & Co., Inc. | 1.2 | ||
Visa, Inc. Class A | 1.2 | ||
TOTAL | 30.4% |
% of Net Assets | |||
Information Technology | 33.0% | ||
Health Care | 12.9 | ||
Industrials | 11.9 | ||
Financials | 10.7 | ||
Consumer Discretionary | 8.3 | ||
Communication Services | 6.3 | ||
Energy | 5.6 | ||
Consumer Staples | 5.2 | ||
Materials | 2.6 | ||
Utilities | 2.2 | ||
Real Estate | 1.1 | ||
Short-Term Investments | 0.3 | ||
Liabilities in Excess of Other Assets | (0.1) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P 1500 Low Valuation Tilt Index | Net
Asset Value |
Market
Value |
S&P 1500 Low Valuation Tilt Index | ||
ONE YEAR | 13.29% | 13.38% | 13.35% | 13.29% | 13.38% | 13.35% | |
FIVE YEARS | 63.64% | 63.77% | 65.08% | 10.35% | 10.37% | 10.54% | |
TEN YEARS | 187.79% | 188.17% | 193.10% | 11.15% | 11.16% | 11.35% |
Description | % of Net Assets | ||
Berkshire Hathaway, Inc. Class B | 2.4% | ||
Apple, Inc. | 2.2 | ||
Amazon.com, Inc. | 2.1 | ||
JPMorgan Chase & Co. | 2.0 | ||
Exxon Mobil Corp. | 1.7 | ||
Microsoft Corp. | 1.7 | ||
Verizon Communications, Inc. | 1.7 | ||
Walmart, Inc. | 1.4 | ||
Meta Platforms, Inc. Class A | 1.4 | ||
Bank of America Corp. | 1.3 | ||
TOTAL | 17.9% |
% of Net Assets | |||
Financials | 21.4% | ||
Information Technology | 12.5 | ||
Health Care | 12.4 | ||
Consumer Discretionary | 10.0 | ||
Communication Services | 9.3 | ||
Industrials | 8.9 | ||
Consumer Staples | 7.9 | ||
Energy | 7.7 | ||
Materials | 3.8 | ||
Utilities | 3.2 | ||
Real Estate | 2.7 | ||
Short-Term Investments | 0.5 | ||
Liabilities in Excess of Other Assets | (0.3) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Kensho Clean Power Index | Net
Asset Value |
Market
Value |
S&P Kensho Clean Power Index | ||
ONE YEAR | 9.35% | 9.26% | 9.78% | 9.35% | 9.26% | 9.78% | |
SINCE INCEPTION(1) | 200.84% | 200.62% | 204.58% | 26.49% | 26.47% | 26.82% |
(1) | For the period October 22, 2018 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (10/22/18, 10/23/18, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Eos Energy Enterprises, Inc. | 3.5% | ||
Generac Holdings, Inc. | 2.9 | ||
Tesla, Inc. | 2.6 | ||
Plug Power, Inc. | 2.5 | ||
JinkoSolar Holding Co. Ltd. ADR | 2.5 | ||
Cummins, Inc. | 2.5 | ||
Centrais Eletricas Brasileiras SA ADR | 2.4 | ||
Shoals Technologies Group, Inc. Class A | 2.4 | ||
General Electric Co. | 2.3 | ||
Bloom Energy Corp. Class A | 2.3 | ||
TOTAL | 25.9% |
% of Net Assets | |||
Industrials | 41.7% | ||
Utilities | 32.2 | ||
Information Technology | 19.0 | ||
Consumer Discretionary | 4.8 | ||
Energy | 2.2 | ||
Short-Term Investments | 9.9 | ||
Liabilities in Excess of Other Assets | (9.8) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Kensho Final Frontiers Index | Net
Asset Value |
Market
Value |
S&P Kensho Final Frontiers Index | ||
ONE YEAR | 24.43% | 24.42% | 24.92% | 24.43% | 24.42% | 24.92% | |
SINCE INCEPTION(1) | 51.23% | 51.26% | 54.24% | 9.23% | 9.23% | 9.69% |
(1) | For the period October 22, 2018 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (10/22/18, 10/23/18, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
HEICO Corp. | 4.3% | ||
L3Harris Technologies, Inc. | 4.1 | ||
Honeywell International, Inc. | 4.1 | ||
Teledyne Technologies, Inc. | 4.1 | ||
Hexcel Corp. | 4.1 | ||
Aerojet Rocketdyne Holdings, Inc. | 4.0 | ||
Northrop Grumman Corp. | 3.9 | ||
Rocket Lab USA, Inc. | 3.9 | ||
Lockheed Martin Corp. | 3.9 | ||
Boeing Co. | 3.9 | ||
TOTAL | 40.3% |
% of Net Assets | |||
Industrials | 70.1% | ||
Information Technology | 16.8 | ||
Energy | 6.4 | ||
Communication Services | 3.8 | ||
Materials | 2.8 | ||
Short-Term Investments | 7.3 | ||
Liabilities in Excess of Other Assets | (7.2) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Kensho Future Security Index | Net
Asset Value |
Market
Value |
S&P Kensho Future Security Index | ||
ONE YEAR | 11.16% | 11.10% | 11.44% | 11.16% | 11.10% | 11.44% | |
FIVE YEARS | 55.48% | 55.40% | 57.50% | 9.23% | 9.22% | 9.51% | |
SINCE INCEPTION(1) | 70.34% | 69.93% | 73.05% | 10.15% | 10.10% | 10.47% |
(1) | For the period December 26, 2017 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (12/26/17, 12/27/17, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Palo Alto Networks, Inc. | 2.0% | ||
Rocket Lab USA, Inc. | 2.0 | ||
Fortinet, Inc. | 1.9 | ||
SentinelOne, Inc. Class A | 1.8 | ||
Tenable Holdings, Inc. | 1.8 | ||
Broadcom, Inc. | 1.8 | ||
VMware, Inc. Class A | 1.8 | ||
HEICO Corp. | 1.8 | ||
Leonardo DRS, Inc. | 1.8 | ||
Leidos Holdings, Inc. | 1.8 | ||
TOTAL | 18.5% |
% of Net Assets | |||
Information Technology | 53.1% | ||
Industrials | 40.2 | ||
Communication Services | 3.3 | ||
Health Care | 3.2 | ||
Short-Term Investments | 7.1 | ||
Liabilities in Excess of Other Assets | (6.9) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Kensho Intelligent Infrastructure Index | Net
Asset Value |
Market
Value |
S&P Kensho Intelligent Infrastructure Index | ||
ONE YEAR | 13.75% | 13.79% | 12.67% | 13.75% | 13.79% | 12.67% | |
FIVE YEARS | 31.45% | 31.35% | 30.23% | 5.62% | 5.61% | 5.42% | |
SINCE INCEPTION(1) | 27.42% | 26.96% | 26.33% | 4.50% | 4.43% | 4.33% |
(1) | For the period December 26, 2017 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (12/26/17, 12/27/17, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Generac Holdings, Inc. | 3.2% | ||
Carrier Global Corp. | 2.8 | ||
Johnson Controls International PLC | 2.8 | ||
Pentair PLC | 2.7 | ||
Shoals Technologies Group, Inc. Class A | 2.7 | ||
Tetra Tech, Inc. | 2.7 | ||
Xylem, Inc. | 2.7 | ||
Honeywell International, Inc. | 2.7 | ||
Bloom Energy Corp. Class A | 2.7 | ||
Parsons Corp. | 2.7 | ||
TOTAL | 27.7% |
% of Net Assets | |||
Industrials | 56.7% | ||
Information Technology | 23.3 | ||
Communication Services | 6.9 | ||
Energy | 5.1 | ||
Consumer Discretionary | 4.8 | ||
Utilities | 2.9 | ||
Short-Term Investments | 9.5 | ||
Liabilities in Excess of Other Assets | (9.2) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Kensho New Economies Composite Index | Net
Asset Value |
Market
Value |
S&P Kensho New Economies Composite Index | ||
ONE YEAR | 11.41% | 11.37% | 10.97% | 11.41% | 11.37% | 10.97% | |
SINCE INCEPTION(1) | 55.63% | 55.60% | 54.93% | 9.90% | 9.89% | 9.79% |
(1) | For the period October 22, 2018 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (10/22/18, 10/23/18, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Coinbase Global, Inc. Class A | 1.3% | ||
Hut 8 Mining Corp. | 1.2 | ||
Teledyne Technologies, Inc. | 1.2 | ||
Snap, Inc. Class A | 1.2 | ||
Meta Platforms, Inc. Class A | 1.1 | ||
PTC, Inc. | 1.1 | ||
Elbit Systems Ltd. | 1.1 | ||
Marathon Digital Holdings, Inc. | 1.0 | ||
Leidos Holdings, Inc. | 1.0 | ||
Apple, Inc. | 0.9 | ||
TOTAL | 11.1% |
% of Net Assets | |||
Information Technology | 35.8% | ||
Industrials | 22.0 | ||
Health Care | 14.7 | ||
Communication Services | 9.7 | ||
Financials | 8.2 | ||
Consumer Discretionary | 5.4 | ||
Materials | 1.8 | ||
Utilities | 1.0 | ||
Energy | 1.0 | ||
Consumer Staples | 0.2 | ||
Short-Term Investments | 9.7 | ||
Liabilities in Excess of Other Assets | (9.5) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Kensho Smart Transportation Index | Net
Asset Value |
Market
Value |
S&P Kensho Smart Transportation Index | ||
ONE YEAR | (0.71)% | (0.66)% | (2.18)% | (0.71)% | (0.66)% | (2.18)% | |
FIVE YEARS | 22.30% | 22.21% | 19.11% | 4.11% | 4.09% | 3.56% | |
SINCE INCEPTION(1) | 21.59% | 21.64% | 18.65% | 3.61% | 3.62% | 3.15% |
(1) | For the period December 26, 2017 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (12/26/17, 12/27/17, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Nikola Corp. | 3.2% | ||
XPeng, Inc. ADR | 2.2 | ||
EHang Holdings Ltd. ADR | 1.9 | ||
NIO, Inc. ADR | 1.7 | ||
Rivian Automotive, Inc. Class A | 1.7 | ||
Avis Budget Group, Inc. | 1.6 | ||
Tesla, Inc. | 1.6 | ||
Dana, Inc. | 1.6 | ||
Polestar Automotive Holding U.K. PLC Class A, ADR | 1.6 | ||
Allegro MicroSystems, Inc. | 1.6 | ||
TOTAL | 18.7% |
% of Net Assets | |||
Consumer Discretionary | 35.5% | ||
Industrials | 34.6 | ||
Information Technology | 26.4 | ||
Materials | 2.4 | ||
Communication Services | 1.0 | ||
Short-Term Investments | 9.0 | ||
Liabilities in Excess of Other Assets | (8.9) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P SmallCap 600 ESG Index | Net
Asset Value |
Market
Value |
S&P SmallCap 600 ESG Index | ||
ONE YEAR | 9.39% | 9.67% | 9.53% | 9.39% | 9.67% | 9.53% | |
SINCE INCEPTION(1) | (9.00)% | (9.56)% | (8.76)% | (6.22)% | (6.62)% | (6.05)% |
(1) | For the period January 10, 2022 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (01/10/22, 01/11/22, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
SPS Commerce, Inc. | 1.0% | ||
Rambus, Inc. | 1.0 | ||
Axcelis Technologies, Inc. | 0.9 | ||
Comfort Systems USA, Inc. | 0.9 | ||
elf Beauty, Inc. | 0.8 | ||
Onto Innovation, Inc. | 0.8 | ||
Applied Industrial Technologies, Inc. | 0.8 | ||
Ensign Group, Inc. | 0.8 | ||
Meritage Homes Corp. | 0.8 | ||
Livent Corp. | 0.7 | ||
TOTAL | 8.5% |
% of Net Assets | |||
Banks | 8.6% | ||
Machinery | 5.4 | ||
Semiconductors & Semiconductor Equipment | 4.9 | ||
Specialty Retail | 4.6 | ||
Electronic Equipment, Instruments & Components | 4.5 | ||
Chemicals | 3.7 | ||
Household Durables | 3.7 | ||
Health Care Providers & Services | 3.4 | ||
Software | 3.4 | ||
Biotechnology | 2.9 | ||
Health Care Equipment & Supplies | 2.8 | ||
Oil, Gas & Consumable Fuels | 2.5 | ||
Construction & Engineering | 2.5 | ||
Insurance | 2.4 | ||
Food Products | 2.2 | ||
Hotels, Restaurants & Leisure | 2.2 | ||
Metals & Mining | 2.2 | ||
Commercial Services & Supplies | 2.2 | ||
Building Products | 2.0 | ||
Energy Equipment & Services | 2.0 | ||
Retail REITs | 1.8 | ||
Communications Equipment | 1.8 | ||
Financial Services | 1.8 | ||
Trading Companies & Distributors | 1.7 | ||
Water Utilities | 1.4 | ||
Automobile Components | 1.3 | ||
Hotel & Resort REITs | 1.2 | ||
Capital Markets | 1.2 | ||
Consumer Finance | 1.2 | ||
Diversified Consumer Services | 1.2 | ||
Personal Care Products | 1.2 | ||
Pharmaceuticals | 1.1 | ||
Professional Services | 1.0 | ||
Textiles, Apparel & Luxury Goods | 1.0 | ||
Office REITs | 0.9 | ||
Real Estate Management & Development | 0.8 | ||
Air Freight & Logistics | 0.8 | ||
Consumer Staples Distribution & Retail | 0.8 | ||
Health Care Technology | 0.7 | ||
Industrial REITs | 0.7 | ||
Mortgage Real Estate Investment Trust (REITs) | 0.6 | ||
Interactive Media & Services | 0.6 | ||
Electrical Equipment | 0.6 | ||
Passenger Airlines | 0.6 | ||
Multi-Utilities | 0.6 | ||
Residential REITs | 0.5 | ||
Specialized REITs | 0.5 | ||
Health Care REITs | 0.5 | ||
Media | 0.5 | ||
Ground Transportation | 0.5 | ||
Diversified REITs | 0.5 | ||
Marine Transportation | 0.4 | ||
Beverages | 0.4 | ||
Diversified Telecommunication Services | 0.3 | ||
Automobiles | 0.3 | ||
Entertainment | 0.3 |
% of Net Assets | |||
Gas Utilities | 0.2% | ||
Paper & Forest Products | 0.1 | ||
Short-Term Investment | 0.2 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
SSGA US Large Cap Low Volatility Index(1) | Net
Asset Value |
Market
Value |
SSGA US Large Cap Low Volatility Index(1) | ||
ONE YEAR | 9.48% | 9.39% | 9.61% | 9.48% | 9.39% | 9.61% | |
FIVE YEARS | 72.56% | 72.16% | 73.45% | 11.53% | 11.48% | 11.64% | |
TEN YEARS | 202.90% | 203.04% | 207.53% | 11.72% | 11.72% | 11.89% |
(1) | The SSGA US Large Cap Low Volatility Index reflects linked performance returns of both the SSGA US Large Cap Low Volatility Index and the Russell 1000 Low Volatility Index. The index returns are reflective of the Russell 1000 Low Volatility Index from fund inception until 12/13/2016 and of the SSGA US Large Cap Low Volatility Index effective 12/13/2016. |
Description | % of Net Assets | ||
Hershey Co. | 1.2% | ||
Republic Services, Inc. | 1.2 | ||
Walmart, Inc. | 1.2 | ||
PepsiCo, Inc. | 1.2 | ||
Verizon Communications, Inc. | 1.2 | ||
Procter & Gamble Co. | 1.1 | ||
Colgate-Palmolive Co. | 1.1 | ||
McDonald's Corp. | 1.1 | ||
Johnson & Johnson | 1.1 | ||
Public Storage REIT | 1.1 | ||
TOTAL | 11.5% |
% of Net Assets | |||
Financials | 19.0% | ||
Industrials | 18.1 | ||
Real Estate | 11.0 | ||
Utilities | 9.2 | ||
Information Technology | 8.8 | ||
Health Care | 8.3 | ||
Consumer Staples | 7.7 | ||
Consumer Discretionary | 7.3 | ||
Materials | 6.0 | ||
Communication Services | 2.3 | ||
Energy | 2.0 | ||
Short-Term Investment | 0.2 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
SSGA US Small Cap Low Volatility Index(1) | Net
Asset Value |
Market
Value |
SSGA US Small Cap Low Volatility Index(1) | ||
ONE YEAR | 1.56% | 1.54% | 1.61% | 1.56% | 1.54% | 1.61% | |
FIVE YEARS | 24.38% | 24.35% | 25.55% | 4.46% | 4.45% | 4.66% | |
TEN YEARS(2) | 133.16% | 133.33% | 135.33% | 8.83% | 8.84% | 8.93% |
(1) | The SSGA US Small Cap Low Volatility Index reflects linked performance returns of both the SSGA US Small Cap Low Volatility Index and the Russell 2000 Low Volatility Index. The index returns are reflective of the Russell 2000 Low Volatility Index from fund inception until 12/13/2016 and of the SSGA US Small Cap Low Volatility Index effective 12/13/2016. |
(2) | For the period February 20, 2013 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (2/20/13, 2/21/13, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Equity Commonwealth REIT | 1.5% | ||
NewMarket Corp. | 0.7 | ||
National HealthCare Corp. | 0.7 | ||
MGE Energy, Inc. | 0.6 | ||
City Holding Co. | 0.6 | ||
Southwest Gas Holdings, Inc. | 0.6 | ||
NorthWestern Corp. | 0.5 | ||
Chesapeake Utilities Corp. | 0.5 | ||
NWTN, Inc. Class B | 0.5 | ||
Spire, Inc. | 0.5 | ||
TOTAL | 6.7% |
% of Net Assets | |||
Financials | 30.3% | ||
Industrials | 17.0 | ||
Health Care | 10.8 | ||
Real Estate | 10.1 | ||
Information Technology | 9.6 | ||
Consumer Discretionary | 6.4 | ||
Materials | 4.5 | ||
Utilities | 4.1 | ||
Consumer Staples | 3.1 | ||
Communication Services | 2.5 | ||
Energy | 1.3 | ||
Short-Term Investments | 2.3 | ||
Liabilities in Excess of Other Assets | (2.0) | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$102,390,834 | $— | $— | $102,390,834 | ||||
Short-Term Investment
|
153,387 | — | — | 153,387 | ||||
TOTAL INVESTMENTS
|
$102,544,221 | $— | $— | $102,544,221 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
221,509 | $221,487 | $2,890,227 | $2,958,389 | $45 | $17 | 153,356 | $153,387 | $4,543 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini Russell 1000 Growth Index (long) | 9 | 09/15/2023 | $1,076,364 | $1,106,280 | $29,916 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$545,381,239 | $— | $ 0(a) | $545,381,239 | ||||
Short-Term Investments
|
2,808,009 | — | — | 2,808,009 | ||||
TOTAL INVESTMENTS
|
$548,189,248 | $— | $ 0 | $548,189,248 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 29,916 | $— | $— | $ 29,916 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 29,916 | $— | $— | $ 29,916 |
(a) | The Fund held Level 3 securities that were valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
360,085 | $ 360,049 | $20,407,449 | $20,251,002 | $204 | $ 8 | 516,604 | $ 516,708 | $22,889 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,648,196 | 2,648,196 | 52,058,339 | 52,415,234 | — | — | 2,291,301 | 2,291,301 | 32,229 | ||||||||
Total
|
$3,008,245 | $72,465,788 | $72,666,236 | $204 | $ 8 | $2,808,009 | $ 55,118 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini Russell 1000 Growth Index (long) | 2 | 09/15/2023 | $238,817 | $245,840 | $7,023 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$156,470,127 | $— | $ 0(a) | $156,470,127 | ||||
Short-Term Investments
|
1,083,774 | — | — | 1,083,774 | ||||
TOTAL INVESTMENTS
|
$157,553,901 | $— | $ 0 | $157,553,901 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 7,023 | $— | $— | $ 7,023 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 7,023 | $— | $— | $ 7,023 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
465 | $ 28,667 | $ 119,995 | $ 23,858 | $2,284 | $9,246 | 1,863 | $ 136,334 | $ 1,855 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
172,125 | 172,108 | 9,624,723 | 9,616,637 | 150 | 2 | 180,310 | 180,346 | 10,605 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,675,497 | 2,675,497 | 30,324,363 | 32,096,432 | — | — | 903,428 | 903,428 | 11,965 | ||||||||
Total
|
$2,876,272 | $40,069,081 | $41,736,927 | $2,434 | $9,248 | $1,220,108 | $24,425 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 12 | 09/15/2023 | $2,604,346 | $2,692,950 | $88,604 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$755,761,141 | $— | $— | $755,761,141 | ||||
Short-Term Investments
|
6,263,686 | — | — | 6,263,686 | ||||
TOTAL INVESTMENTS
|
$762,024,827 | $— | $— | $762,024,827 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 88,604 | $— | $— | $ 88,604 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 88,604 | $— | $— | $ 88,604 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
— | $ — | $ 2,662,845 | $ — | $ — | $78,771 | 37,464 | $2,741,616 | $ 23,602 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
364,902 | 364,865 | 52,159,098 | 50,950,288 | 319 | 23 | 1,573,702 | 1,574,017 | 82,621 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
6,810,858 | 6,810,858 | 120,926,126 | 123,047,315 | — | — | 4,689,669 | 4,689,669 | 27,209 | ||||||||
Total
|
$7,175,723 | $175,748,069 | $173,997,603 | $319 | $78,794 | $9,005,302 | $133,432 |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(f) | Investment of cash collateral for securities loaned. |
REIT | Real Estate Investment Trust |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,845,591,694 | $— | $— | $1,845,591,694 | ||||
Short-Term Investments
|
126,021,188 | — | — | 126,021,188 | ||||
TOTAL INVESTMENTS
|
$1,971,612,882 | $— | $— | $1,971,612,882 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,368,755 | $ 1,368,618 | $ 78,311,694 | $ 77,446,118 | $1,353 | $ 1 | 2,235,101 | $ 2,235,548 | $ 48,888 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
20,113,455 | 20,113,455 | 925,463,761 | 821,791,576 | — | — | 123,785,640 | 123,785,640 | 643,885 | ||||||||
Total
|
$21,482,073 | $1,003,775,455 | $899,237,694 | $1,353 | $ 1 | $126,021,188 | $692,773 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,218,550,958 | $— | $— | $2,218,550,958 | ||||
Short-Term Investments
|
149,597,348 | — | — | 149,597,348 | ||||
TOTAL INVESTMENTS
|
$2,368,148,306 | $— | $— | $2,368,148,306 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,468,212 | $ 1,468,065 | $ 112,073,439 | $ 110,654,648 | $1,314 | $12 | 2,887,605 | $ 2,888,182 | $ 96,890 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
17,718,162 | 17,718,162 | 904,393,055 | 775,402,051 | — | — | 146,709,166 | 146,709,166 | 700,340 | ||||||||
Total
|
$19,186,227 | $1,016,466,494 | $886,056,699 | $1,314 | $12 | $149,597,348 | $797,230 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 ESG Index (long) | 2 | 09/15/2023 | $385,910 | $397,695 | $11,785 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$885,692,751 | $— | $— | $885,692,751 | ||||
Short-Term Investment
|
725,683 | — | — | 725,683 | ||||
TOTAL INVESTMENTS
|
$886,418,434 | $— | $— | $886,418,434 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 11,785 | $— | $— | $ 11,785 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 11,785 | $— | $— | $ 11,785 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
6,857 | $422,734 | $ 535,623 | $ 219,112 | $ 141 | $69,034 | 11,047 | $ 808,420 | $25,031 | ||||||||
State Street ESG Liquid Reserves Fund, Premier
Class
|
282,856 | 282,856 | 3,134,595 | 3,417,708 | 257 | — | — | — | 3,224 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
— | — | 13,954,056 | 13,228,213 | (181) | 22 | 725,538 | 725,683 | 43,108 | ||||||||
Total
|
$705,590 | $17,624,274 | $16,865,033 | $ 217 | $69,056 | $1,534,103 | $71,363 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,524,735,359 | $— | $ 0(a) | $2,524,735,359 | ||||
Short-Term Investments
|
201,015,698 | — | — | 201,015,698 | ||||
TOTAL INVESTMENTS
|
$2,725,751,057 | $— | $ 0 | $2,725,751,057 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,422,488 | $ 1,422,346 | $ 87,460,585 | $ 84,747,450 | $(323) | $85 | 4,134,416 | $ 4,135,243 | $107,398 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
119,883,511 | 119,883,511 | 1,092,467,229 | 1,015,470,285 | — | — | 196,880,455 | 196,880,455 | 448,691 | ||||||||
Total
|
$121,305,857 | $1,179,927,814 | $1,100,217,735 | $(323) | $85 | $201,015,698 | $556,089 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,815,342,963 | $— | $— | $3,815,342,963 | ||||
Warrants
|
206,034 | — | — | 206,034 | ||||
Short-Term Investments
|
365,993,930 | — | — | 365,993,930 | ||||
TOTAL INVESTMENTS
|
$4,181,542,927 | $— | $— | $4,181,542,927 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
7,706,133 | $ 7,705,363 | $ 231,868,316 | $ 236,096,227 | $1,216 | $27 | 3,477,999 | $ 3,478,695 | $ 225,218 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
153,457,896 | 153,457,896 | 1,574,959,361 | 1,365,902,022 | — | — | 362,515,235 | 362,515,235 | 989,765 | ||||||||
Total
|
$161,163,259 | $1,806,827,677 | $1,601,998,249 | $1,216 | $27 | $365,993,930 | $1,214,983 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$83,303,444 | $— | $— | $83,303,444 | ||||
Short-Term Investments
|
229,150 | — | — | 229,150 | ||||
TOTAL INVESTMENTS
|
$83,532,594 | $— | $— | $83,532,594 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
568 | $ 35,017 | $ 90,137 | $ 43,558 | $(6,519) | $6,592 | 1,116 | $ 81,669 | $1,330 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
151,769 | 151,754 | 5,438,677 | 5,510,793 | 20 | 3 | 79,645 | 79,661 | 4,123 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
30,829 | 30,829 | 1,277,145 | 1,158,485 | — | — | 149,489 | 149,489 | 684 | ||||||||
Total
|
$217,600 | $6,805,959 | $6,712,836 | $(6,499) | $6,595 | $310,819 | $6,137 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$230,825,036 | $— | $ 0(a) | $230,825,036 | ||||
Warrants
|
713 | — | — | 713 | ||||
Short-Term Investments
|
1,186,782 | — | — | 1,186,782 | ||||
TOTAL INVESTMENTS
|
$232,012,531 | $— | $ 0 | $232,012,531 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
3,390 | $ 208,994 | $ 175,838 | $ 39,337 | $122 | $35,724 | 5,211 | $ 381,341 | $ 9,894 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
127,381 | 127,368 | 9,022,685 | 8,832,113 | 64 | 6 | 317,946 | 318,010 | 10,250 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
762,292 | 762,292 | 8,502,390 | 8,395,910 | — | — | 868,772 | 868,772 | 5,670 | ||||||||
Total
|
$1,098,654 | $17,700,913 | $17,267,360 | $186 | $35,730 | $1,568,123 | $25,814 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$338,790,934 | $— | $— | $338,790,934 | ||||
Short-Term Investments
|
33,532,946 | — | — | 33,532,946 | ||||
TOTAL INVESTMENTS
|
$372,323,880 | $— | $— | $372,323,880 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
219,444 | $ 219,422 | $ 5,430,762 | $ 5,650,114 | $(75) | $ 7 | 2 | $ 2 | $ 15,797 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
22,471,653 | 22,471,653 | 191,685,392 | 180,624,101 | — | — | 33,532,944 | 33,532,944 | 204,822 | ||||||||
Total
|
$22,691,075 | $ 197,116,154 | $186,274,215 | $(75) | $ 7 | $33,532,946 | $220,619 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$17,902,925 | $— | $— | $17,902,925 | ||||
Short-Term Investments
|
1,312,452 | — | — | 1,312,452 | ||||
TOTAL INVESTMENTS
|
$19,215,377 | $— | $— | $19,215,377 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
22,244 | $ 22,242 | $ 196,554 | $ 196,010 | $ 7 | $— | 22,788 | $ 22,793 | $ 891 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
148,294 | 148,294 | 9,795,796 | 8,654,431 | — | — | 1,289,659 | 1,289,659 | 7,924 | ||||||||
Total
|
$170,536 | $9,992,350 | $8,850,441 | $ 7 | $— | $1,312,452 | $8,815 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$32,662,628 | $— | $— | $32,662,628 | ||||
Short-Term Investments
|
2,324,289 | — | — | 2,324,289 | ||||
TOTAL INVESTMENTS
|
$34,986,917 | $— | $— | $34,986,917 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
29,481 | $ 29,478 | $ 1,282,541 | $ 1,253,791 | $13 | $ 1 | 58,231 | $ 58,242 | $ 1,229 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
304,673 | 304,673 | 19,885,741 | 17,924,367 | — | — | 2,266,047 | 2,266,047 | 9,680 | ||||||||
Total
|
$334,151 | $21,168,282 | $19,178,158 | $13 | $ 1 | $2,324,289 | $10,909 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$23,292,799 | $— | $— | $23,292,799 | ||||
Short-Term Investments
|
2,232,917 | — | — | 2,232,917 | ||||
TOTAL INVESTMENTS
|
$25,525,716 | $— | $— | $25,525,716 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
51,975 | $ 51,970 | $ 1,055,777 | $ 1,065,059 | $18 | $ 3 | 42,700 | $ 42,709 | $ 2,128 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,935,798 | 2,935,798 | 19,278,779 | 20,024,369 | — | — | 2,190,208 | 2,190,208 | 266,939 | ||||||||
Total
|
$2,987,768 | $20,334,556 | $21,089,428 | $18 | $ 3 | $2,232,917 | $269,067 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,806,810,569 | $2,032 | $ 0(a) | $1,806,812,601 | ||||
Short-Term Investments
|
174,664,973 | — | — | 174,664,973 | ||||
TOTAL INVESTMENTS
|
$1,981,475,542 | $2,032 | $ 0 | $1,981,477,574 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,155,798 | $ 1,155,682 | $ 66,389,982 | $ 67,060,882 | $757 | $89 | 485,531 | $ 485,628 | $ 81,757 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
142,616,689 | 142,616,689 | 633,415,199 | 601,852,543 | — | — | 174,179,345 | 174,179,345 | 8,546,962 | ||||||||
Total
|
$143,772,371 | $699,805,181 | $668,913,425 | $757 | $89 | $174,664,973 | $8,628,719 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$53,749,338 | $— | $ 0(a) | $53,749,338 | ||||
Short-Term Investments
|
4,863,727 | — | — | 4,863,727 | ||||
TOTAL INVESTMENTS
|
$58,613,065 | $— | $ 0 | $58,613,065 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
85,725 | $ 85,716 | $ 3,772,117 | $ 3,835,534 | $110 | $ 5 | 22,410 | $ 22,414 | $ 4,484 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
7,974,573 | 7,974,573 | 30,059,629 | 33,192,889 | — | — | 4,841,313 | 4,841,313 | 714,968 | ||||||||
Total
|
$8,060,289 | $33,831,746 | $37,028,423 | $110 | $ 5 | $4,863,727 | $719,452 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENT — 0.2% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 5.19% (c) (d) (Cost $7,803)
|
7,801 | $ 7,803 | ||||
TOTAL INVESTMENTS — 99.9% (Cost
$3,974,585)
|
3,970,786 | |||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.1%
|
3,238 | |||||
NET ASSETS — 100.0%
|
$ 3,974,024 |
(a) | Non-income producing security. |
(b) | Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of June 30, 2023, total aggregate fair value of the security is $0, representing 0.00% of the Fund's net assets. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at June 30, 2023. |
REIT | Real Estate Investment Trust |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,962,983 | $— | $ 0(a) | $3,962,983 | ||||
Short-Term Investment
|
7,803 | — | — | 7,803 | ||||
TOTAL INVESTMENTS
|
$3,970,786 | $— | $ 0 | $3,970,786 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street ESG Liquid Reserves Fund, Premier
Class
|
344 | $344 | $ 40,839 | $ 41,183 | $— | $— | — | $ — | $ 24 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
— | — | 95,563 | 87,760 | — | — | 7,801 | 7,803 | 171 | ||||||||
Total
|
$344 | $136,402 | $128,943 | $— | $— | $7,803 | $195 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$815,225,782 | $— | $— | $815,225,782 | ||||
Short-Term Investment
|
1,487,479 | — | — | 1,487,479 | ||||
TOTAL INVESTMENTS
|
$816,713,261 | $— | $— | $816,713,261 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,572,450 | $1,572,293 | $21,191,238 | $21,276,216 | $105 | $59 | 1,487,182 | $1,487,479 | $45,581 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 12,364,144 | 12,364,144 | — | — | — | — | 658 | ||||||||
Total
|
$1,572,293 | $33,555,382 | $33,640,360 | $105 | $59 | $1,487,479 | $46,239 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$190,128,747 | $194,152 | $— | $190,322,899 | ||||
Short-Term Investments
|
4,479,841 | — | — | 4,479,841 | ||||
TOTAL INVESTMENTS
|
$194,608,588 | $194,152 | $— | $194,802,740 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
291,524 | $ 291,495 | $ 10,894,911 | $10,835,795 | $86 | $ (2) | 350,625 | $ 350,695 | $ 11,448 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,176,489 | 2,176,489 | 35,717,506 | 33,764,849 | — | — | 4,129,146 | 4,129,146 | 36,344 | ||||||||
Total
|
$2,467,984 | $46,612,417 | $44,600,644 | $86 | $ (2) | $4,479,841 | $47,792 |
SPDR MSCI USA Climate Paris Aligned ETF | SPDR Russell 1000 Low Volatility Focus ETF | SPDR Russell 1000 Momentum Focus ETF | SPDR Russell 1000 Yield Focus ETF | ||||
ASSETS | |||||||
Investments in unaffiliated issuers, at
value*
|
$102,390,834 | $545,381,239 | $ 156,333,793 | $753,019,525 | |||
Investments in affiliated issuers, at value
|
153,387 | 2,808,009 | 1,220,108 | 9,005,302 | |||
Total Investments
|
102,544,221 | 548,189,248 | 157,553,901 | 762,024,827 | |||
Net cash at broker
|
— | 48,131 | 10,311 | 77,263 | |||
Cash
|
— | 2,276 | 4,642 | 3,260 | |||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | 29,945 | 7,030 | 88,634 | |||
Receivable for fund shares sold
|
— | — | — | 96 | |||
Dividends receivable — unaffiliated issuers
|
48,025 | 774,886 | 153,765 | 1,761,494 | |||
Dividends receivable — affiliated issuers
|
844 | 2,821 | 2,360 | 12,404 | |||
Securities lending income receivable —
unaffiliated issuers
|
— | 277 | 27 | 419 | |||
Securities lending income receivable — affiliated issuers | — | 4,597 | 602 | 6,310 | |||
Receivable for foreign taxes recoverable
|
— | — | 1,050 | 9,355 | |||
Other receivable
|
— | — | 5 | 47 | |||
TOTAL ASSETS
|
102,593,090 | 549,052,181 | 157,733,693 | 763,984,109 | |||
LIABILITIES | |||||||
Payable upon return of securities loaned
|
— | 2,291,301 | 903,428 | 4,689,669 | |||
Advisory fee payable
|
8,184 | 90,859 | 24,814 | 120,719 | |||
Trustees’ fees and expenses payable
|
36 | 242 | 132 | 361 | |||
TOTAL LIABILITIES
|
8,220 | 2,382,402 | 928,374 | 4,810,749 | |||
NET ASSETS
|
$102,584,870 | $546,669,779 | $ 156,805,319 | $759,173,360 | |||
NET ASSETS CONSIST OF: | |||||||
Paid-in Capital
|
$100,480,417 | $588,612,838 | $ 256,957,986 | $830,677,123 | |||
Total distributable earnings (loss)
|
2,104,453 | (41,943,059) | (100,152,667) | (71,503,763) | |||
NET ASSETS
|
$102,584,870 | $546,669,779 | $ 156,805,319 | $759,173,360 | |||
NET ASSET VALUE PER SHARE | |||||||
Net asset value per share
|
$ 25.14 | $ 108.47 | $ 98.00 | $ 95.25 | |||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
4,080,000 | 5,040,000 | 1,600,000 | 7,970,000 | |||
COST OF INVESTMENTS: | |||||||
Investments in unaffiliated issuers
|
$ 98,402,482 | $499,787,760 | $ 137,272,530 | $752,921,261 | |||
Investments in affiliated issuers
|
153,385 | 2,808,009 | 1,216,274 | 8,926,508 | |||
Total cost of investments
|
$ 98,555,867 | $502,595,769 | $ 138,488,804 | $761,847,769 | |||
* Includes investments in securities on loan, at
value
|
$ — | $ 3,719,608 | $ 1,419,742 | $ 5,711,664 |
SPDR S&P 400 Mid Cap Growth ETF | SPDR S&P 400 Mid Cap Value ETF | SPDR S&P 500 ESG ETF | SPDR S&P 600 Small Cap Growth ETF | SPDR S&P 600 Small Cap Value ETF | ||||
$1,845,591,694 | $2,218,550,958 | $884,884,331 | $2,524,735,359 | $ 3,815,548,997 | ||||
126,021,188 | 149,597,348 | 1,534,103 | 201,015,698 | 365,993,930 | ||||
1,971,612,882 | 2,368,148,306 | 886,418,434 | 2,725,751,057 | 4,181,542,927 | ||||
— | — | 13,330 | — | — | ||||
43,935 | 55,129 | — | 28,004 | 48,336 | ||||
— | — | 11,790 | — | — | ||||
— | — | 2,405 | 533 | 1,468 | ||||
1,552,703 | 3,191,570 | 505,781 | 1,778,900 | 5,682,059 | ||||
10,343 | 13,425 | 11,914 | 14,098 | 19,800 | ||||
2,386 | 8,969 | — | 14,193 | 27,719 | ||||
17,690 | 52,145 | — | 38,856 | 96,722 | ||||
— | — | 1,354 | — | — | ||||
— | — | 8 | — | — | ||||
1,973,239,939 | 2,371,469,544 | 886,965,016 | 2,727,625,641 | 4,187,419,031 | ||||
123,785,640 | 146,709,166 | — | 196,880,455 | 362,515,235 | ||||
220,663 | 265,797 | 73,274 | 301,547 | 459,718 | ||||
725 | 953 | 221 | 913 | 1,679 | ||||
124,007,028 | 146,975,916 | 73,495 | 197,182,915 | 362,976,632 | ||||
$ 1,849,232,911 | $2,224,493,628 | $886,891,521 | $2,530,442,726 | $ 3,824,442,399 | ||||
$2,345,650,782 | $2,762,547,832 | $838,970,825 | $3,012,949,001 | $ 4,964,979,814 | ||||
(496,417,871) | (538,054,204) | 47,920,696 | (482,506,275) | (1,140,537,415) | ||||
$ 1,849,232,911 | $2,224,493,628 | $886,891,521 | $2,530,442,726 | $ 3,824,442,399 | ||||
$ 71.68 | $ 68.76 | $ 43.05 | $ 76.91 | $ 77.18 | ||||
25,800,000 | 32,350,000 | 20,600,000 | 32,900,028 | 49,552,102 | ||||
$1,776,819,005 | $2,274,463,710 | $821,003,475 | $2,244,127,391 | $ 3,885,098,443 | ||||
126,021,187 | 149,597,336 | 1,598,594 | 201,015,698 | 365,993,930 | ||||
$1,902,840,192 | $2,424,061,046 | $822,602,069 | $2,445,143,089 | $ 4,251,092,373 | ||||
$ 145,789,005 | $ 229,939,952 | $ — | $ 335,428,763 | $ 570,392,116 |
SPDR S&P 1500 Momentum Tilt ETF | SPDR S&P 1500 Value Tilt ETF | SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | ||||
ASSETS | |||||||
Investments in unaffiliated issuers, at
value*
|
$83,221,775 | $230,444,408 | $ 338,790,934 | $17,902,925 | |||
Investments in affiliated issuers, at value
|
310,819 | 1,568,123 | 33,532,946 | 1,312,452 | |||
Total Investments
|
83,532,594 | 232,012,531 | 372,323,880 | 19,215,377 | |||
Foreign currency, at value
|
— | — | — | — | |||
Cash
|
244 | 1,242 | 94,004 | — | |||
Dividends receivable — unaffiliated issuers
|
47,023 | 228,456 | 427,948 | 3,206 | |||
Dividends receivable — affiliated issuers
|
1,149 | 4,889 | 2,246 | 112 | |||
Securities lending income receivable —
unaffiliated issuers
|
6 | 79 | 9,859 | 681 | |||
Securities lending income receivable — affiliated
issuers
|
27 | 234 | 13,753 | 175 | |||
Receivable for foreign taxes recoverable
|
112 | 272 | — | — | |||
Other receivable
|
500 | — | — | — | |||
TOTAL ASSETS
|
83,581,655 | 232,247,703 | 372,871,690 | 19,219,551 | |||
LIABILITIES | |||||||
Payable upon return of securities loaned
|
149,489 | 868,772 | 33,532,944 | 1,289,659 | |||
Payable for fund shares repurchased
|
— | — | 155 | — | |||
Advisory fee payable
|
8,011 | 22,332 | 124,352 | 6,439 | |||
Trustees’ fees and expenses payable
|
33 | 91 | 142 | 7 | |||
TOTAL LIABILITIES
|
157,533 | 891,195 | 33,657,593 | 1,296,105 | |||
NET ASSETS
|
$83,424,122 | $231,356,508 | $ 339,214,097 | $17,923,446 | |||
NET ASSETS CONSIST OF: | |||||||
Paid-in Capital
|
$84,287,554 | $242,726,677 | $ 474,047,410 | $18,520,698 | |||
Total distributable earnings (loss)
|
(863,432) | (11,370,169) | (134,833,313) | (597,252) | |||
NET ASSETS
|
$83,424,122 | $231,356,508 | $ 339,214,097 | $17,923,446 | |||
NET ASSET VALUE PER SHARE | |||||||
Net asset value per share
|
$ 185.39 | $ 148.31 | $ 84.70 | $ 43.72 | |||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
450,000 | 1,560,000 | 4,005,000 | 410,000 | |||
COST OF INVESTMENTS: | |||||||
Investments in unaffiliated issuers
|
$70,195,568 | $235,217,276 | $ 376,108,899 | $16,398,478 | |||
Investments in affiliated issuers
|
315,967 | 1,625,027 | 33,532,946 | 1,312,452 | |||
Total cost of investments
|
$ 70,511,535 | $236,842,303 | $ 409,641,845 | $17,710,930 | |||
Foreign currency, at cost
|
$ — | $ — | $ — | $ — | |||
* Includes investments in securities on loan, at
value
|
$ 172,891 | $ 1,051,591 | $ 60,212,315 | $ 1,785,879 |
SPDR S&P Kensho Future Security ETF | SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA US Large Cap Low Volatility Index ETF | |||||
$32,662,628 | $ 23,292,799 | $1,806,812,601 | $ 53,749,338 | $3,962,983 | $815,225,782 | |||||
2,324,289 | 2,232,917 | 174,664,973 | 4,863,727 | 7,803 | 1,487,479 | |||||
34,986,917 | 25,525,716 | 1,981,477,574 | 58,613,065 | 3,970,786 | 816,713,261 | |||||
— | — | 13,630 | 303 | — | — | |||||
— | 1,085 | 108,540 | — | — | — | |||||
6,240 | 15,584 | 1,967,886 | 10,720 | 3,589 | 1,111,869 | |||||
154 | 167 | 11,928 | 425 | 34 | 4,844 | |||||
— | 12,066 | 183,946 | 40,603 | — | 79 | |||||
2,640 | 10,186 | 703,973 | 32,311 | — | 106 | |||||
— | — | 52,920 | — | — | — | |||||
— | — | — | — | — | — | |||||
34,995,951 | 25,564,804 | 1,984,520,397 | 58,697,427 | 3,974,409 | 817,830,159 | |||||
2,266,047 | 2,190,208 | 174,179,345 | 4,841,313 | — | — | |||||
— | — | 1,679 | — | — | 28,431 | |||||
11,312 | 8,555 | 287,990 | 19,466 | 385 | 79,912 | |||||
13 | 12 | 680 | 30 | — | 257 | |||||
2,277,372 | 2,198,775 | 174,469,694 | 4,860,809 | 385 | 108,600 | |||||
$32,718,579 | $ 23,366,029 | $1,810,050,703 | $ 53,836,618 | $3,974,024 | $817,721,559 | |||||
$36,232,837 | $ 38,413,692 | $2,686,762,930 | $ 154,281,097 | $4,242,597 | $863,386,180 | |||||
(3,514,258) | (15,047,663) | (876,712,227) | (100,444,479) | (268,573) | (45,664,621) | |||||
$32,718,579 | $ 23,366,029 | $1,810,050,703 | $ 53,836,618 | $3,974,024 | $817,721,559 | |||||
$ 48.83 | $ 35.95 | $ 44.58 | $ 33.44 | $ 26.49 | $ 140.50 | |||||
670,000 | 650,000 | 40,605,000 | 1,610,000 | 150,000 | 5,820,000 | |||||
$30,680,379 | $ 27,212,868 | $1,817,104,815 | $ 83,211,683 | $3,966,782 | $785,397,322 | |||||
2,324,288 | 2,232,917 | 174,664,973 | 4,863,724 | 7,803 | 1,487,425 | |||||
$33,004,667 | $ 29,445,785 | $1,991,769,788 | $ 88,075,407 | $3,974,585 | $786,884,747 | |||||
$ — | $ — | $ 14,865 | $ 299 | $ — | $ — | |||||
$ 3,457,734 | $ 3,436,306 | $ 197,712,651 | $ 9,932,858 | $ — | $ — |
SPDR SSGA US Small Cap Low Volatility Index ETF | |
ASSETS | |
Investments in unaffiliated issuers, at
value*
|
$190,322,899 |
Investments in affiliated issuers, at value
|
4,479,841 |
Total Investments
|
194,802,740 |
Cash
|
4 |
Dividends receivable — unaffiliated issuers
|
303,868 |
Dividends receivable — affiliated issuers
|
1,182 |
Securities lending income receivable —
unaffiliated issuers
|
463 |
Securities lending income receivable — affiliated
issuers
|
4,438 |
TOTAL ASSETS
|
195,112,695 |
LIABILITIES | |
Payable upon return of securities loaned
|
4,129,146 |
Advisory fee payable
|
18,959 |
Trustees’ fees and expenses payable
|
83 |
TOTAL LIABILITIES
|
4,148,188 |
NET ASSETS
|
$190,964,507 |
NET ASSETS CONSIST OF: | |
Paid-in Capital
|
$258,281,196 |
Total distributable earnings (loss)
|
(67,316,689) |
NET ASSETS
|
$190,964,507 |
NET ASSET VALUE PER SHARE | |
Net asset value per share
|
$ 103.22 |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
1,850,000 |
COST OF INVESTMENTS: | |
Investments in unaffiliated issuers
|
$207,460,566 |
Investments in affiliated issuers
|
4,479,841 |
Total cost of investments
|
$ 211,940,407 |
* Includes investments in securities on loan, at
value
|
$ 8,266,623 |
SPDR MSCI USA Climate Paris Aligned ETF | SPDR Russell 1000 Low Volatility Focus ETF | SPDR Russell 1000 Momentum Focus ETF | SPDR Russell 1000 Yield Focus ETF | ||||
INVESTMENT INCOME | |||||||
Dividend income — unaffiliated issuers
|
$ 1,375,291 | $ 11,218,705 | $ 4,905,740 | $28,501,183 | |||
Dividend income — affiliated issuers
|
4,543 | 22,889 | 12,460 | 106,223 | |||
Unaffiliated securities lending income
|
— | 1,190 | 967 | 1,383 | |||
Affiliated securities lending income
|
— | 32,229 | 11,965 | 27,209 | |||
Foreign taxes withheld
|
— | (2,122) | (1,144) | (9,106) | |||
TOTAL INVESTMENT INCOME (LOSS)
|
1,379,834 | 11,272,891 | 4,929,988 | 28,626,892 | |||
EXPENSES | |||||||
Advisory fee
|
97,599 | 1,134,436 | 501,268 | 1,653,688 | |||
Trustees’ fees and expenses
|
1,288 | 6,842 | 3,387 | 10,051 | |||
Miscellaneous expenses
|
6,695 | 22,605 | 10,510 | 35,005 | |||
TOTAL EXPENSES
|
105,582 | 1,163,883 | 515,165 | 1,698,744 | |||
NET INVESTMENT INCOME (LOSS)
|
$ 1,274,252 | $ 10,109,008 | $ 4,414,823 | $26,928,148 | |||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||||
Net realized gain (loss) on: | |||||||
Investments — unaffiliated issuers
|
(1,877,446) | (21,976,399) | (6,289,534) | (5,916,988) | |||
Investments — affiliated issuers
|
45 | 204 | (10) | 319 | |||
In-kind redemptions — unaffiliated issuers
|
109,140 | 61,674,089 | 33,871,293 | 47,600,699 | |||
In-kind redemptions — affiliated issuers
|
— | — | 2,444 | — | |||
Futures contracts
|
— | 34,177 | 30,235 | 266,491 | |||
Net realized gain (loss)
|
(1,768,261) | 39,732,071 | 27,614,428 | 41,950,521 | |||
Net change in unrealized appreciation/depreciation on: | |||||||
Investments — unaffiliated issuers
|
24,929,966 | 17,156,686 | 8,796,193 | 10,666,555 | |||
Investments — affiliated issuers
|
17 | 8 | 9,248 | 78,794 | |||
Futures contracts
|
— | 39,180 | 2,109 | 66,766 | |||
Net change in unrealized
appreciation/depreciation
|
24,929,983 | 17,195,874 | 8,807,550 | 10,812,115 | |||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
23,161,722 | 56,927,945 | 36,421,978 | 52,762,636 | |||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$24,435,974 | $ 67,036,953 | $40,836,801 | $79,690,784 |
SPDR S&P 400 Mid Cap Growth ETF | SPDR S&P 400 Mid Cap Value ETF | SPDR S&P 500 ESG ETF | SPDR S&P 600 Small Cap Growth ETF | SPDR S&P 600 Small Cap Value ETF | ||||
$ 21,262,228 | $ 44,517,896 | $ 11,147,283 | $ 32,326,702 | $ 79,511,538 | ||||
48,888 | 96,890 | 71,363 | 107,398 | 225,218 | ||||
172,362 | 65,268 | — | 116,819 | 265,134 | ||||
643,885 | 700,340 | — | 448,691 | 989,765 | ||||
— | — | (1,290) | (69,872) | (4,957) | ||||
22,127,363 | 45,380,394 | 11,217,356 | 32,929,738 | 80,986,698 | ||||
2,535,270 | 3,246,003 | 646,859 | 3,404,484 | 5,898,654 | ||||
19,565 | 24,419 | 6,701 | 26,209 | 47,833 | ||||
71,502 | 75,133 | 20,957 | 92,706 | 167,664 | ||||
2,626,337 | 3,345,555 | 674,517 | 3,523,399 | 6,114,151 | ||||
$ 19,501,026 | $ 42,034,839 | $ 10,542,839 | $ 29,406,339 | $ 74,872,547 | ||||
(233,855,600) | (192,848,542) | (12,731,361) | (256,797,000) | (406,125,787) | ||||
1,353 | 1,314 | (18,199) | (323) | 1,216 | ||||
93,638,150 | 113,185,294 | 33,683,856 | 62,800,778 | 301,739,595 | ||||
— | — | 18,416 | — | — | ||||
— | — | 81,921 | — | — | ||||
(140,216,097) | (79,661,934) | 21,034,633 | (193,996,545) | (104,384,976) | ||||
353,142,545 | 213,488,145 | 107,798,951 | 377,652,558 | 301,833,076 | ||||
1 | 12 | 69,056 | 85 | 27 | ||||
— | — | 28,302 | — | — | ||||
353,142,546 | 213,488,157 | 107,896,309 | 377,652,643 | 301,833,103 | ||||
212,926,449 | 133,826,223 | 128,930,942 | 183,656,098 | 197,448,127 | ||||
$ 232,427,475 | $ 175,861,062 | $139,473,781 | $ 213,062,437 | $ 272,320,674 |
SPDR S&P 1500 Momentum Tilt ETF | SPDR S&P 1500 Value Tilt ETF | SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | ||||
INVESTMENT INCOME | |||||||
Dividend income — unaffiliated issuers
|
$ 1,405,589 | $ 5,116,386 | $ 4,096,000 | $ 158,715 | |||
Dividend income — affiliated issuers
|
5,453 | 20,144 | 15,797 | 891 | |||
Unaffiliated securities lending income
|
44 | 2,158 | 166,361 | 2,756 | |||
Affiliated securities lending income
|
684 | 5,670 | 204,822 | 7,924 | |||
Foreign taxes withheld
|
(285) | (673) | (250,023) | (361) | |||
TOTAL INVESTMENT INCOME (LOSS)
|
1,411,485 | 5,143,685 | 4,232,957 | 169,925 | |||
EXPENSES | |||||||
Advisory fee
|
91,457 | 264,186 | 1,512,716 | 79,174 | |||
Trustees’ fees and expenses
|
917 | 2,701 | 3,854 | 214 | |||
Miscellaneous expenses
|
3,250 | 9,051 | 18,903 | 765 | |||
TOTAL EXPENSES
|
95,624 | 275,938 | 1,535,473 | 80,153 | |||
NET INVESTMENT INCOME (LOSS)
|
$ 1,315,861 | $ 4,867,747 | $ 2,697,484 | $ 89,772 | |||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||||
Net realized gain (loss) on: | |||||||
Investments — unaffiliated issuers
|
(5,284,016) | (2,288,810) | (15,797,336) | (485,734) | |||
Investments — affiliated issuers
|
(7,197) | 64 | (75) | 7 | |||
In-kind redemptions — unaffiliated issuers
|
5,067,916 | 3,169,676 | 2,258,644 | 516,698 | |||
In-kind redemptions — affiliated issuers
|
698 | 122 | — | — | |||
Foreign currency transactions
|
— | — | (6,068) | — | |||
Net realized gain (loss)
|
(222,599) | 881,052 | (13,544,835) | 30,971 | |||
Net change in unrealized appreciation/depreciation on: | |||||||
Investments — unaffiliated issuers
|
10,951,056 | 21,332,213 | 31,917,211 | 3,730,587 | |||
Investments — affiliated issuers
|
6,595 | 35,730 | 7 | — | |||
Foreign currency translations
|
— | — | 414 | — | |||
Net change in unrealized
appreciation/depreciation
|
10,957,651 | 21,367,943 | 31,917,632 | 3,730,587 | |||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
10,735,052 | 22,248,995 | 18,372,797 | 3,761,558 | |||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$12,050,913 | $ 27,116,742 | $ 21,070,281 | $3,851,330 |
SPDR S&P Kensho Future Security ETF | SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA US Large Cap Low Volatility Index ETF | |||||
$ 154,954 | $ 248,706 | $ 15,861,787 | $ 562,290 | $ 51,957 | $13,540,998 | |||||
1,229 | 2,128 | 81,757 | 4,484 | 195 | 45,581 | |||||
93 | 72,283 | 1,769,235 | 398,107 | — | 8,592 | |||||
9,680 | 266,939 | 8,546,962 | 714,968 | — | 658 | |||||
(638) | (12,830) | (639,207) | (19,106) | (71) | — | |||||
165,318 | 577,226 | 25,620,534 | 1,660,743 | 52,081 | 13,595,829 | |||||
132,926 | 125,743 | 3,320,831 | 291,285 | 3,646 | 782,591 | |||||
358 | 367 | 19,733 | 876 | 34 | 7,383 | |||||
1,330 | 1,431 | 90,214 | 3,476 | 8 | 25,500 | |||||
134,614 | 127,541 | 3,430,778 | 295,637 | 3,688 | 815,474 | |||||
$ 30,704 | $ 449,685 | $ 22,189,756 | $ 1,365,106 | $ 48,393 | $12,780,355 | |||||
(2,362,732) | (4,961,790) | (190,665,046) | (23,316,641) | (199,486) | (8,777,774) | |||||
13 | 18 | 757 | 110 | — | 105 | |||||
840,402 | (573,407) | 14,301,263 | (2,650,363) | — | 9,571,842 | |||||
— | — | — | — | — | — | |||||
— | (18) | (1,433) | (38) | — | — | |||||
(1,522,317) | (5,535,197) | (176,364,459) | (25,966,932) | (199,486) | 794,173 | |||||
4,553,129 | 8,537,717 | 330,935,798 | 23,290,818 | 448,008 | 45,126,133 | |||||
1 | 3 | 89 | 5 | — | 59 | |||||
— | 168 | 1,532 | 51 | — | — | |||||
4,553,130 | 8,537,888 | 330,937,419 | 23,290,874 | 448,008 | 45,126,192 | |||||
3,030,813 | 3,002,691 | 154,572,960 | (2,676,058) | 248,522 | 45,920,365 | |||||
$ 3,061,517 | $ 3,452,376 | $ 176,762,716 | $ (1,310,952) | $ 296,915 | $58,700,720 |
SPDR SSGA US Small Cap Low Volatility Index ETF | |
INVESTMENT INCOME | |
Dividend income — unaffiliated issuers
|
$ 5,400,685 |
Dividend income — affiliated issuers
|
11,448 |
Unaffiliated securities lending income
|
5,658 |
Affiliated securities lending income
|
36,344 |
Foreign taxes withheld
|
(6,486) |
TOTAL INVESTMENT INCOME (LOSS)
|
5,447,649 |
EXPENSES | |
Advisory fee
|
235,218 |
Trustees’ fees and expenses
|
2,340 |
Miscellaneous expenses
|
8,303 |
TOTAL EXPENSES
|
245,861 |
NET INVESTMENT INCOME (LOSS)
|
$ 5,201,788 |
REALIZED AND UNREALIZED GAIN (LOSS) | |
Net realized gain (loss) on: | |
Investments — unaffiliated issuers
|
2,492,246 |
Investments — affiliated issuers
|
86 |
In-kind redemptions — unaffiliated issuers
|
2,052,613 |
Net realized gain (loss)
|
4,544,945 |
Net change in unrealized appreciation/depreciation on: | |
Investments — unaffiliated issuers
|
(7,620,236) |
Investments — affiliated issuers
|
(2) |
Net change in unrealized
appreciation/depreciation
|
(7,620,238) |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(3,075,293) |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 2,126,495 |
SPDR MSCI USA Climate Paris Aligned ETF | SPDR Russell 1000 Low Volatility Focus ETF | ||||||
Year
Ended 6/30/23 |
For
the Period 4/22/22*- 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 1,274,252 | $ 428,593 | $ 10,109,008 | $ 8,712,625 | |||
Net realized gain (loss)
|
(1,768,261) | (214,978) | 39,732,071 | 47,022,914 | |||
Net change in unrealized
appreciation/depreciation
|
24,929,983 | (20,941,629) | 17,195,874 | (76,040,672) | |||
Net increase (decrease) in net assets resulting
from operations
|
24,435,974 | (20,728,014) | 67,036,953 | (20,305,133) | |||
Net equalization credits and charges
|
(128,705) | (33) | 27,344 | (112,364) | |||
Distributions to shareholders
|
(1,272,662) | (248,502) | (10,690,380) | (9,169,199) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
— | 152,413,991 | 195,948,970 | 197,760,018 | |||
Cost of shares redeemed
|
(52,032,491) | — | (246,578,317) | (171,938,042) | |||
Net income equalization
|
128,705 | 33 | (27,344) | 112,364 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(51,903,786) | 152,414,024 | (50,656,691) | 25,934,340 | |||
Contribution from Affiliate
|
16,574 | — | — | — | |||
Net increase (decrease) in net assets during the
period
|
(28,852,605) | 131,437,475 | 5,717,226 | (3,652,356) | |||
Net assets at beginning of period
|
131,437,475 | — | 540,952,553 | 544,604,909 | |||
NET ASSETS AT END OF PERIOD
|
$102,584,870 | $131,437,475 | $ 546,669,779 | $ 540,952,553 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
— | 6,200,000 | 1,870,000 | 1,960,000 | |||
Shares redeemed
|
(2,120,000) | — | (2,350,000) | (1,680,000) | |||
Net increase (decrease) from share
transactions
|
(2,120,000) | 6,200,000 | (480,000) | 280,000 |
* | Commencement of operations. |
SPDR Russell 1000 Momentum Focus ETF | SPDR Russell 1000 Yield Focus ETF | SPDR S&P 400 Mid Cap Growth ETF | ||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | |||||
$ 4,414,823 | $ 4,589,570 | $ 26,928,148 | $ 20,670,333 | $ 19,501,026 | $ 12,357,546 | |||||
27,614,428 | 2,699,860 | 41,950,521 | 32,385,739 | (140,216,097) | 140,675,515 | |||||
8,807,550 | (44,203,960) | 10,812,115 | (86,370,175) | 353,142,546 | (525,450,740) | |||||
40,836,801 | (36,914,530) | 79,690,784 | (33,314,103) | 232,427,475 | (372,417,679) | |||||
(111,661) | (2,529) | (6,682) | 174,857 | (369,296) | 1,727,540 | |||||
(4,578,436) | (4,299,285) | (27,371,410) | (19,708,935) | (21,188,775) | (15,055,982) | |||||
10,888,984 | 57,059,673 | 229,200,723 | 266,982,688 | 1,899,514,586 | 972,124,672 | |||||
(158,267,565) | (60,155,043) | (302,178,618) | (89,334,885) | (1,551,069,205) | (977,187,951) | |||||
111,661 | 2,529 | 6,682 | (174,857) | 369,296 | (1,727,540) | |||||
(147,266,920) | (3,092,841) | (72,971,213) | 177,472,946 | 348,814,677 | (6,790,819) | |||||
— | — | — | — | — | — | |||||
(111,120,216) | (44,309,185) | (20,658,521) | 124,624,765 | 559,684,081 | (392,536,940) | |||||
267,925,535 | 312,234,720 | 779,831,881 | 655,207,116 | 1,289,548,830 | 1,682,085,770 | |||||
$ 156,805,319 | $267,925,535 | $ 759,173,360 | $779,831,881 | $ 1,849,232,911 | $1,289,548,830 | |||||
120,000 | 550,000 | 2,420,000 | 2,760,000 | 28,350,000 | 12,200,000 | |||||
(1,640,000) | (590,000) | (3,200,000) | (920,000) | (23,700,000) | (12,750,000) | |||||
(1,520,000) | (40,000) | (780,000) | 1,840,000 | 4,650,000 | (550,000) |
SPDR S&P 400 Mid Cap Value ETF | SPDR S&P 500 ESG ETF | ||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 42,034,839 | $ 27,863,256 | $ 10,542,839 | $ 5,375,403 | |||
Net realized gain (loss)
|
(79,661,934) | 107,969,928 | 21,034,633 | 10,924,313 | |||
Net change in unrealized
appreciation/depreciation
|
213,488,157 | (272,371,046) | 107,896,309 | (70,249,541) | |||
Net increase (decrease) in net assets resulting
from operations
|
175,861,062 | (136,537,862) | 139,473,781 | (53,949,825) | |||
Net equalization credits and charges
|
(643,073) | 122,063 | 661,129 | 479,899 | |||
Distributions to shareholders
|
(41,180,242) | (29,534,436) | (11,215,118) | (5,817,815) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
2,825,889,322 | 1,457,620,509 | 481,646,638 | 321,960,502 | |||
Cost of shares redeemed
|
(2,167,202,015) | (1,386,991,195) | (157,590,836) | (63,315,479) | |||
Net income equalization
|
643,073 | (122,063) | (661,129) | (479,899) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
659,330,380 | 70,507,251 | 323,394,673 | 258,165,124 | |||
Contribution from Affiliate
|
— | — | — | — | |||
Net increase (decrease) in net assets during the
period
|
793,368,127 | (95,442,984) | 452,314,465 | 198,877,383 | |||
Net assets at beginning of period
|
1,431,125,501 | 1,526,568,485 | 434,577,056 | 235,699,673 | |||
NET ASSETS AT END OF PERIOD
|
$ 2,224,493,628 | $ 1,431,125,501 | $ 886,891,521 | $434,577,056 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
42,850,000 | 21,350,000 | 12,550,000 | 7,650,000 | |||
Shares redeemed
|
(34,150,000) | (20,300,000) | (3,950,000) | (1,525,000) | |||
Net increase (decrease) from share
transactions
|
8,700,000 | 1,050,000 | 8,600,000 | 6,125,000 |
SPDR S&P 600 Small Cap Growth ETF | SPDR S&P 600 Small Cap Value ETF | SPDR S&P 1500 Momentum Tilt ETF | ||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | |||||
$ 29,406,339 | $ 21,487,251 | $ 74,872,547 | $ 70,678,068 | $ 1,315,861 | $ 1,099,971 | |||||
(193,996,545) | 163,914,085 | (104,384,976) | 461,866,496 | (222,599) | 4,807,748 | |||||
377,652,643 | (661,952,530) | 301,833,103 | (1,159,803,670) | 10,957,651 | (14,482,372) | |||||
213,062,437 | (476,551,194) | 272,320,674 | (627,259,106) | 12,050,913 | (8,574,653) | |||||
266,198 | (8,813) | (368,324) | (107,740) | (18,884) | (5,397) | |||||
(30,198,647) | (20,912,409) | (72,577,342) | (71,242,348) | (1,308,052) | (1,095,670) | |||||
521,554,835 | 981,773,206 | 1,436,056,622 | 2,073,573,803 | 22,286,242 | 23,743,908 | |||||
(212,263,544) | (752,096,943) | (1,646,581,413) | (1,667,401,087) | (21,989,657) | (28,077,479) | |||||
(266,198) | 8,813 | 368,324 | 107,740 | 18,884 | 5,397 | |||||
309,025,093 | 229,685,076 | (210,156,467) | 406,280,456 | 315,469 | (4,328,174) | |||||
— | — | — | — | 99,073 | — | |||||
492,155,081 | (267,787,340) | (10,781,459) | (292,328,738) | 11,138,519 | (14,003,894) | |||||
2,038,287,645 | 2,306,074,985 | 3,835,223,858 | 4,127,552,596 | 72,285,603 | 86,289,497 | |||||
$2,530,442,726 | $2,038,287,645 | $ 3,824,442,399 | $ 3,835,223,858 | $ 83,424,122 | $ 72,285,603 | |||||
6,950,000 | 11,450,000 | 18,700,000 | 25,050,000 | 130,000 | 125,000 | |||||
(2,950,000) | (8,550,000) | (22,150,000) | (20,200,000) | (130,000) | (150,000) | |||||
4,000,000 | 2,900,000 | (3,450,000) | 4,850,000 | — | (25,000) |
SPDR S&P 1500 Value Tilt ETF | SPDR S&P Kensho Clean Power ETF | ||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 4,867,747 | $ 4,842,391 | $ 2,697,484 | $ 3,798,105 | |||
Net realized gain (loss)
|
881,052 | 17,817,585 | (13,544,835) | (48,774,597) | |||
Net change in unrealized
appreciation/depreciation
|
21,367,943 | (42,186,431) | 31,917,632 | (59,693,481) | |||
Net increase (decrease) in net assets resulting
from operations
|
27,116,742 | (19,526,455) | 21,070,281 | (104,669,973) | |||
Net equalization credits and charges
|
(9,974) | (40,310) | 159,400 | (2,937) | |||
Distributions to shareholders
|
(4,870,940) | (4,859,861) | (3,050,067) | (4,505,144) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
34,707,187 | 117,893,971 | 67,574,102 | 96,652,835 | |||
Cost of shares redeemed
|
(29,129,613) | (105,056,401) | (13,349,970) | (122,822,767) | |||
Net income equalization
|
9,974 | 40,310 | (159,400) | 2,937 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
5,587,548 | 12,877,880 | 54,064,732 | (26,166,995) | |||
Net increase (decrease) in net assets during the
period
|
27,823,376 | (11,548,746) | 72,244,346 | (135,345,049) | |||
Net assets at beginning of period
|
203,533,132 | 215,081,878 | 266,969,751 | 402,314,800 | |||
NET ASSETS AT END OF PERIOD
|
$231,356,508 | $ 203,533,132 | $339,214,097 | $ 266,969,751 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
250,000 | 770,000 | 750,000 | 1,060,000 | |||
Shares redeemed
|
(210,000) | (720,000) | (160,000) | (1,450,000) | |||
Net increase (decrease) from share
transactions
|
40,000 | 50,000 | 590,000 | (390,000) |
SPDR S&P Kensho Final Frontiers ETF | SPDR S&P Kensho Future Security ETF | SPDR S&P Kensho Intelligent Structures ETF | ||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | |||||
$ 89,772 | $ 94,130 | $ 30,704 | $ 126,359 | $ 449,685 | $ 422,126 | |||||
30,971 | 349,892 | (1,522,317) | 456,556 | (5,535,197) | (2,492,227) | |||||
3,730,587 | (4,002,884) | 4,553,130 | (5,534,170) | 8,537,888 | (15,167,360) | |||||
3,851,330 | (3,558,862) | 3,061,517 | (4,951,255) | 3,452,376 | (17,237,461) | |||||
(3,764) | (629) | (1,267) | (11,453) | (10,210) | (3,738) | |||||
(91,719) | (99,378) | (25,158) | (114,269) | (416,542) | (457,119) | |||||
— | 3,585,508 | 8,158,517 | 15,472,239 | 374,606 | 16,513,298 | |||||
(3,144,844) | (5,127,715) | (7,055,801) | (9,256,446) | (11,201,839) | (20,674,155) | |||||
3,764 | 629 | 1,267 | 11,453 | 10,210 | 3,738 | |||||
(3,141,080) | (1,541,578) | 1,103,983 | 6,227,246 | (10,817,023) | (4,157,119) | |||||
614,767 | (5,200,447) | 4,139,075 | 1,150,269 | (7,791,399) | (21,855,437) | |||||
17,308,679 | 22,509,126 | 28,579,504 | 27,429,235 | 31,157,428 | 53,012,865 | |||||
$17,923,446 | $17,308,679 | $32,718,579 | $28,579,504 | $ 23,366,029 | $ 31,157,428 | |||||
— | 90,000 | 180,000 | 300,000 | 10,000 | 360,000 | |||||
(80,000) | (130,000) | (160,000) | (180,000) | (330,000) | (500,000) | |||||
(80,000) | (40,000) | 20,000 | 120,000 | (320,000) | (140,000) |
SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | ||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 22,189,756 | $ 21,454,017 | $ 1,365,106 | $ 1,138,249 | |||
Net realized gain (loss)
|
(176,364,459) | (406,272,831) | (25,966,932) | (23,506,386) | |||
Net change in unrealized
appreciation/depreciation
|
330,937,419 | (511,723,403) | 23,290,874 | (57,584,085) | |||
Net increase (decrease) in net assets resulting
from operations
|
176,762,716 | (896,542,217) | (1,310,952) | (79,952,222) | |||
Net equalization credits and charges
|
(439,004) | (411,688) | 244,150 | 522,598 | |||
Distributions to shareholders
|
(22,478,195) | (26,004,585) | (1,376,377) | (1,538,788) | |||
Return of capital
|
— | — | — | — | |||
Total Distributions to shareholders
|
(22,478,195) | (26,004,585) | (1,376,377) | (1,538,788) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
225,934,058 | 1,052,114,142 | 1,590,905 | 44,080,997 | |||
Cost of shares redeemed
|
(107,263,615) | (723,500,193) | (22,204,560) | (118,757,701) | |||
Net income equalization
|
439,004 | 411,688 | (244,150) | (522,598) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
119,109,447 | 329,025,637 | (20,857,805) | (75,199,302) | |||
Net increase (decrease) in net assets during the
period
|
272,954,964 | (593,932,853) | (23,300,984) | (156,167,714) | |||
Net assets at beginning of period
|
1,537,095,739 | 2,131,028,592 | 77,137,602 | 233,305,316 | |||
NET ASSETS AT END OF PERIOD
|
$1,810,050,703 | $1,537,095,739 | $ 53,836,618 | $ 77,137,602 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
5,360,000 | 18,650,000 | 50,000 | 770,000 | |||
Shares redeemed
|
(2,640,000) | (12,650,000) | (680,000) | (2,290,000) | |||
Net increase (decrease) from share
transactions
|
2,720,000 | 6,000,000 | (630,000) | (1,520,000) |
SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA US Large Cap Low Volatility Index ETF | SPDR SSGA US Small Cap Low Volatility Index ETF | ||||||||
Year
Ended 6/30/23 |
For
the Period 1/11/22-* 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | |||||
$ 48,393 | $ 17,086 | $ 12,780,355 | $ 9,402,442 | $ 5,201,788 | $ 3,927,172 | |||||
(199,486) | (65,288) | 794,173 | 71,883,184 | 4,544,945 | 14,911,095 | |||||
448,008 | (451,807) | 45,126,192 | (90,478,983) | (7,620,238) | (29,115,131) | |||||
296,915 | (500,009) | 58,700,720 | (9,193,357) | 2,126,495 | (10,276,864) | |||||
1,007 | — | (1,213,314) | (225,499) | 10,883 | 61,337 | |||||
(50,033) | (15,446) | (13,326,785) | (10,181,424) | (5,499,034) | (4,643,836) | |||||
(2,510) | — | — | — | — | — | |||||
(52,543) | (15,446) | (13,326,785) | (10,181,424) | (5,499,034) | (4,643,836) | |||||
1,264,444 | 2,980,663 | 284,150,030 | 410,007,585 | 24,236,473 | 48,808,592 | |||||
— | — | (69,545,218) | (406,454,729) | (15,984,066) | (68,580,946) | |||||
(1,007) | — | 1,213,314 | 225,499 | (10,883) | (61,337) | |||||
1,263,437 | 2,980,663 | 215,818,126 | 3,778,355 | 8,241,524 | (19,833,691) | |||||
1,508,816 | 2,465,208 | 259,978,747 | (15,821,925) | 4,879,868 | (34,693,054) | |||||
2,465,208 | — | 557,742,812 | 573,564,737 | 186,084,639 | 220,777,693 | |||||
$3,974,024 | $2,465,208 | $817,721,559 | $ 557,742,812 | $190,964,507 | $186,084,639 | |||||
50,000 | 100,000 | 2,080,000 | 2,880,000 | 220,000 | 420,000 | |||||
— | — | (520,000) | (2,930,000) | (150,000) | (600,000) | |||||
50,000 | 100,000 | 1,560,000 | (50,000) | 70,000 | (180,000) |
* | Commencement of operations. |
SPDR MSCI USA Climate Paris Aligned ETF | |||
Year
Ended 6/30/23 |
For
the Period 4/22/22*- 6/30/22 | ||
Net asset value, beginning of period
|
$ 21.20 | $ 25.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.29 | 0.07 | |
Net realized and unrealized gain (loss) (b)
|
3.99 | (3.83) | |
Total from investment operations
|
4.28 | (3.76) | |
Net equalization credits and charges (a)
|
(0.03) | (0.00)(c) | |
Contribution from affiliate
|
0.00(c) | — | |
Distributions to shareholders from: | |||
Net investment income
|
(0.31) | (0.04) | |
Net asset value, end of period
|
$ 25.14 | $ 21.20 | |
Total return (d)
|
20.25% | (13.67)% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$102,585 | $131,437 | |
Ratios to average net assets: | |||
Total expenses
|
0.11% | 0.10%(e) | |
Net investment income (loss)
|
1.31% | 1.62%(e) | |
Portfolio turnover rate (f)
|
14% | 6%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 98.00 | $ 103.93 | $ 73.50 | $ 80.17 | $ 72.91 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.84 | 1.60 | 1.49 | 1.58 | 1.45 | ||||
Net realized and unrealized gain (loss) (b)
|
10.61 | (5.82) | 30.62 | (6.42) | 7.34 | ||||
Total from investment operations
|
12.45 | (4.22) | 32.11 | (4.84) | 8.79 | ||||
Net equalization credits and charges (a)
|
0.00(c) | (0.02) | (0.02) | 0.01 | (0.01) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.98) | (1.69) | (1.66) | (1.84) | (1.52) | ||||
Net asset value, end of period
|
$ 108.47 | $ 98.00 | $ 103.93 | $ 73.50 | $ 80.17 | ||||
Total return (d)
|
12.87% | (4.20)% | 44.00% | (6.10)% | 12.23% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$546,670 | $540,953 | $544,605 | $474,842 | $525,107 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.21% | 0.20% | 0.20% | 0.20% | 0.20% | ||||
Net investment income (loss)
|
1.78% | 1.49% | 1.67% | 2.02% | 1.93% | ||||
Portfolio turnover rate (e)
|
30% | 27% | 31% | 28% | 33% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Russell 1000 Momentum Focus ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 85.87 | $ 98.81 | $ 68.38 | $ 73.00 | $ 72.92 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.63 | 1.45 | 1.06 | 1.20 | 1.08 | ||||
Net realized and unrealized gain (loss) (b)
|
12.32 | (13.03) | 30.58 | (4.46) | 0.17 | ||||
Total from investment operations
|
13.95 | (11.58) | 31.64 | (3.26) | 1.25 | ||||
Net equalization credits and charges (a)
|
(0.04) | (0.00)(c) | (0.08) | (0.08) | (0.02) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.78) | (1.36) | (1.13) | (1.28) | (1.15) | ||||
Net asset value, end of period
|
$ 98.00 | $ 85.87 | $ 98.81 | $ 68.38 | $ 73.00 | ||||
Total return (d)
|
16.40% | (11.87)% | 46.38% | (4.59)% | 1.78% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$156,805 | $267,926 | $312,235 | $311,807 | $435,806 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.21% | 0.20% | 0.20% | 0.20% | 0.20% | ||||
Net investment income (loss)
|
1.76% | 1.46% | 1.27% | 1.68% | 1.51% | ||||
Portfolio turnover rate (e)
|
37% | 44% | 42% | 42% | 40% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Russell 1000 Yield Focus ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 89.12 | $ 94.82 | $ 58.69 | $ 70.62 | $ 70.43 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
3.05 | 2.76 | 2.09 | 2.16 | 2.23 | ||||
Net realized and unrealized gain (loss) (b)
|
6.18 | (5.91) | 36.29 | (11.73) | 0.32 | ||||
Total from investment operations
|
9.23 | (3.15) | 38.38 | (9.57) | 2.55 | ||||
Net equalization credits and charges (a)
|
(0.00)(c) | 0.02 | 0.06 | 0.01 | (0.02) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(3.10) | (2.57) | (2.31) | (2.37) | (2.34) | ||||
Net asset value, end of period
|
$ 95.25 | $ 89.12 | $ 94.82 | $ 58.69 | $ 70.62 | ||||
Total return (d)
|
10.59% | (3.45)% | 66.30% | (13.74)% | 3.79% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$759,173 | $779,832 | $655,207 | $356,828 | $426,550 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.21% | 0.20% | 0.20% | 0.20% | 0.20% | ||||
Net investment income (loss)
|
3.26% | 2.83% | 2.69% | 3.27% | 3.22% | ||||
Portfolio turnover rate (e)
|
33% | 40% | 58% | 34% | 42% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P 400 Mid Cap Growth ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 60.97 | $ 77.52 | $ 53.77 | $ 54.22 | $ 53.98 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.77 | 0.55 | 0.43 | 0.55 | 0.65 | ||||
Net realized and unrealized gain (loss) (b)
|
10.79 | (16.50) | 23.79 | (0.38) | 0.26 | ||||
Total from investment operations
|
11.56 | (15.95) | 24.22 | 0.17 | 0.91 | ||||
Net equalization credits and charges (a)
|
(0.01) | 0.08 | (0.01) | (0.00)(c) | 0.02 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.84) | (0.68) | (0.46) | (0.62) | (0.69) | ||||
Net asset value, end of period
|
$ 71.68 | $ 60.97 | $ 77.52 | $ 53.77 | $ 54.22 | ||||
Total return (d)
|
19.07% | (20.61)% | 45.10% | 0.35% | 1.79% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$1,849,233 | $1,289,549 | $1,682,086 | $1,941,214 | $1,680,730 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.16% | 0.15% | 0.15% | 0.15% | 0.15% | ||||
Net investment income (loss)
|
1.15% | 0.73% | 0.65% | 1.04% | 1.24% | ||||
Portfolio turnover rate (e)
|
52% | 43% | 37% | 45% | 38% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P 400 Mid Cap Value ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 60.51 | $ 67.55 | $ 42.66 | $ 51.34 | $ 52.01 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.28 | 1.16 | 1.04 | 1.02 | 0.93 | ||||
Net realized and unrealized gain (loss) (b)
|
8.21 | (7.00) | 24.71 | (8.59) | (0.69) | ||||
Total from investment operations
|
9.49 | (5.84) | 25.75 | (7.57) | 0.24 | ||||
Net equalization credits and charges (a)
|
(0.02) | 0.01 | 0.15 | 0.00(c) | 0.06 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.22) | (1.21) | (1.01) | (1.11) | (0.97) | ||||
Net asset value, end of period
|
$ 68.76 | $ 60.51 | $ 67.55 | $ 42.66 | $ 51.34 | ||||
Total return (d)
|
15.84% | (8.78)% | 61.10% | (14.85)% | 0.68% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$2,224,494 | $1,431,126 | $1,526,568 | $893,653 | $1,491,525 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.15% | 0.15% | 0.15% | 0.15% | 0.15% | ||||
Net investment income (loss)
|
1.94% | 1.71% | 1.82% | 2.13% | 1.83% | ||||
Portfolio turnover rate (e)
|
46% | 32% | 38% | 45% | 35% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P 500 ESG ETF | |||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
For
the Period 7/28/20*- 6/30/21 | |||
Net asset value, beginning of period
|
$ 36.21 | $ 40.12 | $ 30.25 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
0.63 | 0.57 | 0.47 | ||
Net realized and unrealized gain (loss) (b)
|
6.80 | (3.97) | 9.76 | ||
Total from investment operations
|
7.43 | (3.40) | 10.23 | ||
Net equalization credits and charges (a)
|
0.04 | 0.05 | 0.12 | ||
Distributions to shareholders from: | |||||
Net investment income
|
(0.63) | (0.56) | (0.48) | ||
Net asset value, end of period
|
$ 43.05 | $ 36.21 | $ 40.12 | ||
Total return (c)
|
20.86% | (8.48)% | 34.47% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$886,892 | $434,577 | $235,700 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.10% | 0.10% | 0.10%(d) | ||
Net investment income (loss)
|
1.63% | 1.36% | 1.39%(d) | ||
Portfolio turnover rate (e)
|
12% | 6% | 16%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P 600 Small Cap Growth ETF | |||||||||
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
|
$ 70.53 | $ 88.70 | $ 56.77 | $ 60.96 | $ 63.17 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.96 | 0.80 | 0.52 | 0.59 | 0.61 | ||||
Net realized and unrealized gain (loss) (b)
|
6.38 | (18.19) | 31.91 | (4.10) | (2.20) | ||||
Total from investment operations
|
7.34 | (17.39) | 32.43 | (3.51) | (1.59) | ||||
Net equalization credits and charges (a)
|
0.01 | (0.00)(c) | (0.00)(c) | (0.02) | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.97) | (0.78) | (0.50) | (0.66) | (0.63) | ||||
Net asset value, end of period
|
$ 76.91 | $ 70.53 | $ 88.70 | $ 56.77 | $ 60.96 | ||||
Total return (d)
|
10.53% | (19.74)% | 57.23% | (5.80)% | (2.47)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$2,530,443 | $2,038,288 | $2,306,075 | $1,541,359 | $1,975,179 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.16% | 0.15% | 0.15% | 0.15% | 0.15% | ||||
Net investment income (loss)
|
1.30% | 0.95% | 0.69% | 1.01% | 0.99% | ||||
Portfolio turnover rate (e)
|
48% | 44% | 38% | 50% | 37% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P 600 Small Cap Value ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 72.36 | $ 85.72 | $ 49.15 | $ 60.70 | $ 66.75 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.45 | 1.41 | 1.07 | 1.13 | 1.10 | ||||
Net realized and unrealized gain (loss) (b)
|
4.79 | (13.35) | 36.50 | (11.53) | (6.06) | ||||
Total from investment operations
|
6.24 | (11.94) | 37.57 | (10.40) | (4.96) | ||||
Net equalization credits and charges (a)
|
(0.01) | (0.00)(c) | 0.04 | (0.01) | 0.06 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.41) | (1.42) | (1.04) | (1.14) | (1.15) | ||||
Net asset value, end of period
|
$ 77.18 | $ 72.36 | $ 85.72 | $ 49.15 | $ 60.70 | ||||
Total return (d)
|
8.76% | (14.09)% | 76.93% | (17.29)% | (7.30)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$3,824,442 | $3,835,224 | $4,127,553 | $1,916,806 | $2,133,800 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.16% | 0.15% | 0.15% | 0.15% | 0.15% | ||||
Net investment income (loss)
|
1.90% | 1.72% | 1.55% | 2.02% | 1.76% | ||||
Portfolio turnover rate (e)
|
46% | 38% | 36% | 51% | 34% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P 1500 Momentum Tilt ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$160.63 | $181.66 | $134.17 | $127.95 | $ 118.95 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
2.93 | 2.33 | 1.61 | 2.11 | 1.93 | ||||
Net realized and unrealized gain (loss) (b)
|
24.60 | (21.01) | 47.49 | 6.32 | 8.87 | ||||
Total from investment operations
|
27.53 | (18.68) | 49.10 | 8.43 | 10.80 | ||||
Net equalization credits and charges (a)
|
(0.04) | (0.01) | (0.02) | (0.05) | 0.15 | ||||
Contribution from affiliate
|
0.22 | — | — | — | — | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(2.95) | (2.34) | (1.59) | (2.16) | (1.95) | ||||
Net asset value, end of period
|
$185.39 | $160.63 | $181.66 | $134.17 | $127.95 | ||||
Total return (c)
|
17.46%(d) | (10.45)% | 36.74% | 6.64% | 9.31% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$83,424 | $72,286 | $86,289 | $67,085 | $51,180 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.13% | 0.12% | 0.12% | 0.12% | 0.12% | ||||
Net investment income (loss)
|
1.73% | 1.24% | 1.01% | 1.62% | 1.60% | ||||
Portfolio turnover rate (e)
|
104% | 60% | 53% | 65% | 58% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | If an Affiliate had not made a contribution during the period ended June 30, 2023, the total return would have been 17.32%. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P 1500 Value Tilt ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 133.90 | $ 146.31 | $ 97.54 | $103.92 | $101.54 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
3.12 | 2.99 | 2.56 | 2.53 | 2.41 | ||||
Net realized and unrealized gain (loss) (b)
|
14.42 | (12.36) | 48.10 | (6.33) | 2.54 | ||||
Total from investment operations
|
17.54 | (9.37) | 50.66 | (3.80) | 4.95 | ||||
Net equalization credits and charges (a)
|
(0.01) | (0.02) | 0.58 | (0.01) | (0.05) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(3.12) | (3.02) | (2.47) | (2.57) | (2.52) | ||||
Net asset value, end of period
|
$ 148.31 | $ 133.90 | $ 146.31 | $ 97.54 | $103.92 | ||||
Total return (c)
|
13.29% | (6.60)% | 53.02% | (3.68)% | 4.93% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$231,357 | $203,533 | $215,082 | $20,483 | $18,706 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.13% | 0.12% | 0.12% | 0.12% | 0.12% | ||||
Net investment income (loss)
|
2.21% | 2.00% | 1.90% | 2.46% | 2.37% | ||||
Portfolio turnover rate (d)
|
14% | 11% | 24% | 16% | 13% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Kensho Clean Power ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | |||||
Net asset value, beginning of period
|
$ 78.18 | $ 105.73 | $ 49.44 | $ 38.06 | $29.92 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.70 | 1.05 | 1.20 | 1.04 | 0.48 | ||||
Net realized and unrealized gain (loss) (b)
|
6.55 | (27.37) | 55.34 | 10.88 | 7.97 | ||||
Total from investment operations
|
7.25 | (26.32) | 56.54 | 11.92 | 8.45 | ||||
Net equalization credits and charges (a)
|
0.04 | (0.00)(c) | 0.50 | 0.26 | 0.06 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.77) | (1.23) | (0.75) | (0.80) | (0.37) | ||||
Net asset value, end of period
|
$ 84.70 | $ 78.18 | $ 105.73 | $ 49.44 | $38.06 | ||||
Total return (d)
|
9.35% | (25.03)% | 115.51% | 32.40% | 28.61% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$339,214 | $266,970 | $402,315 | $29,418 | $6,279 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.46% | 0.45% | 0.45% | 0.45% | 0.45%(e) | ||||
Net investment income (loss)
|
0.80% | 1.15% | 1.15% | 2.42% | 2.08%(e) | ||||
Portfolio turnover rate (f)
|
32% | 27% | 43% | 37% | 24%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Final Frontiers ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | |||||
Net asset value, beginning of period
|
$ 35.32 | $ 42.47 | $ 30.36 | $33.70 | $30.13 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.20 | 0.18 | 0.48 | 0.29 | 0.18 | ||||
Net realized and unrealized gain (loss) (b)
|
8.42 | (7.14) | 12.32 | (3.63) | 3.57 | ||||
Total from investment operations
|
8.62 | (6.96) | 12.80 | (3.34) | 3.75 | ||||
Net equalization credits and charges (a)
|
(0.01) | (0.00)(c) | 0.04 | 0.21 | 0.00(c) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.21) | (0.19) | (0.73) | (0.21) | (0.18) | ||||
Net asset value, end of period
|
$ 43.72 | $ 35.32 | $ 42.47 | $30.36 | $33.70 | ||||
Total return (d)
|
24.43% | (16.42)% | 42.54% | (9.34)% | 12.52% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$17,923 | $17,309 | $22,509 | $8,804 | $3,370 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.46% | 0.45% | 0.45% | 0.45% | 0.46%(e) | ||||
Net investment income (loss)
|
0.51% | 0.45% | 1.26% | 0.87% | 0.89%(e) | ||||
Portfolio turnover rate (f)
|
28% | 22% | 43% | 39% | 17%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Future Security ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 43.97 | $ 51.75 | $ 36.60 | $ 37.52 | $ 32.83 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.05 | 0.23 | 0.19 | 0.46 | 0.09 | ||||
Net realized and unrealized gain (loss) (b)
|
4.85 | (7.76) | 15.15 | (0.96) | 5.44 | ||||
Total from investment operations
|
4.90 | (7.53) | 15.34 | (0.50) | 5.53 | ||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.02) | 0.17 | 0.02 | (0.30) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.04) | (0.23) | (0.36) | (0.44) | (0.54) | ||||
Net asset value, end of period
|
$ 48.83 | $ 43.97 | $ 51.75 | $ 36.60 | $ 37.52 | ||||
Total return (d)
|
11.16% | (14.66)% | 42.50% | (1.16)% | 16.36% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$32,719 | $28,580 | $27,429 | $19,397 | $19,883 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.46% | 0.45% | 0.45% | 0.45% | 0.45% | ||||
Net investment income (loss)
|
0.10% | 0.46% | 0.42% | 1.25% | 0.27% | ||||
Portfolio turnover rate (e)
|
33% | 32% | 39% | 25% | 28% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Kensho Intelligent Structures ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 32.12 | $ 47.76 | $ 29.91 | $30.22 | $28.99 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.56 | 0.37 | 0.56 | 0.42 | 0.21 | ||||
Net realized and unrealized gain (loss) (b)
|
3.83 | (15.59) | 17.65 | (0.27) | 1.23 | ||||
Total from investment operations
|
4.39 | (15.22) | 18.21 | 0.15 | 1.44 | ||||
Net equalization credits and charges (a)
|
(0.01) | (0.00)(c) | 0.04 | (0.01) | (0.00)(c) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.55) | (0.42) | (0.40) | (0.45) | (0.21) | ||||
Net asset value, end of period
|
$ 35.95 | $ 32.12 | $ 47.76 | $29.91 | $30.22 | ||||
Total return (d)
|
13.75% | (32.02)% | 61.22% | 0.45% | 5.01% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$23,366 | $31,157 | $53,013 | $6,281 | $9,067 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.46% | 0.45% | 0.45% | 0.45% | 0.45% | ||||
Net investment income (loss)
|
1.61% | 0.88% | 1.27% | 1.43% | 0.73% | ||||
Portfolio turnover rate (e)
|
31% | 32% | 58% | 26% | 22% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Kensho New Economies Composite ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | |||||
Net asset value, beginning of period
|
$ 40.57 | $ 66.83 | $ 37.27 | $ 33.27 | $ 30.17 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.56 | 0.62 | 0.57 | 0.43 | 0.21 | ||||
Net realized and unrealized gain (loss) (b)
|
4.03 | (26.12) | 29.61 | 3.43 | 2.56 | ||||
Total from investment operations
|
4.59 | (25.50) | 30.18 | 3.86 | 2.77 | ||||
Net equalization credits and charges (a)
|
(0.01) | (0.01) | 0.01 | 0.48 | 0.44 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.57) | (0.75) | (0.63) | (0.34) | (0.11) | ||||
Net asset value, end of period
|
$ 44.58 | $ 40.57 | $ 66.83 | $ 37.27 | $ 33.27 | ||||
Total return (c)
|
11.41% | (38.45)% | 81.27% | 13.09% | 10.71% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$1,810,051 | $1,537,096 | $2,131,029 | $1,011,260 | $41,760 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.21% | 0.20% | 0.20% | 0.20% | 0.20%(d) | ||||
Net investment income (loss)
|
1.34% | 1.12% | 1.01% | 1.27% | 0.99%(d) | ||||
Portfolio turnover rate (e)
|
62% | 61% | 67% | 91% | 98%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Kensho Smart Mobility ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 34.44 | $ 62.05 | $ 31.57 | $28.05 | $29.77 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.71 | 0.39 | 0.88 | 0.40 | 0.24 | ||||
Net realized and unrealized gain (loss) (b)
|
(1.13) | (27.65) | 30.70 | 3.41 | (1.20) | ||||
Total from investment operations
|
(0.42) | (27.26) | 31.58 | 3.81 | (0.96) | ||||
Net equalization credits and charges (a)
|
0.13 | 0.18 | (0.64) | 0.16 | (0.10) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.71) | (0.53) | (0.46) | (0.45) | (0.66) | ||||
Net asset value, end of period
|
$ 33.44 | $ 34.44 | $ 62.05 | $31.57 | $28.05 | ||||
Total return (c)
|
(0.71)% | (43.90)% | 98.17% | 14.48% | (3.22)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$53,837 | $77,138 | $233,305 | $5,367 | $ 7,011 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.46% | 0.45% | 0.45% | 0.45% | 0.45% | ||||
Net investment income (loss)
|
2.11% | 0.75% | 1.49% | 1.47% | 0.85% | ||||
Portfolio turnover rate (d)
|
33% | 38% | 70% | 29% | 36% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P SmallCap 600 ESG ETF | |||
Year
Ended 6/30/23 |
For
the Period 1/11/22*- 6/30/22 | ||
Net asset value, beginning of period
|
$24.65 | $ 30.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.41 | 0.17 | |
Net realized and unrealized gain (loss) (b)
|
1.86 | (5.37) | |
Total from investment operations
|
2.27 | (5.20) | |
Net equalization credits and charges (a)
|
0.01 | — | |
Distributions to shareholders from: | |||
Net investment income
|
(0.42) | (0.15) | |
Return of Capital
|
(0.02) | — | |
Total distributions
|
(0.44) | — | |
Net asset value, end of period
|
$26.49 | $ 24.65 | |
Total return (c)
|
9.39% | (16.81)% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$3,974 | $ 2,465 | |
Ratios to average net assets: | |||
Total expenses
|
0.12% | 0.12%(d) | |
Net investment income (loss)
|
1.59% | 1.32%(d) | |
Portfolio turnover rate (e)
|
39% | 31%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR SSGA US Large Cap Low Volatility Index ETF | |||||||||
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
|
$ 130.93 | $ 133.08 | $ 102.17 | $ 107.69 | $ 90.13 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
2.66 | 2.09 | 1.99 | 2.20 | 2.17 | ||||
Net realized and unrealized gain (loss) (b)
|
9.83 | (1.87) | 31.82 | (5.49) | 16.96 | ||||
Total from investment operations
|
12.49 | 0.22 | 33.81 | (3.29) | 19.13 | ||||
Net equalization credits and charges (a)
|
(0.25) | (0.05) | (0.15) | 0.01 | 0.40 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(2.67) | (2.32) | (2.75) | (2.24) | (1.97) | ||||
Net asset value, end of period
|
$ 140.50 | $ 130.93 | $ 133.08 | $ 102.17 | $ 107.69 | ||||
Total return (c)
|
9.48% | 0.05% | 33.27% | (3.05)% | 21.94% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$817,722 | $557,743 | $573,565 | $658,964 | $568,592 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.13% | 0.12% | 0.12% | 0.12% | 0.12% | ||||
Net investment income (loss)
|
1.96% | 1.50% | 1.69% | 2.04% | 2.19% | ||||
Portfolio turnover rate (d)
|
27% | 22% | 34% | 25% | 32% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR SSGA US Small Cap Low Volatility Index ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | |||||
Net asset value, beginning of period
|
$ 104.54 | $ 112.64 | $ 76.41 | $ 93.35 | $ 95.11 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
2.84 | 2.11 | 2.06 | 2.24 | 2.48 | ||||
Net realized and unrealized gain (loss) (b)
|
(1.22) | (7.72) | 36.73 | (16.77) | (1.46) | ||||
Total from investment operations
|
1.62 | (5.61) | 38.79 | (14.53) | 1.02 | ||||
Net equalization credits and charges (a)
|
0.01 | 0.03 | (0.10) | 0.07 | (0.01) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(2.95) | (2.52) | (2.46) | (2.48) | (2.77) | ||||
Net asset value, end of period
|
$ 103.22 | $ 104.54 | $ 112.64 | $ 76.41 | $ 93.35 | ||||
Total return (c)
|
1.56% | (5.07)% | 51.11% | (15.68)% | 1.24% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$190,965 | $186,085 | $220,778 | $247,577 | $230,585 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.13% | 0.12% | 0.12% | 0.12% | 0.12% | ||||
Net investment income (loss)
|
2.65% | 1.86% | 2.19% | 2.56% | 2.68% | ||||
Portfolio turnover rate (d)
|
31% | 23% | 52% | 32% | 34% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
Fund | Strategies |
SPDR Russell 1000 Low Volatility Focus ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
SPDR Russell 1000 Momentum Focus ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
SPDR Russell 1000 Yield Focus ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
SPDR S&P 500 ESG ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
Asset Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $29,945 | $— | $29,945 | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 7,030 | — | 7,030 | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 88,634 | — | 88,634 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 11,790 | — | 11,790 |
Net Realized Gain (Loss) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ 34,177 | $— | $ 34,177 | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 30,235 | — | 30,235 | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 266,491 | — | 266,491 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 81,921 | — | 81,921 |
Net Change in Unrealized Appreciation/Depreciation | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $39,180 | $— | $39,180 | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,109 | — | 2,109 | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 66,766 | — | 66,766 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 28,302 | — | 28,302 |
Annual Rate | |
SPDR MSCI USA Climate Paris Aligned ETF
|
0.10% |
SPDR Russell 1000 Low Volatility Focus ETF
|
0.20 |
SPDR Russell 1000 Momentum Focus ETF
|
0.20 |
SPDR Russell 1000 Yield Focus ETF
|
0.20 |
SPDR S&P 400 Mid Cap Growth ETF
|
0.15 |
SPDR S&P 400 Mid Cap Value ETF
|
0.15 |
SPDR S&P 500 ESG ETF
|
0.10 |
SPDR S&P 600 Small Cap Growth ETF
|
0.15 |
SPDR S&P 600 Small Cap Value ETF
|
0.15 |
SPDR S&P 1500 Momentum Tilt ETF
|
0.12 |
SPDR S&P 1500 Value Tilt ETF
|
0.12 |
SPDR S&P Kensho Clean Power ETF
|
0.45 |
SPDR S&P Kensho Final Frontiers ETF
|
0.45 |
SPDR S&P Kensho Future Security ETF
|
0.45 |
SPDR S&P Kensho Intelligent Structures
ETF
|
0.45 |
SPDR S&P Kensho New Economies Composite
ETF
|
0.20 |
SPDR S&P Kensho Smart Mobility ETF
|
0.45 |
SPDR S&P SmallCap 600 ESG ETF
|
0.12 |
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
0.12 |
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
0.12 |
Purchases | Sales | ||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ 14,020,003 | $ 13,861,591 | |
SPDR Russell 1000 Low Volatility Focus ETF
|
168,436,839 | 168,291,633 | |
SPDR Russell 1000 Momentum Focus ETF
|
91,472,695 | 91,701,338 | |
SPDR Russell 1000 Yield Focus ETF
|
285,311,549 | 267,428,889 | |
SPDR S&P 400 Mid Cap Growth ETF
|
862,065,498 | 852,452,724 | |
SPDR S&P 400 Mid Cap Value ETF
|
982,712,041 | 975,153,714 | |
SPDR S&P 500 ESG ETF
|
75,922,193 | 75,809,378 | |
SPDR S&P 600 Small Cap Growth ETF
|
1,091,194,717 | 1,085,940,319 | |
SPDR S&P 600 Small Cap Value ETF
|
1,824,937,860 | 1,801,931,518 | |
SPDR S&P 1500 Momentum Tilt ETF
|
78,918,373 | 78,674,090 | |
SPDR S&P 1500 Value Tilt ETF
|
33,877,716 | 31,040,475 | |
SPDR S&P Kensho Clean Power ETF
|
107,631,819 | 106,891,005 | |
SPDR S&P Kensho Final Frontiers ETF
|
4,850,681 | 4,852,233 | |
SPDR S&P Kensho Future Security ETF
|
9,729,159 | 9,759,846 | |
SPDR S&P Kensho Intelligent Structures
ETF
|
8,827,110 | 8,728,913 | |
SPDR S&P Kensho New Economies Composite
ETF
|
1,028,611,367 | 1,026,274,451 | |
SPDR S&P Kensho Smart Mobility ETF
|
21,381,432 | 21,321,554 | |
SPDR S&P SmallCap 600 ESG ETF
|
1,175,203 | 1,173,784 | |
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
182,301,362 | 174,463,023 | |
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
65,685,008 | 61,024,889 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ — | $ 52,010,432 | $ 109,140 | ||
SPDR Russell 1000 Low Volatility Focus ETF
|
195,852,718 | 246,720,444 | 61,674,089 | ||
SPDR Russell 1000 Momentum Focus ETF
|
10,872,646 | 157,648,371 | 33,873,737 | ||
SPDR Russell 1000 Yield Focus ETF
|
210,485,604 | 300,226,904 | 47,600,699 | ||
SPDR S&P 400 Mid Cap Growth ETF
|
1,884,639,810 | 1,537,323,947 | 93,638,150 | ||
SPDR S&P 400 Mid Cap Value ETF
|
2,785,870,652 | 2,130,981,943 | 113,185,294 | ||
SPDR S&P 500 ESG ETF
|
476,402,168 | 153,479,789 | 33,702,272 | ||
SPDR S&P 600 Small Cap Growth ETF
|
521,410,922 | 211,390,563 | 62,800,778 | ||
SPDR S&P 600 Small Cap Value ETF
|
1,423,873,199 | 1,637,210,830 | 301,739,595 | ||
SPDR S&P 1500 Momentum Tilt ETF
|
22,265,998 | 21,969,657 | 5,068,614 | ||
SPDR S&P 1500 Value Tilt ETF
|
31,759,836 | 29,026,915 | 3,169,798 | ||
SPDR S&P Kensho Clean Power ETF
|
67,572,774 | 13,348,844 | 2,258,644 | ||
SPDR S&P Kensho Final Frontiers ETF
|
— | 3,144,174 | 516,698 | ||
SPDR S&P Kensho Future Security ETF
|
6,036,446 | 4,927,912 | 840,402 | ||
SPDR S&P Kensho Intelligent Structures
ETF
|
374,571 | 11,194,351 | (573,407) | ||
SPDR S&P Kensho New Economies Composite
ETF
|
223,402,882 | 105,163,941 | 14,301,263 | ||
SPDR S&P Kensho Smart Mobility ETF
|
1,588,963 | 22,196,594 | (2,650,363) |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR S&P SmallCap 600 ESG ETF
|
$ 1,263,834 | $ — | $ — | ||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
275,107,206 | 69,434,112 | 9,571,842 | ||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
19,945,314 | 15,975,781 | 2,052,613 |
Ordinary
Income |
Long-Term
Capital Gains |
Tax
Return of Capital |
Total | ||||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ 1,272,662 | $— | $ — | $ 1,272,662 | |||
SPDR Russell 1000 Low Volatility Focus ETF
|
10,690,380 | — | — | 10,690,380 | |||
SPDR Russell 1000 Momentum Focus ETF
|
4,578,436 | — | — | 4,578,436 | |||
SPDR Russell 1000 Yield Focus ETF
|
27,371,410 | — | — | 27,371,410 | |||
SPDR S&P 400 Mid Cap Growth ETF
|
21,188,775 | — | — | 21,188,775 | |||
SPDR S&P 400 Mid Cap Value ETF
|
41,180,242 | — | — | 41,180,242 | |||
SPDR S&P 500 ESG ETF
|
11,215,118 | — | — | 11,215,118 | |||
SPDR S&P 600 Small Cap Growth ETF
|
30,198,647 | — | — | 30,198,647 |
Ordinary
Income |
Long-Term
Capital Gains |
Tax
Return of Capital |
Total | ||||
SPDR S&P 600 Small Cap Value ETF
|
$72,577,342 | $— | $ — | $72,577,342 | |||
SPDR S&P 1500 Momentum Tilt ETF
|
1,308,052 | — | — | 1,308,052 | |||
SPDR S&P 1500 Value Tilt ETF
|
4,870,940 | — | — | 4,870,940 | |||
SPDR S&P Kensho Clean Power ETF
|
3,050,067 | — | — | 3,050,067 | |||
SPDR S&P Kensho Final Frontiers ETF
|
91,719 | — | — | 91,719 | |||
SPDR S&P Kensho Future Security ETF
|
25,158 | — | — | 25,158 | |||
SPDR S&P Kensho Intelligent Structures
ETF
|
416,542 | — | — | 416,542 | |||
SPDR S&P Kensho New Economies Composite
ETF
|
22,478,195 | — | — | 22,478,195 | |||
SPDR S&P Kensho Smart Mobility ETF
|
1,376,377 | — | — | 1,376,377 | |||
SPDR S&P SmallCap 600 ESG ETF
|
50,033 | — | 2,510 | 52,543 | |||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
13,326,785 | — | — | 13,326,785 | |||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
5,499,034 | — | — | 5,499,034 |
Ordinary
Income |
Long-Term
Capital Gains |
Total | |||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ 248,502 | $ — | $ 248,502 | ||
SPDR Russell 1000 Low Volatility Focus ETF
|
9,169,199 | — | 9,169,199 | ||
SPDR Russell 1000 Momentum Focus ETF
|
4,299,285 | — | 4,299,285 | ||
SPDR Russell 1000 Yield Focus ETF
|
19,708,935 | — | 19,708,935 | ||
SPDR S&P 400 Mid Cap Growth ETF
|
15,055,982 | — | 15,055,982 | ||
SPDR S&P 400 Mid Cap Value ETF
|
29,534,436 | — | 29,534,436 | ||
SPDR S&P 500 ESG ETF
|
5,817,815 | — | 5,817,815 | ||
SPDR S&P 600 Small Cap Growth ETF
|
20,912,409 | — | 20,912,409 | ||
SPDR S&P 600 Small Cap Value ETF
|
71,242,348 | — | 71,242,348 | ||
SPDR S&P 1500 Momentum Tilt ETF
|
1,095,670 | — | 1,095,670 | ||
SPDR S&P 1500 Value Tilt ETF
|
4,859,861 | — | 4,859,861 | ||
SPDR S&P Kensho Clean Power ETF
|
4,505,144 | — | 4,505,144 | ||
SPDR S&P Kensho Final Frontiers ETF
|
99,378 | — | 99,378 | ||
SPDR S&P Kensho Future Security ETF
|
114,269 | — | 114,269 | ||
SPDR S&P Kensho Intelligent Structures
ETF
|
457,119 | — | 457,119 | ||
SPDR S&P Kensho New Economies Composite
ETF
|
26,004,585 | — | 26,004,585 | ||
SPDR S&P Kensho Smart Mobility ETF
|
1,538,788 | — | 1,538,788 | ||
SPDR S&P SmallCap 600 ESG ETF
|
15,446 | — | 15,446 | ||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
10,181,424 | — | 10,181,424 | ||
SPDR SSGA US Small Cap Low Volatility Index
ETF |