SPDR Dow Jones REIT ETF |
SPDR Portfolio S&P 400 Mid Cap ETF |
SPDR Portfolio S&P 500 ETF |
SPDR Portfolio S&P 500 Growth ETF |
SPDR Portfolio S&P 500 High Dividend ETF |
SPDR Portfolio S&P 500 Value ETF |
SPDR Portfolio S&P 600 Small Cap ETF |
SPDR Portfolio S&P 1500 Composite Stock Market ETF |
SPDR Portfolio S&P Sector Neutral Dividend ETF |
SPDR S&P Aerospace & Defense ETF |
SPDR S&P Bank ETF |
SPDR S&P Biotech ETF |
SPDR S&P Dividend ETF |
SPDR S&P Homebuilders ETF |
SPDR S&P Oil & Gas Exploration & Production ETF |
SPDR S&P Regional Banking ETF |
Portfolio Statistics (Unaudited) | |
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Schedules of Investments (Unaudited) | |
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20 |
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27 |
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35 |
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39 |
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42 |
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49 |
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60 |
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79 |
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84 |
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86 |
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92 |
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96 |
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98 |
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100 |
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104 |
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119 |
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135 |
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147 |
Description | % of Net Assets | ||
Prologis, Inc. REIT | 12.2% | ||
Equinix, Inc. REIT | 7.4 | ||
Public Storage REIT | 4.9 | ||
Welltower, Inc. REIT | 4.9 | ||
Simon Property Group, Inc. REIT | 4.7 | ||
Realty Income Corp. REIT | 4.3 | ||
Digital Realty Trust, Inc. REIT | 4.2 | ||
Extra Space Storage, Inc. REIT | 3.4 | ||
AvalonBay Communities, Inc. REIT | 2.8 | ||
Equity Residential REIT | 2.2 | ||
TOTAL | 51.0% |
% of Net Assets | |||
Industrial REITs | 17.8% | ||
Retail REITs | 17.4 | ||
Multi-Family Residential REITs | 11.8 | ||
Data Center REITs | 11.6 | ||
Health Care REITs | 10.6 | ||
Self Storage REITs | 9.7 | ||
Single-Family Residential REITs | 6.4 | ||
Office REITs | 6.3 | ||
Hotel & Resort REITs | 4.0 | ||
Diversified REITs | 2.6 | ||
Other Specialized REITs | 0.6 | ||
Short-Term Investments | 1.5 | ||
Liabilities in Excess of Other Assets | (0.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Deckers Outdoor Corp. | 0.7% | ||
Reliance Steel & Aluminum Co. | 0.6 | ||
Carlisle Cos., Inc. | 0.6 | ||
GoDaddy, Inc. Class A | 0.6 | ||
Graco, Inc. | 0.6 | ||
Watsco, Inc. | 0.6 | ||
RPM International, Inc. | 0.6 | ||
Lennox International, Inc. | 0.6 | ||
WP Carey, Inc. REIT | 0.5 | ||
Manhattan Associates, Inc. | 0.5 | ||
TOTAL | 5.9% |
% of Net Assets | |||
Industrials | 21.2% | ||
Financials | 16.1 | ||
Consumer Discretionary | 15.8 | ||
Information Technology | 9.7 | ||
Real Estate | 8.0 | ||
Health Care | 7.8 | ||
Materials | 7.2 | ||
Energy | 5.1 | ||
Consumer Staples | 4.1 | ||
Utilities | 3.2 | ||
Communication Services | 1.7 | ||
Short-Term Investments | 2.7 | ||
Liabilities in Excess of Other Assets | (2.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Apple, Inc. | 7.0% | ||
Microsoft Corp. | 7.0 | ||
Amazon.com, Inc. | 3.4 | ||
NVIDIA Corp. | 3.0 | ||
Alphabet, Inc. Class A | 2.1 | ||
Meta Platforms, Inc. Class A | 2.0 | ||
Alphabet, Inc. Class C | 1.8 | ||
Tesla, Inc. | 1.7 | ||
Berkshire Hathaway, Inc. Class B | 1.6 | ||
JPMorgan Chase & Co. | 1.2 | ||
TOTAL | 30.8% |
% of Net Assets | |||||
Information Technology | 28.8% | ||||
Financials | 12.9 | ||||
Health Care | 12.6 | ||||
Consumer Discretionary | 10.8 | ||||
Industrials | 8.8 | ||||
Communication Services | 8.6 | ||||
Consumer Staples | 6.1 | ||||
Energy | 3.9 | ||||
Real Estate | 2.5 | ||||
Materials | 2.4 | ||||
Utilities | 2.3 | ||||
Short-Term Investments | 0.3 | ||||
Liabilities in Excess of Other Assets | (0.0) * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Apple, Inc. | 13.2% | ||
Microsoft Corp. | 13.1 | ||
Amazon.com, Inc. | 6.4 | ||
NVIDIA Corp. | 5.7 | ||
Alphabet, Inc. Class A | 3.9 | ||
Meta Platforms, Inc. Class A | 3.7 | ||
Alphabet, Inc. Class C | 3.3 | ||
Tesla, Inc. | 3.2 | ||
Broadcom, Inc. | 2.3 | ||
Eli Lilly & Co. | 2.2 | ||
TOTAL | 57.0% |
% of Net Assets | |||||
Information Technology | 46.7% | ||||
Consumer Discretionary | 15.4 | ||||
Communication Services | 12.1 | ||||
Health Care | 7.1 | ||||
Industrials | 6.5 | ||||
Financials | 5.3 | ||||
Consumer Staples | 2.8 | ||||
Energy | 1.7 | ||||
Materials | 1.4 | ||||
Real Estate | 0.8 | ||||
Utilities | 0.1 | ||||
Short-Term Investments | 0.1 | ||||
Liabilities in Excess of Other Assets | (0.0) * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Seagate Technology Holdings PLC | 1.8% | ||
NRG Energy, Inc. | 1.7 | ||
Phillips 66 | 1.6 | ||
Amgen, Inc. | 1.6 | ||
KeyCorp | 1.5 | ||
Fifth Third Bancorp | 1.5 | ||
Zions Bancorp NA | 1.5 | ||
Packaging Corp. of America | 1.5 | ||
International Business Machines Corp. | 1.5 | ||
Simon Property Group, Inc. REIT | 1.5 | ||
TOTAL | 15.7% |
% of Net Assets | |||
Financials | 24.3% | ||
Real Estate | 21.8 | ||
Utilities | 14.6 | ||
Materials | 8.0 | ||
Energy | 6.6 | ||
Health Care | 6.5 | ||
Consumer Staples | 5.8 | ||
Consumer Discretionary | 4.3 | ||
Information Technology | 3.3 | ||
Communication Services | 2.8 | ||
Industrials | 1.3 | ||
Short-Term Investments | 0.8 | ||
Liabilities in Excess of Other Assets | (0.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Berkshire Hathaway, Inc. Class B | 3.5% | ||
JPMorgan Chase & Co. | 2.6 | ||
Exxon Mobil Corp. | 2.2 | ||
Johnson & Johnson | 2.0 | ||
UnitedHealth Group, Inc. | 1.6 | ||
Chevron Corp. | 1.4 | ||
Bank of America Corp. | 1.2 | ||
Walmart, Inc. | 1.2 | ||
Home Depot, Inc. | 1.2 | ||
Intel Corp. | 1.1 | ||
TOTAL | 18.0% |
% of Net Assets | |||
Financials | 21.7% | ||
Health Care | 18.9 | ||
Industrials | 11.4 | ||
Consumer Staples | 9.9 | ||
Information Technology | 8.4 | ||
Energy | 6.4 | ||
Consumer Discretionary | 5.7 | ||
Utilities | 4.9 | ||
Communication Services | 4.5 | ||
Real Estate | 4.4 | ||
Materials | 3.6 | ||
Short-Term Investments | 0.3 | ||
Liabilities in Excess of Other Assets | (0.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Cytokinetics, Inc. | 0.7% | ||
elf Beauty, Inc. | 0.7 | ||
SPS Commerce, Inc. | 0.6 | ||
Fabrinet | 0.6 | ||
Applied Industrial Technologies, Inc. | 0.6 | ||
Meritage Homes Corp. | 0.5 | ||
Ensign Group, Inc. | 0.5 | ||
ATI, Inc. | 0.5 | ||
Mueller Industries, Inc. | 0.5 | ||
SolarEdge Technologies, Inc. | 0.5 | ||
TOTAL | 5.7% |
% of Net Assets | |||
Financials | 18.5% | ||
Industrials | 17.4 | ||
Consumer Discretionary | 14.8 | ||
Information Technology | 12.1 | ||
Health Care | 10.4 | ||
Real Estate | 7.6 | ||
Materials | 5.6 | ||
Consumer Staples | 4.4 | ||
Energy | 4.2 | ||
Communication Services | 2.8 | ||
Utilities | 2.0 | ||
Short-Term Investments | 6.5 | ||
Liabilities in Excess of Other Assets | (6.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Apple, Inc. | 6.4% | ||
Microsoft Corp. | 6.4 | ||
Amazon.com, Inc. | 3.1 | ||
NVIDIA Corp. | 2.8 | ||
Alphabet, Inc. Class A | 1.9 | ||
Meta Platforms, Inc. Class A | 1.8 | ||
Alphabet, Inc. Class C | 1.6 | ||
Tesla, Inc. | 1.6 | ||
Berkshire Hathaway, Inc. Class B | 1.5 | ||
JPMorgan Chase & Co. | 1.1 | ||
TOTAL | 28.2% |
% of Net Assets | |||
Information Technology | 27.2% | ||
Financials | 13.3 | ||
Health Care | 12.2 | ||
Consumer Discretionary | 11.2 | ||
Industrials | 9.7 | ||
Communication Services | 8.0 | ||
Consumer Staples | 6.0 | ||
Energy | 3.9 | ||
Real Estate | 2.9 | ||
Materials | 2.8 | ||
Utilities | 2.4 | ||
Short-Term Investments | 0.8 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Broadcom, Inc. | 6.9% | ||
Home Depot, Inc. | 4.5 | ||
Comcast Corp. Class A | 3.9 | ||
JPMorgan Chase & Co. | 3.6 | ||
Accenture PLC Class A | 3.6 | ||
Cisco Systems, Inc. | 3.3 | ||
Verizon Communications, Inc. | 3.1 | ||
McDonald's Corp. | 2.7 | ||
Texas Instruments, Inc. | 2.6 | ||
QUALCOMM, Inc. | 2.6 | ||
TOTAL | 36.8% |
% of Net Assets | |||
Information Technology | 27.0% | ||
Financials | 14.6 | ||
Health Care | 11.7 | ||
Consumer Discretionary | 11.3 | ||
Industrials | 9.4 | ||
Communication Services | 7.7 | ||
Consumer Staples | 6.0 | ||
Energy | 4.0 | ||
Real Estate | 2.9 | ||
Materials | 2.8 | ||
Utilities | 2.3 | ||
Short-Term Investment | 0.2 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Spirit AeroSystems Holdings, Inc. Class A | 4.2% | ||
Axon Enterprise, Inc. | 4.2 | ||
L3Harris Technologies, Inc. | 4.1 | ||
Boeing Co. | 4.1 | ||
Textron, Inc. | 4.0 | ||
Huntington Ingalls Industries, Inc. | 4.0 | ||
RTX Corp. | 3.9 | ||
Hexcel Corp. | 3.9 | ||
Curtiss-Wright Corp. | 3.9 | ||
General Dynamics Corp. | 3.9 | ||
TOTAL | 40.2% |
% of Net Assets | |||
Aerospace & Defense | 99.8% | ||
Short-Term Investments | 3.4 | ||
Liabilities in Excess of Other Assets | (3.2) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Western Alliance Bancorp | 1.8% | ||
Zions Bancorp NA | 1.8 | ||
Citizens Financial Group, Inc. | 1.8 | ||
Comerica, Inc. | 1.8 | ||
Regions Financial Corp. | 1.8 | ||
Fifth Third Bancorp | 1.8 | ||
PNC Financial Services Group, Inc. | 1.8 | ||
Bank of America Corp. | 1.7 | ||
KeyCorp | 1.7 | ||
Truist Financial Corp. | 1.7 | ||
TOTAL | 17.7% |
% of Net Assets | |||
Banks | 84.2% | ||
Financial Services | 15.6 | ||
Short-Term Investments | 2.3 | ||
Liabilities in Excess of Other Assets | (2.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Cytokinetics, Inc. | 2.8% | ||
Karuna Therapeutics, Inc. | 1.8 | ||
ACADIA Pharmaceuticals, Inc. | 1.7 | ||
Biohaven Ltd. | 1.5 | ||
Amicus Therapeutics, Inc. | 1.5 | ||
Blueprint Medicines Corp. | 1.4 | ||
Arrowhead Pharmaceuticals, Inc. | 1.4 | ||
Bridgebio Pharma, Inc. | 1.4 | ||
Moderna, Inc. | 1.4 | ||
Ultragenyx Pharmaceutical, Inc. | 1.4 | ||
TOTAL | 16.3% |
% of Net Assets | |||
Biotechnology | 99.7% | ||
Pharmaceuticals | 0.2 | ||
Health Care Providers & Services | 0.0* | ||
Short-Term Investments | 9.0 | ||
Liabilities in Excess of Other Assets | (8.9) | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
3M Co. | 3.3% | ||
Realty Income Corp. REIT | 2.8 | ||
International Business Machines Corp. | 2.4 | ||
Target Corp. | 2.2 | ||
Southern Co. | 1.9 | ||
Kenvue, Inc. | 1.8 | ||
T Rowe Price Group, Inc. | 1.8 | ||
AbbVie, Inc. | 1.8 | ||
Medtronic PLC | 1.7 | ||
Kimberly-Clark Corp. | 1.6 | ||
TOTAL | 21.3% |
% of Net Assets | |||
Industrials | 22.3% | ||
Consumer Staples | 21.2 | ||
Financials | 11.1 | ||
Utilities | 10.7 | ||
Materials | 10.3 | ||
Health Care | 7.5 | ||
Real Estate | 4.9 | ||
Consumer Discretionary | 4.7 | ||
Information Technology | 4.0 | ||
Energy | 2.7 | ||
Communication Services | 0.1 | ||
Short-Term Investments | 0.9 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Builders FirstSource, Inc. | 4.2% | ||
Toll Brothers, Inc. | 4.1 | ||
Floor & Decor Holdings, Inc. Class A | 4.1 | ||
DR Horton, Inc. | 4.1 | ||
PulteGroup, Inc. | 4.0 | ||
Lowe's Cos., Inc. | 4.0 | ||
NVR, Inc. | 4.0 | ||
Lennar Corp. Class A | 4.0 | ||
Lennox International, Inc. | 4.0 | ||
Home Depot, Inc. | 4.0 | ||
TOTAL | 40.5% |
% of Net Assets | |||
Building Products | 46.8% | ||
Homebuilding | 33.9 | ||
Home Improvement Retail | 12.1 | ||
Homefurnishing Retail | 3.8 | ||
Home Furnishings | 3.3 | ||
Short-Term Investments | 5.8 | ||
Liabilities in Excess of Other Assets | (5.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SM Energy Co. | 2.6% | ||
Antero Resources Corp. | 2.6 | ||
Callon Petroleum Co. | 2.6 | ||
PBF Energy, Inc. Class A | 2.6 | ||
Hess Corp. | 2.5 | ||
Phillips 66 | 2.5 | ||
Valero Energy Corp. | 2.5 | ||
Occidental Petroleum Corp. | 2.5 | ||
Southwestern Energy Co. | 2.5 | ||
HF Sinclair Corp. | 2.5 | ||
TOTAL | 25.4% |
% of Net Assets | |||
Oil, Gas & Consumable Fuels | 99.7% | ||
Short-Term Investments | 5.2 | ||
Liabilities in Excess of Other Assets | (4.9) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Zions Bancorp NA | 4.2% | ||
Citizens Financial Group, Inc. | 4.1 | ||
Regions Financial Corp. | 4.1 | ||
Truist Financial Corp. | 4.0 | ||
Western Alliance Bancorp | 3.9 | ||
Huntington Bancshares, Inc. | 3.9 | ||
New York Community Bancorp, Inc. | 3.9 | ||
M&T Bank Corp. | 3.8 | ||
First Horizon Corp. | 3.6 | ||
East West Bancorp, Inc. | 2.4 | ||
TOTAL | 37.9% |
% of Net Assets | |||
Banks | 99.5% | ||
Software | 0.2 | ||
Short-Term Investments | 0.7 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
Dow Jones US Real Estate Index (long) | 447 | 03/15/2024 | $15,385,252 | $15,933,853 | $548,601 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,424,548,171 | $— | $— | $1,424,548,171 | ||||
Short-Term Investments
|
21,722,815 | — | — | 21,722,815 | ||||
TOTAL INVESTMENTS
|
$1,446,270,986 | $— | $— | $1,446,270,986 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 548,601 | $— | $— | $ 548,601 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 548,601 | $— | $— | $ 548,601 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
7,247,438 | $ 7,248,887 | $ 45,351,670 | $ 43,269,708 | $3,710 | $(886) | 9,329,942 | $ 9,333,673 | $329,235 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
19,734,758 | 19,734,758 | 178,538,180 | 185,883,796 | — | — | 12,389,142 | 12,389,142 | 37,380 | ||||||||
Total
|
$26,983,645 | $223,889,850 | $229,153,504 | $3,710 | $(886) | $21,722,815 | $366,615 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$8,009,196,242 | $— | $— | $8,009,196,242 | ||||
Short-Term Investments
|
216,376,856 | — | — | 216,376,856 | ||||
TOTAL INVESTMENTS
|
$8,225,573,098 | $— | $— | $8,225,573,098 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
5,772,295 | $ 5,773,449 | $ 153,191,313 | $ 155,533,613 | $1,964 | $(88) | 3,431,652 | $ 3,433,025 | $155,202 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
353,598,518 | 353,598,518 | 1,188,815,521 | 1,329,470,208 | — | — | 212,943,831 | 212,943,831 | 468,507 | ||||||||
Total
|
$359,371,967 | $1,342,006,834 | $1,485,003,821 | $1,964 | $(88) | $216,376,856 | $623,709 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 255 | 03/15/2024 | $59,119,781 | $61,455,000 | $2,335,219 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$25,671,229,664 | $— | $— | $25,671,229,664 | ||||
Short-Term Investments
|
86,574,986 | — | — | 86,574,986 | ||||
TOTAL INVESTMENTS
|
$25,757,804,650 | $— | $— | $25,757,804,650 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 2,335,219 | $— | $— | $ 2,335,219 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 2,335,219 | $— | $— | $ 2,335,219 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
175,314 | $12,829,479 | $ 3,457,308 | $ 1,929,545 | $(464,334) | $1,435,264 | 197,885 | $ 15,328,172 | $ 254,704 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
60,252,596 | 60,264,646 | 348,168,867 | 356,530,964 | 13,527 | (6,020) | 51,889,300 | 51,910,056 | 1,972,004 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
7,796,325 | 7,796,325 | 600,156,088 | 573,287,483 | — | — | 34,664,930 | 34,664,930 | 203,829 | ||||||||
Total
|
$80,890,450 | $951,782,263 | $931,747,992 | $(450,807) | $1,429,244 | $101,903,158 | $2,430,537 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$21,361,955,803 | $— | $— | $21,361,955,803 | ||||
Short-Term Investments
|
26,337,348 | — | — | 26,337,348 | ||||
TOTAL INVESTMENTS
|
$21,388,293,151 | $— | $— | $21,388,293,151 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
8,291,050 | $8,292,708 | $226,048,391 | $231,077,496 | $(624) | $(282) | 3,261,392 | $ 3,262,697 | $288,538 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 734,998,034 | 711,923,383 | — | — | 23,074,651 | 23,074,651 | 190,442 | ||||||||
Total
|
$8,292,708 | $961,046,425 | $943,000,879 | $(624) | $(282) | $26,337,348 | $478,980 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 183 | 03/15/2024 | $42,339,276 | $44,103,000 | $1,763,724 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$6,807,678,216 | $— | $— | $6,807,678,216 | ||||
Short-Term Investments
|
53,778,310 | — | — | 53,778,310 | ||||
TOTAL INVESTMENTS
|
$6,861,456,526 | $— | $— | $6,861,456,526 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 1,763,724 | $— | $— | $ 1,763,724 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 1,763,724 | $— | $— | $ 1,763,724 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
24,740,296 | $24,745,244 | $ 335,623,377 | $ 324,198,559 | $7,492 | $(283) | 36,162,805 | $36,177,271 | $840,378 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
57,337,305 | 57,337,305 | 781,208,677 | 820,944,943 | — | — | 17,601,039 | 17,601,039 | 55,280 | ||||||||
Total
|
$82,082,549 | $1,116,832,054 | $1,145,143,502 | $7,492 | $(283) | $53,778,310 | $895,658 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$20,059,258,270 | $— | $— | $20,059,258,270 | ||||
Short-Term Investments
|
58,287,384 | — | — | 58,287,384 | ||||
TOTAL INVESTMENTS
|
$ 20,117,545,654 | $— | $— | $ 20,117,545,654 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
314,813 | $23,038,015 | $ 9,654,143 | $ 8,669,164 | $(694,802) | $2,350,805 | 331,513 | $25,678,997 | $442,574 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
13,554,935 | 13,557,646 | 393,620,986 | 395,858,801 | 2,610 | (830) | 11,317,085 | 11,321,611 | 452,362 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
38,455,337 | 38,455,337 | 463,701,648 | 455,191,212 | — | — | 46,965,773 | 46,965,773 | 45,390 | ||||||||
Total
|
$75,050,998 | $866,976,777 | $859,719,177 | $(692,192) | $2,349,975 | $83,966,381 | $940,326 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini Russell 2000 Index (long) | 112 | 03/15/2024 | $10,644,186 | $11,467,120 | $822,934 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$ 9,891,417,608 | $3,352 | $ 0(a) | $ 9,891,420,960 | ||||
Short-Term Investments
|
637,663,922 | — | — | 637,663,922 | ||||
TOTAL INVESTMENTS
|
$10,529,081,530 | $3,352 | $ 0 | $10,529,084,882 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 822,934 | $ — | $— | $ 822,934 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 822,934 | $ — | $— | $ 822,934 |
(a) | The Portfolio held a Level 3 securities that were valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
4,663,221 | $ 4,664,154 | $ 210,325,248 | $ 196,463,135 | $1,184 | $290 | 18,520,333 | $ 18,527,741 | $ 249,821 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
658,928,677 | 658,928,677 | 1,472,943,003 | 1,512,735,499 | — | — | 619,136,181 | 619,136,181 | 1,311,695 | ||||||||
Total
|
$663,592,831 | $1,683,268,251 | $1,709,198,634 | $1,184 | $290 | $637,663,922 | $1,561,516 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 98 | 03/15/2024 | $22,672,040 | $23,618,000 | $945,960 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$7,410,476,423 | $1,460 | $ 0(a) | $7,410,477,883 | ||||
Short-Term Investments
|
56,193,846 | — | — | 56,193,846 | ||||
TOTAL INVESTMENTS
|
$7,466,670,269 | $1,460 | $ 0 | $7,466,671,729 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 945,960 | $ — | $— | $ 945,960 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 945,960 | $ — | $— | $ 945,960 |
(a) | The Fund held Level 3 securities that were valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
56,455 | $ 4,131,377 | $ 270,209 | $ 443,689 | $(126,697) | $361,168 | 54,123 | $ 4,192,368 | $ 73,415 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
9,420,116 | 9,422,000 | 134,895,799 | 123,886,747 | 3,731 | (3,565) | 20,423,049 | 20,431,218 | 467,374 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
28,869,269 | 28,869,269 | 303,216,453 | 296,323,094 | — | — | 35,762,628 | 35,762,628 | 119,396 | ||||||||
Total
|
$42,422,646 | $438,382,461 | $420,653,530 | $(122,966) | $357,603 | $60,386,214 | $660,185 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,528,965 | $— | $— | $3,528,965 | ||||
Short-Term Investment
|
5,779 | — | — | 5,779 | ||||
TOTAL INVESTMENTS
|
$3,534,744 | $— | $— | $3,534,744 |
Number
of Shares Held at 9/12/2023* |
Value
at 9/12/2023* |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
— | $— | $ 6,320 | $ 259 | $(27) | $473 | 84 | $ 6,507 | $ 113 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
— | — | 64,277 | 58,501 | 3 | — | 5,776 | 5,779 | 119 | ||||||||
Total
|
$— | $70,597 | $58,760 | $(24) | $473 | $12,286 | $232 |
* | Commencement of operations. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,985,393,760 | $— | $— | $1,985,393,760 | ||||
Short-Term Investments
|
68,491,418 | — | — | 68,491,418 | ||||
TOTAL INVESTMENTS
|
$2,053,885,178 | $— | $— | $2,053,885,178 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,402,370 | $ 1,402,650 | $ 17,563,523 | $ 14,327,842 | $ 989 | $ (534) | 4,636,931 | $ 4,638,785 | $ 55,348 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
76,645,226 | 76,645,226 | 412,642,026 | 425,434,619 | — | — | 63,852,633 | 63,852,633 | 531,869 | ||||||||
Virgin Galactic Holdings, Inc.
|
15,261,096 | 59,213,052 | 33,908,817 | 2,306,789 | (10,538,050) | (5,968,181) | 30,330,142 | 74,308,848 | — | ||||||||
Total
|
$137,260,928 | $ 464,114,366 | $442,069,250 | $(10,537,061) | $(5,968,715) | $142,800,266 | $587,217 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,025,161,730 | $— | $— | $2,025,161,730 | ||||
Short-Term Investments
|
46,839,645 | — | — | 46,839,645 | ||||
TOTAL INVESTMENTS
|
$2,072,001,375 | $— | $— | $2,072,001,375 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
416,292 | $ 416,375 | $ 44,323,680 | $ 44,145,930 | $583 | $(23) | 594,447 | $ 594,685 | $ 35,179 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
61,218,060 | 61,218,060 | 367,045,616 | 382,018,716 | — | — | 46,244,960 | 46,244,960 | 108,382 | ||||||||
Total
|
$61,634,435 | $ 411,369,296 | $426,164,646 | $583 | $(23) | $46,839,645 | $143,561 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$6,945,306,580 | $75,464 | $ 0(a) | $6,945,382,044 | ||||
Short-Term Investments
|
621,893,451 | — | — | 621,893,451 | ||||
TOTAL INVESTMENTS
|
$7,567,200,031 | $75,464 | $ 0 | $7,567,275,495 |
(a) | The Fund held Level 3 securities that were valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
Akero Therapeutics, Inc.
|
1,353,167 | $ 63,179,367 | $ 112,849,657 | $ 50,857,431 | $ 1,496,763 | $(33,071,539) | 4,008,429 | $ 93,596,817 | $ — | ||||||||
Arcturus Therapeutics Holdings, Inc.
|
1,355,141 | 38,865,444 | 32,119,484 | 43,149,468 | 2,670,189 | —* | — | —* | — | ||||||||
Arcutis Biotherapeutics, Inc.
|
4,273,971 | 40,730,944 | 19,649,013 | 33,742,568 | (54,085,144) | —* | — | —* | — | ||||||||
Ardelyx, Inc.
|
17,845,281 | 60,495,503 | 69,295,227 | 92,017,635 | 7,823,109 | 30,060,145 | 12,202,637 | 75,656,349 | — | ||||||||
Avid Bioservices, Inc.
|
1,747,640 | 24,414,531 | 26,656,449 | 17,393,859 | (2,713,129) | (8,984,262) | 3,381,497 | 21,979,730 | — | ||||||||
Avidity Biosciences, Inc.
|
4,685,206 | 51,958,935 | 26,012,274 | 48,721,470 | (38,197,856) | —* | — | —* | — | ||||||||
Biomea Fusion, Inc.
|
1,170,948 | 25,702,309 | 33,598,458 | 37,722,910 | (22,815,226) | —* | — | —* | — | ||||||||
Bioxcel Therapeutics, Inc.
|
1,689,894 | 11,254,694 | 4,045,254 | 9,448,683 | (28,872,337) | —* | — | —* | — | ||||||||
Bluebird Bio, Inc.
|
14,087,477 | 46,347,799 | 42,566,135 | 49,737,537 | (15,095,334) | (8,110,716) | 11,572,715 | 15,970,347 | — | ||||||||
CareDx, Inc.
|
2,931,817 | 24,920,444 | 22,726,240 | 34,900,233 | (37,842,198) | —* | — | —* | — | ||||||||
Catalyst Pharmaceuticals, Inc.
|
6,112,156 | 82,147,377 | 66,791,638 | 106,707,303 | (9,504,360) | —* | — | —* | — | ||||||||
Coherus Biosciences, Inc.
|
— | — | 49,366,787 | 29,613,406 | (19,753,381) | —* | — | —* | — | ||||||||
Editas Medicine, Inc.
|
4,917,317 | 40,469,519 | 38,301,879 | 56,297,091 | (15,780,786) | —* | — | —* | — | ||||||||
Emergent BioSolutions, Inc
|
4,973,044 | 36,551,873 | 9,883,262 | 29,221,032 | (134,709,741) | —* | — | —* | — | ||||||||
Fate Therapeutics, Inc.
|
8,165,594 | 38,868,227 | 9,719,123 | 27,155,972 | (28,794,292) | —* | — | —* | — | ||||||||
Intercept Pharmaceuticals, Inc.
|
3,524,818 | 38,984,487 | 29,555,939 | 88,870,439 | 1,962,232 | —* | — | —* | — | ||||||||
Novavax, Inc
|
9,507,925 | 70,643,883 | 97,617,714 | 73,533,646 | (125,395,308) | 99,303,829 | 14,299,265 | 68,636,472 | — | ||||||||
Replimune Group, Inc.
|
1,237,635 | 28,737,885 | 49,174,214 | 22,667,655 | (96,694) | (20,491,497) | 4,111,062 | 34,656,253 | — | ||||||||
Sage Therapeutics, Inc.
|
1,185,757 | 55,754,294 | 105,604,212 | 73,847,205 | (21,172,598) | —* | — | —* | — | ||||||||
Seres Therapeutics, Inc.
|
6,612,059 | 31,671,763 | 19,160,900 | 23,289,236 | (34,555,205) | —* | — | —* | — | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,170,348 | 2,170,782 | 309,391,803 | 247,424,403 | 407 | (126) | 64,112,818 | 64,138,463 | 237,320 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
633,689,418 | 633,689,418 | 1,299,324,944 | 1,375,259,374 | — | — | 557,754,988 | 557,754,988 | 5,570,909 | ||||||||
Travere Therapeutics, Inc.
|
4,260,550 | 65,442,048 | 44,001,931 | 54,807,524 | (20,281,466) | (128,270) | 3,807,199 | 34,226,719 | — | ||||||||
Twist Bioscience Corp.
|
3,537,498 | 72,377,209 | 68,130,436 | 112,677,689 | (14,551,191) | —* | — | —* | — | ||||||||
uniQure NV
|
1,693,939 | 19,412,541 | 32,380,171 | 20,036,706 | (1,046,630) | (8,560,847) | 3,271,570 | 22,148,529 | — | ||||||||
Total
|
$1,604,791,276 | $2,617,923,144 | $2,759,100,475 | $ (611,310,176) | $ 50,016,717 | $988,764,667 | $5,808,229 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended December 31, 2023. |
* | As of December 31, 2023, no longer an affiliate. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 231 | 03/15/2024 | $53,444,090 | $55,671,000 | $2,226,910 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$20,716,267,645 | $— | $— | $20,716,267,645 | ||||
Short-Term Investments
|
184,047,959 | — | — | 184,047,959 | ||||
TOTAL INVESTMENTS
|
$20,900,315,604 | $— | $— | $20,900,315,604 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 2,226,910 | $— | $— | $ 2,226,910 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 2,226,910 | $— | $— | $ 2,226,910 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
ABM Industries, Inc.
|
3,541,033 | $ 151,025,058 | $ 878,289 | $ 120,429,645 | $ 2,984,379 | $ —* | — | $ —* | $ 1,012,194 | ||||||||
Avista Corp
|
7,424,165 | 291,546,960 | 790,159 | 243,649,970 | (10,237,231) | —* | — | —* | 1,099,369 | ||||||||
Black Hills Corp.
|
4,632,663 | 279,164,272 | 1,191,082 | 219,379,502 | (23,022,269) | —* | — | —* | 1,325,334 | ||||||||
Brady Corp.
|
2,497,174 | 118,790,567 | 736,453 | 94,569,296 | 8,635,061 | —* | — | —* | 744,682 | ||||||||
John Wiley & Sons, Inc.
|
3,018,528 | 102,720,508 | 3,426,639 | 82,094,916 | (44,414,442) | —* | — | —* | 1,543,654 | ||||||||
Leggett & Platt, Inc.
|
10,949,805 | 324,333,224 | 2,040,664 | 261,649,739 | (92,266,621) | —* | — | —* | 1,948,582 | ||||||||
Nu Skin Enterprises, Inc.
|
5,881,950 | 195,280,740 | 358,389 | 148,847,397 | (71,988,364) | —* | — | —* | 670,305 | ||||||||
ONE Gas, Inc
|
3,110,109 | 238,887,472 | 1,217,415 | 180,600,562 | (8,115,013) | —* | — | —* | 1,130,908 | ||||||||
SJW Group
|
1,935,914 | 135,726,931 | 834,114 | 107,295,318 | (10,642,275) | —* | — | —* | 334,641 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
600,155,172 | 600,275,203 | 747,325,787 | 1,276,843,521 | 30,916 | (7,622) | 70,752,462 | 70,780,763 | 4,560,872 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
381,931,207 | 381,931,207 | 1,770,745,879 | 2,039,409,890 | — | — | 113,267,196 | 113,267,196 | 211,922 | ||||||||
Total
|
$2,819,682,142 | $2,529,544,870 | $4,774,769,756 | $(249,035,859) | $(7,622) | $184,047,959 | $14,582,463 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended December 31, 2023. |
* | As of December 31, 2023, no longer an affiliate. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,701,001,617 | $— | $— | $1,701,001,617 | ||||
Short-Term Investments
|
97,632,151 | — | — | 97,632,151 | ||||
TOTAL INVESTMENTS
|
$1,798,633,768 | $— | $— | $1,798,633,768 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
429,169 | $ 429,255 | $ 14,404,370 | $ 14,162,247 | $315 | $31 | 671,455 | $ 671,724 | $ 23,815 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
61,594,352 | 61,594,352 | 459,154,318 | 423,788,243 | — | — | 96,960,427 | 96,960,427 | 84,643 | ||||||||
Total
|
$62,023,607 | $473,558,688 | $437,950,490 | $315 | $31 | $97,632,151 | $108,458 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Energy Select Sector (long) | 119 | 03/15/2024 | $10,322,955 | $10,546,970 | $224,015 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,583,743,599 | $— | $— | $3,583,743,599 | ||||
Short-Term Investments
|
187,043,241 | — | — | 187,043,241 | ||||
TOTAL INVESTMENTS
|
$3,770,786,840 | $— | $— | $3,770,786,840 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 224,015 | $— | $— | $ 224,015 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 224,015 | $— | $— | $ 224,015 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,555,672 | $ 2,556,183 | $ 75,808,165 | $ 71,440,537 | $ 2,134 | $ (339) | 6,922,837 | $ 6,925,606 | $125,760 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
272,551,728 | 272,551,728 | 1,042,925,618 | 1,135,359,711 | — | — | 180,117,635 | 180,117,635 | 412,726 | ||||||||
Tellurian, Inc.
|
14,834,689 | 20,916,911 | 31,359,844 | 16,145,504 | (363,013) | (9,158,694) | 35,216,442 | 26,609,544 | — | ||||||||
Vertex Energy, Inc.
|
4,581,258 | 28,632,863 | 20,663,154 | 35,308,506 | (22,210,867) | —* | — | —* | — | ||||||||
Vital Energy, Inc.
|
1,002,506 | 45,263,146 | 70,494,930 | 54,124,158 | (2,333,102) | —* | — | —* | — | ||||||||
Total
|
$369,920,831 | $ 1,241,251,711 | $1,312,378,416 | $(24,904,848) | $(9,159,033) | $213,652,785 | $538,486 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended December 31, 2023. |
* | As of December 31, 2023, no longer an affiliate. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$4,052,940,322 | $— | $— | $4,052,940,322 | ||||
Short-Term Investments
|
28,041,301 | — | — | 28,041,301 | ||||
TOTAL INVESTMENTS
|
$4,080,981,623 | $— | $— | $4,080,981,623 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
PacWest Bancorp
|
7,207,282 | $ 58,739,348 | $ 93,048,889 | $148,047,939 | $(67,915,347) | $ —* | — | $ —* | $ 122,411 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
625,696 | 625,821 | 167,058,155 | 162,849,492 | 4,610 | (365) | 4,836,794 | 4,838,729 | 521,076 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
88,167,898 | 88,167,898 | 517,384,878 | 582,350,204 | — | — | 23,202,572 | 23,202,572 | 203,317 | ||||||||
Total
|
$147,533,067 | $777,491,922 | $893,247,635 | $(67,910,737) | $(365) | $28,041,301 | $846,804 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended December 31, 2023. |
* | As of December 31, 2023, no longer an affiliate. |
SPDR Dow Jones REIT ETF | SPDR Portfolio S&P 400 Mid Cap ETF | SPDR Portfolio S&P 500 ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$1,424,548,171 | $8,009,196,242 | $25,655,901,492 | ||
Investments in affiliated issuers, at value
|
21,722,815 | 216,376,856 | 101,903,158 | ||
Total Investments
|
1,446,270,986 | 8,225,573,098 | 25,757,804,650 | ||
Foreign currency, at value
|
— | — | — | ||
Net cash at broker
|
157,375 | — | 516,999 | ||
Cash
|
18,745 | 405,487 | 2,039,903 | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
550,298 | — | 2,335,839 | ||
Receivable for investments sold
|
— | 7,237,908 | — | ||
Receivable for fund shares sold
|
33,528 | 1,312 | 17,638 | ||
Dividends receivable — unaffiliated issuers
|
6,830,568 | 10,602,111 | 23,246,289 | ||
Dividends receivable — affiliated issuers
|
60,784 | 24,636 | 453,174 | ||
Securities lending income receivable —
unaffiliated issuers
|
— | 33,327 | 625 | ||
Securities lending income receivable — affiliated
issuers
|
4,633 | 96,822 | 7,685 | ||
Receivable for foreign taxes recoverable
|
84,606 | — | 22,357 | ||
Other receivable
|
— | — | 113 | ||
TOTAL ASSETS
|
1,454,011,523 | 8,243,974,701 | 25,786,445,272 | ||
LIABILITIES | |||||
Due to broker
|
— | — | — | ||
Due to custodian
|
— | — | — | ||
Payable upon return of securities loaned
|
12,389,142 | 212,943,831 | 34,664,930 | ||
Payable for investments purchased
|
— | 10,278,797 | — | ||
Payable for fund shares repurchased
|
— | — | — | ||
Advisory fee payable
|
292,975 | 195,739 | 416,356 | ||
Trustees’ fees and expenses payable
|
1,149 | 863 | 1,903 | ||
Accrued expenses and other liabilities
|
— | — | — | ||
TOTAL LIABILITIES
|
12,683,266 | 223,419,230 | 35,083,189 | ||
NET ASSETS
|
$1,441,328,257 | $8,020,555,471 | $25,751,362,083 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$1,994,063,304 | $7,396,526,573 | $22,963,640,359 | ||
Total distributable earnings (loss)
|
(552,735,047) | 624,028,898 | 2,787,721,724 | ||
NET ASSETS
|
$1,441,328,257 | $8,020,555,471 | $25,751,362,083 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 95.25 | $ 48.71 | $ 55.88 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
15,131,617 | 164,650,000 | 460,800,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$1,726,804,671 | $6,987,888,919 | $22,577,059,155 | ||
Investments in affiliated issuers
|
21,723,557 | 216,376,919 | 101,977,583 | ||
Total cost of investments
|
$1,748,528,228 | $7,204,265,838 | $22,679,036,738 | ||
Foreign currency, at cost
|
$ — | $ — | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 13,725,807 | $ 383,604,377 | $ 40,978,422 |
SPDR Portfolio S&P 500 Growth ETF | SPDR Portfolio S&P 500 High Dividend ETF | SPDR Portfolio S&P 500 Value ETF | SPDR Portfolio S&P 600 Small Cap ETF | SPDR Portfolio S&P 1500 Composite Stock Market ETF | SPDR Portfolio S&P Sector Neutral Dividend ETF | |||||
$21,361,955,803 | $ 6,807,678,216 | $20,033,579,273 | $ 9,891,420,960 | $7,406,285,515 | $3,522,458 | |||||
26,337,348 | 53,778,310 | 83,966,381 | 637,663,922 | 60,386,214 | 12,286 | |||||
21,388,293,151 | 6,861,456,526 | 20,117,545,654 | 10,529,084,882 | 7,466,671,729 | 3,534,744 | |||||
— | — | — | 16,234 | 2,513 | — | |||||
— | 499,090 | — | — | 150,171 | — | |||||
1,345,887 | 138 | — | 153,250 | 33,322 | — | |||||
— | 1,764,169 | — | 823,288 | 946,198 | — | |||||
6,613,022 | — | — | 36,338,638 | 35 | — | |||||
93,396 | 7,648 | — | 201,267 | — | — | |||||
12,234,094 | 23,574,826 | 29,221,404 | 12,588,339 | 7,060,803 | 4,082 | |||||
51,293 | 165,384 | 97,246 | 79,582 | 122,843 | 91 | |||||
761 | 152 | 160 | 12,139 | 3,935 | — | |||||
10,239 | 5,317 | 10,166 | 198,494 | 8,712 | — | |||||
— | 351,976 | 48,731 | — | 7,558 | — | |||||
— | 1,785 | 247 | — | 38 | — | |||||
21,408,641,843 | 6,887,827,011 | 20,146,923,608 | 10,579,496,113 | 7,475,007,857 | 3,538,917 | |||||
— | — | — | 272,291 | — | — | |||||
— | — | 1,148,023 | — | — | — | |||||
23,074,651 | 17,601,039 | 46,965,773 | 619,136,181 | 35,762,628 | — | |||||
— | 14,956,588 | — | 50,774,451 | 523,146 | — | |||||
— | — | 16,653 | — | — | — | |||||
707,515 | 397,146 | 673,887 | 236,260 | 184,744 | 138 | |||||
2,080 | 6,102 | 3,225 | 295 | 899 | 3 | |||||
— | — | — | 37,212 | — | — | |||||
23,784,246 | 32,960,875 | 48,807,561 | 670,456,690 | 36,471,417 | 141 | |||||
$21,384,857,597 | $ 6,854,866,136 | $ 20,098,116,047 | $ 9,909,039,423 | $7,438,536,440 | $3,538,776 | |||||
$20,748,425,845 | $ 8,625,679,360 | $20,828,003,024 | $ 9,808,148,048 | $5,846,446,188 | $3,321,945 | |||||
636,431,752 | (1,770,813,224) | (729,886,977) | 100,891,375 | 1,592,090,252 | 216,831 | |||||
$21,384,857,597 | $ 6,854,866,136 | $ 20,098,116,047 | $ 9,909,039,423 | $7,438,536,440 | $3,538,776 | |||||
$ 65.04 | $ 39.19 | $ 46.62 | $ 42.16 | $ 58.41 | $ 32.17 | |||||
328,800,108 | 174,900,000 | 431,102,864 | 235,060,217 | 127,350,216 | 110,000 | |||||
$17,755,633,494 | $ 7,239,521,669 | $19,320,037,998 | $ 8,835,880,369 | $5,689,722,274 | $3,305,001 | |||||
26,337,348 | 53,777,956 | 83,538,715 | 637,663,632 | 60,525,117 | 11,813 | |||||
$17,781,970,842 | $ 7,293,299,625 | $19,403,576,713 | $ 9,473,544,001 | $5,750,247,391 | $3,316,814 | |||||
$ — | $ — | $ — | $ 16,508 | $ 2,513 | $ — | |||||
$ 26,463,688 | $ 16,885,055 | $ 49,398,691 | $ 648,076,624 | $ 60,786,333 | $ — |
SPDR S&P Aerospace & Defense ETF | SPDR S&P Bank ETF | SPDR S&P Biotech ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ 1,911,084,912 | $ 2,025,161,730 | $ 6,578,510,828 | ||
Investments in affiliated issuers, at value
|
142,800,266 | 46,839,645 | 988,764,667 | ||
Total Investments
|
2,053,885,178 | 2,072,001,375 | 7,567,275,495 | ||
Net cash at broker
|
— | — | — | ||
Cash
|
3,551 | 349,513 | 37,786 | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | — | — | ||
Receivable for investments sold
|
— | 43 | — | ||
Receivable for fund shares sold
|
— | — | — | ||
Dividends receivable — unaffiliated issuers
|
91,936 | 4,327,369 | 959 | ||
Dividends receivable — affiliated issuers
|
21,574 | 7,812 | 135,575 | ||
Securities lending income receivable —
unaffiliated issuers
|
33,934 | 2,772 | 151,107 | ||
Securities lending income receivable — affiliated
issuers
|
84,697 | 8,931 | 917,558 | ||
TOTAL ASSETS
|
2,054,120,870 | 2,076,697,815 | 7,568,518,480 | ||
LIABILITIES | |||||
Payable upon return of securities loaned
|
63,852,633 | 46,244,960 | 557,754,988 | ||
Payable for investments purchased
|
— | — | 59,241,207 | ||
Payable for fund shares repurchased
|
— | — | 17,701 | ||
Advisory fee payable
|
571,225 | 505,881 | 1,991,360 | ||
Trustees’ fees and expenses payable
|
225 | 1,908 | 7,727 | ||
TOTAL LIABILITIES
|
64,424,083 | 46,752,749 | 619,012,983 | ||
NET ASSETS
|
$1,989,696,787 | $ 2,029,945,066 | $ 6,949,505,497 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$2,144,496,769 | $ 3,471,916,212 | $ 17,128,893,374 | ||
Total distributable earnings (loss)
|
(154,799,982) | (1,441,971,146) | (10,179,387,877) | ||
NET ASSETS
|
$1,989,696,787 | $ 2,029,945,066 | $ 6,949,505,497 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 135.35 | $ 46.03 | $ 89.27 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
14,700,000 | 44,102,118 | 77,850,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$1,578,025,636 | $ 2,106,571,451 | $ 6,685,905,372 | ||
Investments in affiliated issuers
|
210,788,030 | 46,839,668 | 1,202,014,631 | ||
Total cost of investments
|
$1,788,813,666 | $ 2,153,411,119 | $ 7,887,920,003 | ||
* Includes investments in securities on loan, at
value
|
$ 177,552,712 | $ 63,956,115 | $ 928,129,193 |
SPDR S&P Dividend ETF | SPDR S&P Homebuilders ETF | SPDR S&P Oil & Gas Exploration & Production ETF | SPDR S&P Regional Banking ETF | |||
$20,716,267,645 | $1,701,001,617 | $ 3,557,134,055 | $ 4,052,940,322 | |||
184,047,959 | 97,632,151 | 213,652,785 | 28,041,301 | |||
20,900,315,604 | 1,798,633,768 | 3,770,786,840 | 4,080,981,623 | |||
356,848 | — | 477,082 | — | |||
34,128 | 197 | 1,584,217 | 51,803 | |||
2,227,471 | — | 224,390 | — | |||
46 | — | — | 49 | |||
— | — | — | 4,667 | |||
38,880,740 | 917,450 | 1,365,815 | 9,847,927 | |||
336,684 | 5,739 | 41,461 | 34,266 | |||
1,665 | 1,476 | 16,380 | 7,075 | |||
32,943 | 21,096 | 57,703 | 11,263 | |||
20,942,186,129 | 1,799,579,726 | 3,774,553,888 | 4,090,938,673 | |||
113,267,196 | 96,960,427 | 180,117,635 | 23,202,572 | |||
— | — | — | — | |||
— | 11,261 | 4,708 | — | |||
6,106,389 | 479,150 | 1,034,289 | 1,102,669 | |||
12,384 | 118 | 2,858 | 613 | |||
119,385,969 | 97,450,956 | 181,159,490 | 24,305,854 | |||
$20,822,800,160 | $1,702,128,770 | $ 3,593,394,398 | $ 4,066,632,819 | |||
$23,106,660,734 | $2,520,054,351 | $ 9,188,659,527 | $ 6,614,111,284 | |||
(2,283,860,574) | (817,925,581) | (5,595,265,129) | (2,547,478,465) | |||
$20,822,800,160 | $1,702,128,770 | $ 3,593,394,398 | $ 4,066,632,819 | |||
$ 124.91 | $ 95.63 | $ 136.89 | $ 52.40 | |||
166,703,658 | 17,800,016 | 26,250,000 | 77,602,585 | |||
$ 20,033,110,502 | $1,590,013,038 | $ 3,968,581,701 | $ 3,916,709,819 | |||
184,054,029 | 97,632,120 | 249,099,757 | 28,041,666 | |||
$20,217,164,531 | $1,687,645,158 | $ 4,217,681,458 | $ 3,944,751,485 | |||
$ 186,919,161 | $ 105,240,637 | $ 350,240,666 | $ 51,608,057 |
SPDR Dow Jones REIT ETF | SPDR Portfolio S&P 400 Mid Cap ETF | SPDR Portfolio S&P 500 ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 29,129,595 | $ 62,174,511 | $ 171,830,325 | ||
Dividend income — affiliated issuers
|
329,235 | 155,202 | 2,226,708 | ||
Unaffiliated securities lending income
|
3,612 | 152,848 | 5,767 | ||
Affiliated securities lending income
|
37,380 | 468,507 | 203,829 | ||
Foreign taxes withheld
|
— | — | (45,252) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
29,499,822 | 62,951,068 | 174,221,377 | ||
EXPENSES | |||||
Advisory fee
|
1,665,015 | 1,169,116 | 2,252,484 | ||
Trustees’ fees and expenses
|
7,842 | 34,278 | 96,466 | ||
Miscellaneous expenses
|
286 | 2,732 | 5,582 | ||
TOTAL EXPENSES
|
1,673,143 | 1,206,126 | 2,354,532 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 27,826,679 | $ 61,744,942 | $ 171,866,845 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(15,592,701) | (51,443,251) | (55,879,155) | ||
Investments — affiliated issuers
|
3,710 | 1,964 | (451,883) | ||
In-kind redemptions — unaffiliated issuers
|
13,784,753 | 16,595,025 | 159,030,247 | ||
In-kind redemptions — affiliated issuers
|
— | — | 1,076 | ||
Foreign currency transactions
|
— | — | — | ||
Futures contracts
|
1,183,486 | — | 4,082,645 | ||
Net realized gain (loss)
|
(620,752) | (34,846,262) | 106,782,930 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
75,484,194 | 494,437,784 | 1,582,035,255 | ||
Investments — affiliated
issuers | |||||
(886) | (88) | 1,429,244 | |||
Foreign currency translations
|
— | — | — | ||
Futures contracts
|
328,130 | — | (81,146) | ||
Net change in unrealized
appreciation/depreciation
|
75,811,438 | 494,437,696 | 1,583,383,353 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
75,190,686 | 459,591,434 | 1,690,166,283 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$103,017,365 | $521,336,376 | $1,862,033,128 |
SPDR Portfolio S&P 500 Growth ETF | SPDR Portfolio S&P 500 High Dividend ETF | SPDR Portfolio S&P 500 Value ETF | SPDR Portfolio S&P 600 Small Cap ETF | SPDR Portfolio S&P 1500 Composite Stock Market ETF | SPDR Portfolio S&P Sector Neutral Dividend ETF(a) | |||||
123,516,905 | 160,780,183 | $ 176,976,237 | $ 82,699,840 | $ 55,784,982 | $ 29,331 | |||||
288,538 | 840,378 | 894,936 | 249,821 | 540,789 | 232 | |||||
2,424 | 4,592 | 9,821 | 60,616 | 23,702 | — | |||||
190,442 | 55,280 | 45,390 | 1,311,695 | 119,396 | — | |||||
(44,452) | — | (33,083) | (58,694) | (14,627) | — | |||||
123,953,857 | 161,680,433 | 177,893,301 | 84,263,278 | 56,454,242 | 29,563 | |||||
3,844,819 | 2,254,692 | 3,419,419 | 1,374,252 | 1,016,153 | 458 | |||||
93,392 | 37,968 | 82,726 | 36,049 | 33,215 | 11 | |||||
4,071 | 1,380 | 4,821 | 922 | 2,700 | — | |||||
3,942,282 | 2,294,040 | 3,506,966 | 1,411,223 | 1,052,068 | 469 | |||||
$ 120,011,575 | $ 159,386,393 | $ 174,386,335 | $ 82,852,055 | $ 55,402,174 | $ 29,094 | |||||
(455,459,689) | (245,282,488) | (341,586,297) | (174,360,726) | (18,741,155) | (1,202) | |||||
(624) | 7,492 | (698,302) | 1,184 | (125,764) | (24) | |||||
220,878,580 | 34,710,181 | 1,695,805,068 | 59,135,586 | 37,246,328 | — | |||||
— | — | 6,110 | — | 2,798 | — | |||||
— | — | — | — | (8) | — | |||||
— | 1,717,310 | — | 54,008 | 637,093 | — | |||||
(234,581,733) | (208,847,505) | 1,353,526,579 | (115,169,948) | 19,019,292 | (1,226) | |||||
1,551,753,342 | 572,904,720 | 116,069,717 | 860,733,038 | 479,035,441 | 217,457 | |||||
(282) | (283) | 2,349,975 | 290 | 357,603 | 473 | |||||
— | — | — | 44 | — | — | |||||
— | 396,615 | — | 816,575 | 544,111 | — | |||||
1,551,753,060 | 573,301,052 | 118,419,692 | 861,549,947 | 479,937,155 | 217,930 | |||||
1,317,171,327 | 364,453,547 | 1,471,946,271 | 746,379,999 | 498,956,447 | 216,704 | |||||
$1,437,182,902 | $ 523,839,940 | $1,646,332,606 | $ 829,232,054 | $554,358,621 | $245,798 |
(a) | For the period September 12, 2023 (commencement of operations) through December 31, 2023. |
SPDR S&P Aerospace & Defense ETF | SPDR S&P Bank ETF | SPDR S&P Biotech ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 9,102,763 | $ 26,400,642 | $ 4,360,420 | ||
Dividend income — affiliated issuers
|
55,348 | 35,179 | 237,320 | ||
Unaffiliated securities lending income
|
108,015 | 20,746 | 992,071 | ||
Affiliated securities lending income
|
531,869 | 108,382 | 5,570,909 | ||
Foreign taxes withheld
|
— | (53,265) | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
9,797,995 | 26,511,684 | 11,160,720 | ||
EXPENSES | |||||
Advisory fee
|
2,877,618 | 2,347,625 | 10,536,255 | ||
Trustees’ fees and expenses
|
7,881 | 8,154 | 38,192 | ||
Miscellaneous expenses
|
342 | 274 | 1,268 | ||
TOTAL EXPENSES
|
2,885,841 | 2,356,053 | 10,575,715 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 6,912,154 | $ 24,155,631 | $ 585,005 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(18,296,340) | (59,491,890) | (471,293,169) | ||
Investments — affiliated issuers
|
(10,743,497) | 583 | (643,296,356) | ||
In-kind redemptions — unaffiliated issuers
|
65,555,263 | 51,682,487 | 512,411,504 | ||
In-kind redemptions — affiliated issuers
|
206,436 | — | 31,986,180 | ||
Futures contracts
|
— | — | — | ||
Swap contracts
|
— | — | — | ||
Net realized gain (loss)
|
36,721,862 | (7,808,820) | (570,191,841) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
174,541,345 | 349,731,788 | 717,203,792 | ||
Investments — affiliated issuers
|
(5,968,715) | (23) | 400,062,987 | ||
Futures contracts
|
— | — | — | ||
Swap contracts
|
— | — | — | ||
Net change in unrealized
appreciation/depreciation
|
168,572,630 | 349,731,765 | 1,117,266,779 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
205,294,492 | 341,922,945 | 547,074,938 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$212,206,646 | $366,078,576 | $ 547,659,943 |
SPDR S&P Dividend ETF | SPDR S&P Homebuilders ETF | SPDR S&P Oil & Gas Exploration & Production ETF | SPDR S&P Regional Banking ETF | |||
308,715,005 | $ 8,390,624 | $ 49,095,908 | $ 57,041,192 | |||
14,370,541 | 23,815 | 125,760 | 643,487 | |||
216,121 | 20,003 | 139,942 | 34,537 | |||
211,922 | 84,643 | 412,726 | 203,317 | |||
— | — | — | (135,761) | |||
323,513,589 | 8,519,085 | 49,774,336 | 57,786,772 | |||
36,604,769 | 2,393,038 | 6,408,841 | 5,245,544 | |||
120,491 | 6,158 | 20,354 | 14,864 | |||
4,533 | 284 | 800 | 615 | |||
36,729,793 | 2,399,480 | 6,429,995 | 5,261,023 | |||
$ 286,783,796 | $ 6,119,605 | $ 43,344,341 | $ 52,525,749 | |||
(210,981,280) | (23,055,330) | (71,521,816) | (219,871,171) | |||
(249,035,859) | 315 | (24,541,835) | (67,910,737) | |||
270,590,878 | 165,067,548 | 178,410,448 | 230,508,714 | |||
— | — | (363,013) | — | |||
901,989 | — | 277,931 | — | |||
1,992,539 | — | — | — | |||
(186,531,733) | 142,012,533 | 82,261,715 | (57,273,194) | |||
269,496,775 | 123,592,004 | 111,244,033 | 809,670,458 | |||
266,998,255 | 31 | (1,985,665) | 64,563,775 | |||
(541,210) | — | 143,954 | — | |||
(6,659,869) | — | — | — | |||
529,293,951 | 123,592,035 | 109,402,322 | 874,234,233 | |||
342,762,218 | 265,604,568 | 191,664,037 | 816,961,039 | |||
$ 629,546,014 | $271,724,173 | $235,008,378 | $ 869,486,788 |
SPDR Dow Jones REIT ETF | SPDR Portfolio S&P 400 Mid Cap ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 27,826,679 | $ 46,247,946 | $ 61,744,942 | $ 92,714,859 | |||
Net realized gain (loss)
|
(620,752) | (29,366,074) | (34,846,262) | (5,299,563) | |||
Net change in unrealized
appreciation/depreciation
|
75,811,438 | (43,123,124) | 494,437,696 | 770,941,357 | |||
Net increase (decrease) in net assets resulting
from operations
|
103,017,365 | (26,241,252) | 521,336,376 | 858,356,653 | |||
Net equalization credits and charges
|
(1,223,191) | 8,995,562 | 636,573 | 1,467,193 | |||
Distributions to shareholders
|
(31,144,667) | (59,848,485) | (57,558,391) | (94,878,855) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
773,565,371 | 1,062,740,742 | 904,950,914 | 2,030,980,037 | |||
Cost of shares redeemed
|
(746,319,477) | (1,355,504,487) | (60,575,782) | (639,918,879) | |||
Net income equalization
|
1,223,191 | (8,995,562) | (636,573) | (1,467,193) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
28,469,085 | (301,759,307) | 843,738,559 | 1,389,593,965 | |||
Net increase (decrease) in net assets during the
period
|
99,118,592 | (378,853,482) | 1,308,153,117 | 2,154,538,956 | |||
Net assets at beginning of period
|
1,342,209,665 | 1,721,063,147 | 6,712,402,354 | 4,557,863,398 | |||
NET ASSETS AT END OF PERIOD
|
$1,441,328,257 | $ 1,342,209,665 | $8,020,555,471 | $6,712,402,354 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
8,675,000 | 11,625,000 | 19,800,000 | 46,850,000 | |||
Shares redeemed
|
(8,375,000) | (14,900,000) | (1,400,000) | (15,400,000) | |||
Net increase (decrease) from share
transactions
|
300,000 | (3,275,000) | 18,400,000 | 31,450,000 |
SPDR Portfolio S&P 500 ETF | SPDR Portfolio S&P 500 Growth ETF | SPDR Portfolio S&P 500 High Dividend ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 171,866,845 | $ 255,360,202 | $ 120,011,575 | $ 173,826,081 | $ 159,386,393 | $ 312,603,229 | |||||
106,782,930 | 651,761,693 | (234,581,733) | (955,624,447) | (208,847,505) | 339,913,234 | |||||
1,583,383,353 | 1,924,623,430 | 1,551,753,060 | 3,323,567,475 | 573,301,052 | (750,323,685) | |||||
1,862,033,128 | 2,831,745,325 | 1,437,182,902 | 2,541,769,109 | 523,839,940 | (97,807,222) | |||||
8,825,852 | 3,786,305 | 2,590,421 | 914,072 | 2,452,156 | 2,713,475 | |||||
(175,866,689) | (259,368,415) | (122,549,701) | (173,909,356) | (172,687,871) | (331,882,313) | |||||
5,937,600,180 | 6,440,027,639 | 3,183,201,448 | 7,596,373,579 | 639,068,613 | 5,104,018,295 | |||||
(649,216,723) | (2,997,644,605) | (845,965,161) | (4,080,545,648) | (646,501,428) | (5,931,088,704) | |||||
(8,825,852) | (3,786,305) | (2,590,421) | (914,072) | (2,452,156) | (2,713,475) | |||||
5,279,557,605 | 3,438,596,729 | 2,334,645,866 | 3,514,913,859 | (9,884,971) | (829,783,884) | |||||
6,974,549,896 | 6,014,759,944 | 3,651,869,488 | 5,883,687,684 | 343,719,254 | (1,256,759,944) | |||||
18,776,812,187 | 12,762,052,243 | 17,732,988,109 | 11,849,300,425 | 6,511,146,882 | 7,767,906,826 | |||||
$25,751,362,083 | $18,776,812,187 | $21,384,857,597 | $17,732,988,109 | $6,854,866,136 | $ 6,511,146,882 | |||||
113,400,000 | 136,550,000 | 51,800,000 | 137,050,000 | 16,950,000 | 127,050,000 | |||||
(12,750,000) | (64,200,000) | (13,600,000) | (73,300,000) | (17,500,000) | (146,350,000) | |||||
100,650,000 | 72,350,000 | 38,200,000 | 63,750,000 | (550,000) | (19,300,000) |
SPDR Portfolio S&P 500 Value ETF | SPDR Portfolio S&P 600 Small Cap ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 174,386,335 | $ 304,356,353 | $ 82,852,055 | $ 84,645,195 | |||
Net realized gain (loss)
|
1,353,526,579 | 649,337,396 | (115,169,948) | (170,154,142) | |||
Net change in unrealized
appreciation/depreciation
|
118,419,692 | 1,503,162,843 | 861,549,947 | 530,950,733 | |||
Net increase (decrease) in net assets resulting
from operations
|
1,646,332,606 | 2,456,856,592 | 829,232,054 | 445,441,786 | |||
Net equalization credits and charges
|
4,643,335 | 4,301,710 | 3,736,397 | 1,623,384 | |||
Distributions to shareholders
|
(175,808,091) | (309,828,409) | (80,983,849) | (80,915,674) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
7,045,156,326 | 9,079,649,605 | 1,785,290,557 | 2,314,081,742 | |||
Proceeds in connection with Reorganization (Note
11)
|
— | — | — | 1,724,236,383 | |||
Cost of shares redeemed
|
(4,472,735,086) | (7,675,833,545) | (276,068,626) | (760,162,360) | |||
Net income equalization
|
(4,643,335) | (4,301,710) | (3,736,397) | (1,623,384) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
2,567,777,905 | 1,399,514,350 | 1,505,485,534 | 3,276,532,381 | |||
Net increase (decrease) in net assets during the
period
|
4,042,945,755 | 3,550,844,243 | 2,257,470,136 | 3,642,681,877 | |||
Net assets at beginning of period
|
16,055,170,292 | 12,504,326,049 | 7,651,569,287 | 4,008,887,410 | |||
NET ASSETS AT END OF PERIOD
|
$ 20,098,116,047 | $16,055,170,292 | $9,909,039,423 | $7,651,569,287 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
156,850,000 | 228,350,000 | 45,500,000 | 61,250,000 | |||
Shares issued in tax-free transfer of assets
(Note 11)
|
— | — | — | 44,960,263 | |||
Shares redeemed
|
(97,350,000) | (196,450,000) | (7,350,000) | (20,650,046) | |||
Net increase (decrease) from share
transactions
|
59,500,000 | 31,900,000 | 38,150,000 | 85,560,217 |
SPDR Portfolio S&P 1500 Composite Stock Market ETF | SPDR Portfolio S&P Sector Neutral Dividend ETF | SPDR S&P Aerospace & Defense ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
For
the Period 9/12/23*- 12/31/23 (Unaudited) |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
$ 55,402,174 | $ 95,540,373 | $ 29,094 | $ 6,912,154 | $ 6,827,167 | ||||
19,019,292 | 173,551,745 | (1,226) | 36,721,862 | (113,851,785) | ||||
479,937,155 | 759,340,987 | 217,930 | 168,572,630 | 367,021,257 | ||||
554,358,621 | 1,028,433,105 | 245,798 | 212,206,646 | 259,996,639 | ||||
737,980 | 235,733 | (98) | (269,780) | (100,082) | ||||
(54,688,708) | (95,739,344) | (28,967) | (6,682,294) | (7,062,064) | ||||
502,353,723 | 1,079,809,103 | 3,321,945 | 460,568,254 | 237,846,999 | ||||
— | — | — | — | — | ||||
(103,603,978) | (589,474,568) | — | (214,326,468) | (182,727,069) | ||||
(737,980) | (235,733) | 98 | 269,780 | 100,082 | ||||
398,011,765 | 490,098,802 | 3,322,043 | 246,511,566 | 55,220,012 | ||||
898,419,658 | 1,423,028,296 | 3,538,776 | 451,766,138 | 308,054,505 | ||||
6,540,116,782 | 5,117,088,486 | — | 1,537,930,649 | 1,229,876,144 | ||||
$7,438,536,440 | $ 6,540,116,782 | $3,538,776 | $1,989,696,787 | $1,537,930,649 | ||||
9,200,000 | 22,000,000 | 110,000 | 3,875,000 | 2,125,000 | ||||
— | — | — | — | — | ||||
(1,900,000) | (12,100,000) | — | (1,825,000) | (1,700,000) | ||||
7,300,000 | 9,900,000 | 110,000 | 2,050,000 | 425,000 |
* | Commencement of operations. |
SPDR S&P Bank ETF | SPDR S&P Biotech ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 24,155,631 | $ 48,695,174 | $ 585,005 | $ (7,903,939) | |||
Net realized gain (loss)
|
(7,808,820) | (367,247,381) | (570,191,841) | (352,842,367) | |||
Net change in unrealized
appreciation/depreciation
|
349,731,765 | 135,458,759 | 1,117,266,779 | 1,094,224,932 | |||
Net increase (decrease) in net assets resulting
from operations
|
366,078,576 | (183,093,448) | 547,659,943 | 733,478,626 | |||
Net equalization credits and charges
|
685,008 | (577,755) | (138,726) | 273,717 | |||
Distributions to shareholders
|
(25,294,950) | (49,427,639) | (1,138,261) | (202,133) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
1,816,987,232 | 1,898,622,027 | 7,673,145,466 | 18,050,690,118 | |||
Cost of shares redeemed
|
(1,479,302,268) | (2,390,525,806) | (7,716,038,025) | (19,182,560,672) | |||
Net income equalization
|
(685,008) | 577,755 | 138,726 | (273,717) | |||
Other capital
|
— | — | — | — | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
336,999,956 | (491,326,024) | (42,753,833) | (1,132,144,271) | |||
Net increase (decrease) in net assets during the
period
|
678,468,590 | (724,424,866) | 503,629,123 | (398,594,061) | |||
Net assets at beginning of period
|
1,351,476,476 | 2,075,901,342 | 6,445,876,374 | 6,844,470,435 | |||
NET ASSETS AT END OF PERIOD
|
$ 2,029,945,066 | $ 1,351,476,476 | $ 6,949,505,497 | $ 6,445,876,374 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
44,350,000 | 47,050,000 | 100,950,000 | 216,375,000 | |||
Shares redeemed
|
(37,800,000) | (56,800,000) | (100,525,000) | (231,150,000) | |||
Net increase (decrease) from share
transactions
|
6,550,000 | (9,750,000) | 425,000 | (14,775,000) |
SPDR S&P Dividend ETF | SPDR S&P Homebuilders ETF | SPDR S&P Oil & Gas Exploration & Production ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 286,783,796 | $ 612,209,022 | $ 6,119,605 | $ 10,431,669 | $ 43,344,341 | $ 117,030,355 | |||||
(186,531,733) | 1,068,601,743 | 142,012,533 | (59,921,190) | 82,261,715 | 228,322,359 | |||||
529,293,951 | (336,516,211) | 123,592,035 | 420,349,055 | 109,402,322 | 67,875,665 | |||||
629,546,014 | 1,344,294,554 | 271,724,173 | 370,859,534 | 235,008,378 | 413,228,379 | |||||
(2,502,604) | 1,894,838 | 207,474 | 305,283 | (1,744,791) | (7,872,422) | |||||
(304,244,234) | (585,912,064) | (6,515,426) | (10,744,968) | (44,223,293) | (111,292,039) | |||||
429,885,458 | 7,840,965,173 | 3,294,597,466 | 5,344,243,911 | 4,636,685,721 | 12,425,591,414 | |||||
(1,989,839,554) | (7,133,626,177) | (3,186,399,640) | (5,261,807,543) | (4,460,229,099) | (13,573,674,661) | |||||
2,502,604 | (1,894,838) | (207,474) | (305,283) | 1,744,791 | 7,872,422 | |||||
— | — | — | — | — | (730) | |||||
(1,557,451,492) | 705,444,158 | 107,990,352 | 82,131,085 | 178,201,413 | (1,140,211,555) | |||||
(1,234,652,316) | 1,465,721,486 | 373,406,573 | 442,550,934 | 367,241,707 | (846,147,637) | |||||
22,057,452,476 | 20,591,730,990 | 1,328,722,197 | 886,171,263 | 3,226,152,691 | 4,072,300,328 | |||||
$20,822,800,160 | $22,057,452,476 | $ 1,702,128,770 | $ 1,328,722,197 | $ 3,593,394,398 | $ 3,226,152,691 | |||||
3,500,000 | 63,100,000 | 41,100,000 | 82,500,000 | 32,900,000 | 93,300,000 | |||||
(16,700,000) | (56,700,000) | (39,850,000) | (82,150,000) | (31,700,000) | (102,350,000) | |||||
(13,200,000) | 6,400,000 | 1,250,000 | 350,000 | 1,200,000 | (9,050,000) |
SPDR S&P Regional Banking ETF | |||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 52,525,749 | $ 84,893,008 | |
Net realized gain (loss)
|
(57,273,194) | (960,241,860) | |
Net change in unrealized
appreciation/depreciation
|
874,234,233 | 65,462,531 | |
Net increase (decrease) in net assets resulting
from operations
|
869,486,788 | (809,886,321) | |
Net equalization credits and charges
|
869,709 | 10,167,543 | |
Distributions to shareholders
|
(54,159,662) | (95,585,698) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
6,700,152,220 | 13,555,777,173 | |
Cost of shares redeemed
|
(6,353,503,998) | (12,810,102,553) | |
Net income equalization
|
(869,709) | (10,167,543) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
345,778,513 | 735,507,077 | |
Net increase (decrease) in net assets during the
period
|
1,161,975,348 | (159,797,399) | |
Net assets at beginning of period
|
2,904,657,471 | 3,064,454,870 | |
NET ASSETS AT END OF PERIOD
|
$ 4,066,632,819 | $ 2,904,657,471 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
148,100,000 | 276,600,000 | |
Shares redeemed
|
(141,650,000) | (258,200,000) | |
Net increase (decrease) from share
transactions
|
6,450,000 | 18,400,000 |
SPDR Dow Jones REIT ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 90.50 | $ 95.05 | $ 104.87 | $ 78.07 | $ 98.82 | $ 93.80 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.85 | 2.74 | 2.18 | 1.89 | 2.50 | 2.74 | |||||
Net realized and unrealized gain (loss) (b)
|
5.06 | (4.28) | (8.86) | 28.25 | (19.84) | 5.92 | |||||
Total from investment operations
|
6.91 | (1.54) | (6.68) | 30.14 | (17.34) | 8.66 | |||||
Net equalization credits and charges (a)
|
(0.08) | 0.53 | 0.06 | 0.08 | (0.10) | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(2.08) | (3.54) | (3.20) | (3.42) | (3.31) | (3.65) | |||||
Net asset value, end of period
|
$ 95.25 | $ 90.50 | $ 95.05 | $ 104.87 | $ 78.07 | $ 98.82 | |||||
Total return (c)
|
7.69% | (0.81)% | (6.69)% | 39.59% | (18.04)% | 9.58% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,441,328 | $1,342,210 | $1,721,063 | $1,838,574 | $1,353,163 | $2,532,796 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.25%(d) | 0.26% | 0.25% | 0.25% | 0.25% | 0.25% | |||||
Net investment income (loss)
|
4.18%(d) | 3.00% | 1.96% | 2.12% | 2.61% | 2.89% | |||||
Portfolio turnover rate (e)
|
2%(f) | 5% | 10% | 6% | 17% | 9% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR Portfolio S&P 400 Mid Cap ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 45.90 | $ 39.70 | $ 47.21 | $ 31.26 | $ 34.06 | $ 34.86 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.40 | 0.72 | 0.64 | 0.54 | 0.54 | 0.54 | |||||
Net realized and unrealized gain (loss) (b)
|
2.77 | 6.19 | (7.50) | 15.95 | (2.77) | (0.82) | |||||
Total from investment operations
|
3.17 | 6.91 | (6.86) | 16.49 | (2.23) | (0.28) | |||||
Net equalization credits and charges (a)
|
0.00(c) | 0.01 | 0.01 | 0.01 | 0.01 | 0.04 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.36) | (0.72) | (0.66) | (0.55) | (0.58) | (0.56) | |||||
Net asset value, end of period
|
$ 48.71 | $ 45.90 | $ 39.70 | $ 47.21 | $ 31.26 | $ 34.06 | |||||
Total return (d)
|
6.97% | 17.60% | (14.67)% | 53.05% | (6.53)% | (0.60)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$8,020,555 | $6,712,402 | $4,557,863 | $4,718,598 | $2,341,048 | $1,592,467 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.03%(e) | 0.06% | 0.05% | 0.05% | 0.05% | 0.05% | |||||
Net investment income (loss)
|
1.76%(e) | 1.66% | 1.37% | 1.34% | 1.66% | 1.61% | |||||
Portfolio turnover rate (f)
|
12%(g) | 17% | 13% | 14% | 30% | 8% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio S&P 500 ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 52.14 | $ 44.34 | $ 50.34 | $ 36.30 | $ 34.53 | $ 31.87 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.43 | 0.79 | 0.73 | 0.66 | 0.69 | 0.65 | |||||
Net realized and unrealized gain (loss) (b)
|
3.71 | 7.79 | (6.03) | 14.02 | 1.72 | 2.64 | |||||
Total from investment operations
|
4.14 | 8.58 | (5.30) | 14.68 | 2.41 | 3.29 | |||||
Net equalization credits and charges (a)
|
0.02 | 0.01 | 0.02 | 0.03 | 0.06 | 0.05 | |||||
Contribution from affiliate
|
— | — | — | 0.00(c) | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.42) | (0.79) | (0.72) | (0.67) | (0.70) | (0.68) | |||||
Net asset value, end of period
|
$ 55.88 | $ 52.14 | $ 44.34 | $ 50.34 | $ 36.30 | $ 34.53 | |||||
Total return (d)
|
8.04% | 19.58% | (10.67)% | 40.79% | 7.26% | 10.65% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$25,751,362 | $18,776,812 | $12,762,052 | $10,724,280 | $5,516,028 | $2,527,961 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.02%(e) | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | |||||
Net investment income (loss)
|
1.64%(e) | 1.67% | 1.42% | 1.51% | 1.97% | 2.00% | |||||
Portfolio turnover rate (f)
|
2%(g) | 2% | 2% | 4% | 11% | 5% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio S&P 500 Growth ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 61.02 | $ 52.23 | $ 62.98 | $ 44.96 | $ 38.74 | $ 35.12 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.39 | 0.65 | 0.47 | 0.46 | 0.55 | 0.53 | |||||
Net realized and unrealized gain (loss) (b)
|
4.00 | 8.78 | (10.76) | 18.02 | 6.24 | 3.60 | |||||
Total from investment operations
|
4.39 | 9.43 | (10.29) | 18.48 | 6.79 | 4.13 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.00(c) | 0.01 | (0.00)(c) | (0.01) | 0.03 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.38) | (0.64) | (0.47) | (0.46) | (0.56) | (0.54) | |||||
Net asset value, end of period
|
$ 65.04 | $ 61.02 | $ 52.23 | $ 62.98 | $ 44.96 | $ 38.74 | |||||
Total return (d)
|
7.24% | 18.21% | (16.45)% | 41.27% | 17.67% | 11.96% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$21,384,858 | $17,732,988 | $11,849,300 | $12,378,498 | $7,903,192 | $5,390,890 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.04%(e) | 0.05% | 0.04% | 0.04% | 0.04% | 0.04% | |||||
Net investment income (loss)
|
1.25%(e) | 1.19% | 0.73% | 0.85% | 1.36% | 1.45% | |||||
Portfolio turnover rate (f)
|
31%(g) | 33% | 14% | 11% | 23% | 21% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 37.11 | $ 39.89 | $ 40.09 | $ 27.89 | $ 38.01 | $ 37.27 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.91 | 1.66 | 1.60 | 1.48 | 1.58 | 1.64 | |||||
Net realized and unrealized gain (loss) (b)
|
2.13 | (2.67) | (0.19) | 12.47 | (10.08) | 0.61 | |||||
Total from investment operations
|
3.04 | (1.01) | 1.41 | 13.95 | (8.50) | 2.25 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.01 | (0.04) | 0.16 | 0.09 | 0.19 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.97) | (1.78) | (1.57) | (1.91) | (1.71) | (1.70) | |||||
Net asset value, end of period
|
$ 39.19 | $ 37.11 | $ 39.89 | $ 40.09 | $ 27.89 | $ 38.01 | |||||
Total return (c)
|
8.38% | (2.46)% | 3.37% | 51.84% | (22.55)% | 6.82% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$6,854,866 | $6,511,147 | $7,767,907 | $4,666,565 | $1,916,307 | $1,704,761 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.07%(d) | 0.08% | 0.07% | 0.07% | 0.07% | 0.07% | |||||
Net investment income (loss)
|
4.95%(d) | 4.23% | 3.83% | 4.28% | 4.64% | 4.41% | |||||
Portfolio turnover rate (e)
|
23%(f) | 46% | 29% | 39% | 45% | 28% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total return for periods 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 Portfolio S&P 500 Value ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 43.21 | $ 36.81 | $ 39.54 | $ 29.04 | $ 31.28 | $ 29.60 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.44 | 0.84 | 0.86 | 0.81 | 0.84 | 0.79 | |||||
Net realized and unrealized gain (loss) (b)
|
3.39 | 6.39 | (2.76) | 10.45 | (2.31) | 1.68 | |||||
Total from investment operations
|
3.83 | 7.23 | (1.90) | 11.26 | (1.47) | 2.47 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.01 | 0.02 | 0.07 | 0.07 | 0.03 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.43) | (0.84) | (0.85) | (0.83) | (0.84) | (0.82) | |||||
Net asset value, end of period
|
$ 46.62 | $ 43.21 | $ 36.81 | $ 39.54 | $ 29.04 | $ 31.28 | |||||
Total return (c)
|
8.97% | 19.94% | (4.92)% | 39.44% | (4.54)% | 8.59% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$20,098,116 | $16,055,170 | $12,504,326 | $12,120,515 | $4,753,481 | $2,883,852 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.04%(d) | 0.05% | 0.04% | 0.04% | 0.04% | 0.04% | |||||
Net investment income (loss)
|
2.04%(d) | 2.12% | 2.12% | 2.28% | 2.67% | 2.63% | |||||
Portfolio turnover rate (e)
|
35%(f) | 27% | 16% | 18% | 34% | 30% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 38.86 | $ 36.00 | $ 43.95 | $ 26.57 | $ 30.65 | $ 32.26 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.39 | 0.66 | 0.61 | 0.45 | 0.44 | 0.48 | |||||
Net realized and unrealized gain (loss) (b)
|
3.25 | 2.80 | (7.95) | 17.37 | (4.07) | (1.57) | |||||
Total from investment operations
|
3.64 | 3.46 | (7.34) | 17.82 | (3.63) | (1.09) | |||||
Net equalization credits and charges (a)
|
0.02 | 0.01 | 0.01 | 0.00(c) | 0.04 | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.36) | (0.61) | (0.62) | (0.44) | (0.49) | (0.53) | |||||
Net asset value, end of period
|
$ 42.16 | $ 38.86 | $ 36.00 | $ 43.95 | $ 26.57 | $ 30.65 | |||||
Total return (d)
|
9.43% | 9.75% | (16.87)% | 67.37% | (11.78)% | (3.24)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$9,909,039 | $7,651,569 | $4,008,887 | $4,179,916 | $2,168,502 | $1,367,143 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.03%(e) | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% | |||||
Net investment income (loss)
|
2.00%(e) | 1.75% | 1.45% | 1.25% | 1.55% | 1.57% | |||||
Portfolio turnover rate (f)
|
15%(g) | 22% | 16% | 13% | 80% | 14% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 54.48 | $ 46.46 | $ 52.97 | $ 37.81 | $ 36.49 | $ 33.98 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.45 | 0.82 | 0.76 | 0.68 | 0.72 | 0.68 | |||||
Net realized and unrealized gain (loss) (b)
|
3.91 | 8.02 | (6.51) | 15.15 | 1.35 | 2.43 | |||||
Total from investment operations
|
4.36 | 8.84 | (5.75) | 15.83 | 2.07 | 3.11 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.00(c) | 0.01 | 0.01 | (0.02) | 0.06 | |||||
Contribution from affiliate
|
— | — | — | 0.00(c) | — | — | |||||
Other capital
|
— | — | 0.00(c) | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.44) | (0.82) | (0.77) | (0.68) | (0.73) | (0.66) | |||||
Net asset value, end of period
|
$ 58.41 | $ 54.48 | $ 46.46 | $ 52.97 | $ 37.81 | $ 36.49 | |||||
Total return (d)
|
8.06% | 19.26% | (11.02)% | 42.13% | 5.76% | 9.45% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$7,438,536 | $6,540,117 | $5,117,088 | $5,182,681 | $3,391,957 | $3,497,222 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.03%(e) | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | |||||
Net investment income (loss)
|
1.64%(e) | 1.67% | 1.41% | 1.48% | 1.93% | 1.96% | |||||
Portfolio turnover rate (f)
|
2%(g) | 2% | 1% | 3% | 12% | 4% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio S&P Sector Neutral Dividend ETF | |
For
the Period 9/12/23*- 12/31/23 (Unaudited) | |
Net asset value, beginning of period
|
$30.00 |
Income (loss) from investment operations: | |
Net investment income (loss) (a)
|
0.29 |
Net realized and unrealized gain (loss) (b)
|
2.17 |
Total from investment operations
|
2.46 |
Net equalization credits and charges (a)
|
0.00(c) |
Distributions to shareholders from: | |
Net investment income
|
(0.29) |
Net asset value, end of period
|
$32.17 |
Total return (d)
|
8.01% |
Ratios and Supplemental Data: | |
Net assets, end of period (in 000s)
|
$3,539 |
Ratios to average net assets: | |
Total expenses
|
0.05%(e) |
Net investment income (loss)
|
3.18%(e) |
Portfolio turnover rate (f)
|
4%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Aerospace & Defense ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 121.58 | $ 100.60 | $ 132.28 | $ 87.61 | $ 104.01 | $ 87.07 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.51 | 0.55 | 0.49 | 0.77 | 1.01 | 0.54 | |||||
Net realized and unrealized gain (loss) (b)
|
13.75 | 21.01 | (31.72) | 44.88 | (16.37) | 17.39 | |||||
Total from investment operations
|
14.26 | 21.56 | (31.23) | 45.65 | (15.36) | 17.93 | |||||
Net equalization credits and charges (a)
|
(0.02) | (0.01) | 0.00(c) | (0.02) | 0.00(c) | 0.03 | |||||
Voluntary contribution from Custodian
|
— | — | — | — | — | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.47) | (0.57) | (0.45) | (0.96) | (1.04) | (1.02) | |||||
Net asset value, end of period
|
$ 135.35 | $ 121.58 | $ 100.60 | $ 132.28 | $ 87.61 | $ 104.01 | |||||
Total return (d)
|
11.75% | 21.49% | (23.65)% | 52.23% | (14.83)% | 20.75% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,989,697 | $1,537,931 | $1,229,876 | $1,418,716 | $1,368,843 | $1,549,742 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.84%(e) | 0.50% | 0.42% | 0.71% | 1.01% | 0.58% | |||||
Portfolio turnover rate (f)
|
19%(g) | 26% | 38% | 26% | 28% | 22% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Bank ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 35.99 | $ 43.89 | $ 51.31 | $ 31.57 | $ 43.45 | $ 47.19 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.71 | 1.21 | 1.15 | 1.16 | 1.09 | 0.90 | |||||
Net realized and unrealized gain (loss) (b)
|
10.02 | (7.82) | (7.26) | 19.71 | (11.95) | (3.62) | |||||
Total from investment operations
|
10.73 | (6.61) | (6.11) | 20.87 | (10.86) | (2.72) | |||||
Net equalization credits and charges (a)
|
0.02 | (0.01) | (0.06) | 0.01 | 0.02 | (0.03) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.71) | (1.28) | (1.25) | (1.14) | (1.04) | (0.99) | |||||
Net asset value, end of period
|
$ 46.03 | $ 35.99 | $ 43.89 | $ 51.31 | $ 31.57 | $ 43.45 | |||||
Total return (c)
|
30.14% | (15.33)% | (12.36)% | 67.13% | (25.32)% | (5.72)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,029,945 | $1,351,476 | $2,075,901 | $3,355,683 | $1,307,007 | $1,742,407 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(d) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
3.60%(d) | 2.75% | 2.19% | 2.60% | 2.74% | 2.02% | |||||
Portfolio turnover rate (e)
|
16%(f) | 34% | 37% | 41% | 30% | 24% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Biotech ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 83.25 | $ 74.24 | $ 135.54 | $ 112.03 | $ 87.82 | $ 95.23 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.01 | (0.09) | (0.17) | 0.24 | 0.01 | 0.04 | |||||
Net realized and unrealized gain (loss) (b)
|
6.02 | 9.10 | (61.02) | 23.57 | 24.22 | (7.37) | |||||
Total from investment operations
|
6.03 | 9.01 | (61.19) | 23.81 | 24.23 | (7.33) | |||||
Net equalization credits and charges (a)
|
0.00(c) | 0.00(c) | (0.11) | (0.00)(c) | 0.00(c) | 0.00(c) | |||||
Other capital
|
— | — | 0.00(c) | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.01) | (0.00)(c) | — | (0.30) | (0.02) | (0.08) | |||||
Net asset value, end of period
|
$ 89.27 | $ 83.25 | $ 74.24 | $ 135.54 | $ 112.03 | $ 87.82 | |||||
Total return (d)
|
7.24% | 12.15% | (45.23)% | 21.27% | 27.59% | (7.70)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$6,949,505 | $6,445,876 | $6,844,470 | $7,254,733 | $5,402,647 | $4,412,868 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.02%(e) | (0.11)% | (0.17)% | 0.18% | 0.01% | 0.05% | |||||
Portfolio turnover rate (f)
|
33%(g) | 65% | 64% | 74% | 66% | 45% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Dividend ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 122.61 | $ 118.68 | $ 122.33 | $ 91.25 | $ 100.96 | $ 92.65 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.65 | 3.35 | 3.25 | 3.28 | 2.84 | 2.41 | |||||
Net realized and unrealized gain (loss) (b)
|
2.43 | 3.76 | (3.57) | 31.05 | (9.68) | 8.30 | |||||
Total from investment operations
|
4.08 | 7.11 | (0.32) | 34.33 | (6.84) | 10.71 | |||||
Net equalization credits and charges (a)
|
(0.01) | 0.01 | 0.02 | (0.01) | (0.04) | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.77) | (3.19) | (3.35) | (3.24) | (2.83) | (2.42) | |||||
Net asset value, end of period
|
$ 124.91 | $ 122.61 | $ 118.68 | $ 122.33 | $ 91.25 | $ 100.96 | |||||
Total return (c)
|
3.37% | 6.06% | (0.28)% | 38.17% | (6.82)% | 11.76% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$20,822,800 | $22,057,452 | $20,591,731 | $19,670,957 | $15,197,866 | $18,698,029 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(d) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
2.74%(d) | 2.71% | 2.61% | 3.06% | 2.89% | 2.49% | |||||
Portfolio turnover rate (e)
|
29%(f) | 29% | 24% | 22% | 31% | 20% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Homebuilders ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 80.29 | $ 54.70 | $ 73.23 | $ 43.92 | $ 41.69 | $ 39.56 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.37 | 0.70 | 0.51 | 0.43 | 0.43 | 0.41 | |||||
Net realized and unrealized gain (loss) (b)
|
15.34 | 25.57 | (18.48) | 29.30 | 2.20 | 2.17 | |||||
Total from investment operations
|
15.71 | 26.27 | (17.97) | 29.73 | 2.63 | 2.58 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.02 | (0.04) | (0.00)(c) | 0.03 | (0.03) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.38) | (0.70) | (0.52) | (0.42) | (0.43) | (0.42) | |||||
Net asset value, end of period
|
$ 95.63 | $ 80.29 | $ 54.70 | $ 73.23 | $ 43.92 | $ 41.69 | |||||
Total return (d)
|
19.64% | 48.39% | (24.73)% | 67.87% | 6.49% | 6.59% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,702,129 | $1,328,722 | $886,171 | $1,962,481 | $799,294 | $658,639 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.90%(e) | 1.08% | 0.70% | 0.70% | 1.01% | 1.09% | |||||
Portfolio turnover rate (f)
|
13%(g) | 27% | 21% | 24% | 27% | 32% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20(a) |
Year
Ended 6/30/19(a) | ||||||
Net asset value, beginning of period
|
$ 128.79 | $ 119.42 | $ 96.74 | $ 52.22 | $ 108.92 | $ 172.16 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
1.69 | 3.83 | 2.07 | 1.37 | 1.46 | 1.12 | |||||
Net realized and unrealized gain (loss) (c)
|
8.29 | 9.69 | 22.83 | 44.56 | (56.76) | (63.20) | |||||
Total from investment operations
|
9.98 | 13.52 | 24.90 | 45.93 | (55.30) | (62.08) | |||||
Net equalization credits and charges (b)
|
(0.07) | (0.26) | (0.14) | (0.02) | 0.02 | 0.00(d) | |||||
Other capital
|
— | (0.00)(d) | — | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.81) | (3.89) | (2.08) | (1.39) | (1.42) | (1.16) | |||||
Net asset value, end of period
|
$ 136.89 | $ 128.79 | $ 119.42 | $ 96.74 | $ 52.22 | $ 108.92 | |||||
Total return (e)
|
7.66% | 11.22% | 25.79% | 89.34% | (50.86)% | (36.12)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,593,394 | $3,226,153 | $4,072,300 | $4,125,993 | $2,067,927 | $1,884,277 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(f) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
2.37%(f) | 2.85% | 1.88% | 2.07% | 2.13% | 0.81% | |||||
Portfolio turnover rate (g)
|
16%(h) | 29% | 42% | 71% | 41% | 37% |
(a) | After the close of trading on March 30, 2020, the SPDR S&P Oil & Gas Exploration & Production ETF underwent a 1-for-4 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P Regional Banking ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 40.82 | $ 58.09 | $ 65.50 | $ 38.41 | $ 53.53 | $ 60.96 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.79 | 1.53 | 1.42 | 1.44 | 1.37 | 1.15 | |||||
Net realized and unrealized gain (loss) (b)
|
11.59 | (17.44) | (7.33) | 26.99 | (15.21) | (7.32) | |||||
Total from investment operations
|
12.38 | (15.91) | (5.91) | 28.43 | (13.84) | (6.17) | |||||
Net equalization credits and charges (a)
|
0.01 | 0.18 | (0.07) | 0.08 | 0.11 | (0.06) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.81) | (1.54) | (1.43) | (1.42) | (1.39) | (1.20) | |||||
Net asset value, end of period
|
$ 52.40 | $ 40.82 | $ 58.09 | $ 65.50 | $ 38.41 | $ 53.53 | |||||
Total return (c)
|
30.60% | (27.47)% | (9.37)% | 75.38% | (25.96)% | (10.15)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$4,066,633 | $2,904,657 | $3,064,455 | $5,092,879 | $1,208,104 | $2,237,599 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(d) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
3.50%(d) | 2.84% | 2.08% | 2.47% | 2.79% | 2.03% | |||||
Portfolio turnover rate (e)
|
29%(f) | 61% | 44% | 50% | 35% | 27% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
Asset Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Dow Jones REIT ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ 550,298 | $— | $ 550,298 | |||||
SPDR Portfolio S&P 500 ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,335,839 | — | 2,335,839 | |||||
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 1,764,169 | — | 1,764,169 | |||||
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||||
Futures Contracts
|
— | — | — | 823,288 | — | 823,288 | |||||
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||||
Futures Contracts
|
— | — | — | 946,198 | — | 946,198 | |||||
SPDR S&P Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,227,471 | — | 2,227,471 | |||||
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||||
Futures Contracts
|
— | — | — | 224,390 | — | 224,390 |
Net Realized Gain (Loss) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Dow Jones REIT ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $1,183,486 | $— | $1,183,486 | |||||
SPDR Portfolio S&P 500 ETF | |||||||||||
Futures Contracts
|
— | — | — | 4,082,645 | — | 4,082,645 | |||||
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 1,717,310 | — | 1,717,310 | |||||
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||||
Futures Contracts
|
— | — | — | 54,008 | — | 54,008 | |||||
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||||
Futures Contracts
|
— | — | — | 637,093 | — | 637,093 | |||||
SPDR S&P Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 901,989 | — | 901,989 | |||||
Swap Contracts
|
— | — | — | 1,992,539 | — | 1,992,539 | |||||
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||||
Futures Contracts
|
— | — | — | 277,931 | — | 277,931 |
Net Change in Unrealized Appreciation/Depreciation | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Dow Jones REIT ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ 328,130 | $— | $ 328,130 | |||||
SPDR Portfolio S&P 500 ETF | |||||||||||
Futures Contracts
|
— | — | — | (81,146) | — | (81,146) | |||||
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 396,615 | — | 396,615 | |||||
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||||
Futures Contracts
|
— | — | — | 816,575 | — | 816,575 | |||||
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||||
Futures Contracts
|
— | — | — | 544,111 | — | 544,111 | |||||
SPDR S&P Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | (541,210) | — | (541,210) | |||||
Swap Contracts
|
— | — | — | (6,659,869) | — | (6,659,869) | |||||
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||||
Futures Contracts
|
— | — | — | 143,954 | — | 143,954 |
Annual Rate | |
SPDR Dow Jones REIT ETF
|
0.25% |
SPDR Portfolio S&P 400 Mid Cap ETF
|
0.03 (1) |
SPDR Portfolio S&P 500 ETF
|
0.02 (1) |
SPDR Portfolio S&P 500 Growth ETF
|
0.04 |
SPDR Portfolio S&P 500 High Dividend
ETF
|
0.07 |
SPDR Portfolio S&P 500 Value ETF
|
0.04 |
SPDR Portfolio S&P 600 Small Cap ETF
|
0.03 (1) |
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
0.03 |
SPDR Portfolio S&P Sector Neutral Dividend
ETF
|
0.05 |
SPDR S&P Aerospace & Defense ETF
|
0.35 |
SPDR S&P Bank ETF
|
0.35 |
SPDR S&P Biotech ETF
|
0.35 |
SPDR S&P Dividend ETF
|
0.35 |
SPDR S&P Homebuilders ETF
|
0.35 |
SPDR S&P Oil & Gas Exploration &
Production ETF
|
0.35 |
SPDR S&P Regional Banking ETF
|
0.35 |
(1) | Effective August 1, 2023 the Management Fee was reduced for the following Funds as follows: SPDR Portfolio S&P 400 Mid Cap ETF from 0.05% to 0.03%, SPDR Portfolio S&P 500 ETF from 0.03% to 0.02% and SPDR Portfolio S&P 600 Small Cap ETF from 0.05% to 0.03%. |
Purchases | Sales | ||
SPDR Dow Jones REIT ETF
|
$ 20,924,760 | $ 25,699,314 | |
SPDR Portfolio S&P 400 Mid Cap ETF
|
843,517,532 | 836,597,555 |
Purchases | Sales | ||
SPDR Portfolio S&P 500 ETF
|
$ 334,599,639 | $ 332,592,216 | |
SPDR Portfolio S&P 500 Growth ETF
|
5,996,242,237 | 5,995,316,958 | |
SPDR Portfolio S&P 500 High Dividend
ETF
|
1,624,103,656 | 1,459,161,101 | |
SPDR Portfolio S&P 500 Value ETF
|
5,921,876,481 | 5,888,910,061 | |
SPDR Portfolio S&P 600 Small Cap ETF
|
1,263,586,445 | 1,230,318,888 | |
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
138,551,471 | 148,721,557 | |
SPDR Portfolio S&P Sector Neutral Dividend
ETF
|
123,731 | 126,008 | |
SPDR S&P Aerospace & Defense ETF
|
307,109,545 | 307,871,768 | |
SPDR S&P Bank ETF
|
219,715,495 | 223,166,893 | |
SPDR S&P Biotech ETF
|
1,994,586,514 | 1,992,923,143 | |
SPDR S&P Dividend ETF
|
6,732,480,733 | 5,930,782,324 | |
SPDR S&P Homebuilders ETF
|
178,059,924 | 178,722,400 | |
SPDR S&P Oil & Gas Exploration &
Production ETF
|
563,836,591 | 564,842,535 | |
SPDR S&P Regional Banking ETF
|
871,852,642 | 877,396,367 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR Dow Jones REIT ETF
|
$ 698,521,039 | $ 671,173,275 | $ 13,784,753 | ||
SPDR Portfolio S&P 400 Mid Cap ETF
|
902,675,080 | 58,312,647 | 16,595,025 | ||
SPDR Portfolio S&P 500 ETF
|
5,793,774,184 | 508,844,150 | 159,031,323 | ||
SPDR Portfolio S&P 500 Growth ETF
|
3,091,570,439 | 754,529,820 | 220,878,580 | ||
SPDR Portfolio S&P 500 High Dividend
ETF
|
412,071,847 | 591,836,220 | 34,710,181 | ||
SPDR Portfolio S&P 500 Value ETF
|
6,975,314,277 | 4,449,810,475 | 1,695,811,178 | ||
SPDR Portfolio S&P 600 Small Cap ETF
|
1,709,231,795 | 202,290,821 | 59,135,586 | ||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
485,257,316 | 87,168,948 | 37,249,126 | ||
SPDR Portfolio S&P Sector Neutral Dividend
ETF
|
3,314,543 | — | — | ||
SPDR S&P Aerospace & Defense ETF
|
460,596,066 | 216,404,423 | 65,761,699 | ||
SPDR S&P Bank ETF
|
1,489,468,135 | 1,151,618,108 | 51,682,487 | ||
SPDR S&P Biotech ETF
|
5,716,443,782 | 5,763,391,469 | 544,397,684 | ||
SPDR S&P Dividend ETF
|
202,612,148 | 1,960,082,202 | 270,590,878 | ||
SPDR S&P Homebuilders ETF
|
2,524,818,888 | 2,416,608,810 | 165,067,548 | ||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
3,654,371,754 | 3,481,159,295 | 178,047,435 | ||
SPDR S&P Regional Banking ETF
|
4,961,769,055 | 4,617,117,553 | 230,508,714 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR Dow Jones REIT ETF
|
$ 1,750,086,261 | $ 11,373,045 | $ 315,736,921 | $ (304,363,876) | |||
SPDR Portfolio S&P 400 Mid Cap ETF
|
7,214,894,097 | 1,372,614,061 | 361,935,060 | 1,010,679,001 | |||
SPDR Portfolio S&P 500 ETF
|
22,684,141,303 | 3,861,753,281 | 785,754,715 | 3,075,998,566 | |||
SPDR Portfolio S&P 500 Growth ETF
|
17,785,567,269 | 3,657,995,424 | 55,269,542 | 3,602,725,882 | |||
SPDR Portfolio S&P 500 High Dividend
ETF
|
7,301,688,559 | 254,836,075 | 693,304,384 | (438,468,309) | |||
SPDR Portfolio S&P 500 Value ETF
|
19,406,478,002 | 1,216,373,330 | 505,305,678 | 711,067,652 | |||
SPDR Portfolio S&P 600 Small Cap ETF
|
9,485,543,172 | 1,742,937,757 | 698,573,113 | 1,044,364,644 | |||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
5,751,352,028 | 2,006,478,483 | 290,212,822 | 1,716,265,661 | |||
SPDR Portfolio S&P Sector Neutral Dividend
ETF
|
3,316,814 | 270,477 | 52,547 | 217,930 | |||
SPDR S&P Aerospace & Defense ETF
|
1,791,884,724 | 352,133,521 | 90,133,067 | 262,000,454 | |||
SPDR S&P Bank ETF
|
2,156,139,985 | 50,760,220 | 134,898,830 | (84,138,610) | |||
SPDR S&P Biotech ETF
|
7,936,462,795 | 707,581,389 | 1,076,768,689 | (369,187,300) | |||
SPDR S&P Dividend ETF
|
20,243,923,332 | 1,841,854,855 | 1,183,235,673 | 658,619,182 | |||
SPDR S&P Homebuilders ETF
|
1,687,722,407 | 138,032,034 | 27,120,673 | 110,911,361 | |||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
4,223,995,819 | 33,534,369 | 486,519,333 | (452,984,964) | |||
SPDR S&P Regional Banking ETF
|
3,948,264,540 | 203,095,423 | 70,378,340 | 132,717,083 |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR Dow Jones REIT ETF
|
$ 13,725,807 | $ 12,389,142 | $ 2,098,041 | $ 14,487,183 | ||||
SPDR Portfolio S&P 400 Mid Cap ETF
|
383,604,377 | 212,943,831 | 185,952,628 | 398,896,459 | ||||
SPDR Portfolio S&P 500 ETF
|
40,978,422 | 34,664,930 | 7,743,788 | 42,408,718 | ||||
SPDR Portfolio S&P 500 Growth ETF
|
26,463,688 | 23,074,651 | 4,293,000 | 27,367,651 | ||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
16,885,055 | 17,601,039 | — | 17,601,039 | ||||
SPDR Portfolio S&P 500 Value ETF
|
49,398,691 | 46,965,773 | 4,345,335 | 51,311,108 | ||||
SPDR Portfolio S&P 600 Small Cap ETF
|
648,076,624 | 619,136,181 | 57,266,487 | 676,402,668 | ||||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
60,786,333 | 35,762,628 | 27,432,812 | 63,195,440 | ||||
SPDR S&P Aerospace & Defense ETF
|
177,552,712 | 63,852,633 | 124,476,436 | 188,329,069 | ||||
SPDR S&P Bank ETF
|
63,956,115 | 46,244,960 | 21,014,941 | 67,259,901 | ||||
SPDR S&P Biotech ETF
|
928,129,193 | 557,754,988 | 428,225,953 | 985,980,941 | ||||
SPDR S&P Dividend ETF
|
186,919,161 | 113,267,196 | 81,741,259 | 195,008,455 | ||||
SPDR S&P Homebuilders ETF
|
105,240,637 | 96,960,427 | 11,847,141 | 108,807,568 | ||||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
350,240,666 | 180,117,635 | 185,596,448 | 365,714,083 | ||||
SPDR S&P Regional Banking ETF
|
51,608,057 | 23,202,572 | 30,890,126 | 54,092,698 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of December 31, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR Dow Jones REIT ETF
|
Common Stocks | $ 12,389,142 | $— | $— | $— | $ 12,389,142 | $ 12,389,142 | |||||||
SPDR Portfolio S&P 400 Mid Cap ETF
|
Common Stocks | 212,943,831 | — | — | — | 212,943,831 | 212,943,831 | |||||||
SPDR Portfolio S&P 500 ETF
|
Common Stocks | 34,664,930 | — | — | — | 34,664,930 | 34,664,930 | |||||||
SPDR Portfolio S&P 500 Growth ETF
|
Common Stocks | 23,074,651 | — | — | — | 23,074,651 | 23,074,651 | |||||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
Common Stocks | 17,601,039 | — | — | — | 17,601,039 | 17,601,039 | |||||||
SPDR Portfolio S&P 500 Value ETF
|
Common Stocks | 46,965,773 | — | — | — | 46,965,773 | 46,965,773 | |||||||
SPDR Portfolio S&P 600 Small Cap ETF
|
Common Stocks | 619,136,181 | — | — | — | 619,136,181 | 619,136,181 | |||||||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
Common Stocks | 35,762,628 | — | — | — | 35,762,628 | 35,762,628 | |||||||
SPDR S&P Aerospace & Defense ETF
|
Common Stocks | 63,852,633 | — | — | — | 63,852,633 | 63,852,633 | |||||||
SPDR S&P Bank ETF
|
Common Stocks | 46,244,960 | — | — | — | 46,244,960 | 46,244,960 | |||||||
SPDR S&P Biotech ETF
|
Common Stocks | 557,754,988 | — | — | — | 557,754,988 | 557,754,988 | |||||||
SPDR S&P Dividend ETF
|
Common Stocks | 113,267,196 | — | — | — | 113,267,196 | 113,267,196 | |||||||
SPDR S&P Homebuilders ETF
|
Common Stocks | 96,960,427 | — | — | — | 96,960,427 | 96,960,427 |
Remaining Contractual Maturity of the Agreements as of December 31, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
Common Stocks | $180,117,635 | $— | $— | $— | $180,117,635 | $180,117,635 | |||||||
SPDR S&P Regional Banking ETF
|
Common Stocks | 23,202,572 | — | — | — | 23,202,572 | 23,202,572 |
Shares of the Fund Issued | Net Assets Recieved from Acquired Fund | Net Assets of the Fund Immediately Prior to Combination | Net Assets of the Fund Immediately After the Combination | |
SPDR Portfolio S&P 600 Small Cap ETF | 44,960,263 | $1,724,236,383 | $5,689,256,430 | $7,413,492,813 |
Net Investment income (loss)
|
$ 112,087,193 |
Total net realized and change in unrealized gain
(loss)
|
$461,929,420 |
Net increase (decrease) in net assets resulting
from operations
|
$574,016,613 |
Actual | Hypothetical (assuming a 5% return before expenses) | ||||||||
Annualized
Expense Ratio |
Ending
Account Value |
Expenses
Paid During Period(a) |
Ending
Account Value |
Expenses
Paid During Period(a) | |||||
SPDR Dow Jones REIT ETF
|
0.25% | $1,076.90 | $ 1.31 | $1,023.90 | $ 1.27 | ||||
SPDR Portfolio S&P 400 Mid Cap ETF
|
0.03 | 1,069.70 | 0.16 | 1,025.00 | 0.15 | ||||
SPDR Portfolio S&P 500 ETF
|
0.02 | 1,080.40 | 0.10 | 1,025.00 | 0.10 | ||||
SPDR Portfolio S&P 500 Growth ETF
|
0.04 | 1,072.40 | 0.21 | 1,024.90 | 0.20 | ||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
0.07 | 1,083.80 | 0.37 | 1,024.80 | 0.36 | ||||
SPDR Portfolio S&P 500 Value ETF
|
0.04 | 1,089.70 | 0.21 | 1,024.90 | 0.20 | ||||
SPDR Portfolio S&P 600 Small Cap ETF
|
0.03 | 1,094.30 | 0.16 | 1,025.00 | 0.15 | ||||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
0.03 | 1,080.60 | 0.16 | 1,025.00 | 0.15 | ||||
SPDR Portfolio S&P Sector Neutral Dividend
ETF
|
0.05(b) | 1,080.10 | 0.16(c) | 1,015.00 | 0.15(c) | ||||
SPDR S&P Aerospace & Defense ETF
|
0.35 | 1,117.50 | 1.86 | 1,023.40 | 1.78 | ||||
SPDR S&P Bank ETF
|
0.35 | 1,301.40 | 2.02 | 1,023.40 | 1.78 | ||||
SPDR S&P Biotech ETF
|
0.35 | 1,072.40 | 1.82 | 1,023.40 | 1.78 | ||||
SPDR S&P Dividend ETF
|
0.35 | 1,033.70 | 1.79 | 1,023.40 | 1.78 | ||||
SPDR S&P Homebuilders ETF
|
0.35 | 1,196.40 | 1.93 | 1,023.40 | 1.78 | ||||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
0.35 | 1,076.60 | 1.83 | 1,023.40 | 1.78 | ||||
SPDR S&P Regional Banking ETF
|
0.35 | 1,306.00 | 2.03 | 1,023.40 | 1.78 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 184, then divided by 366. |
(b) | For the period September 12, 2023 (commencement of operations) through December 31, 2023. |
(c) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 111, then divided by 366. |