SPDR EURO STOXX 50 ETF |
SPDR MSCI ACWI Climate Paris Aligned ETF |
SPDR MSCI ACWI ex-US ETF |
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF |
SPDR MSCI EAFE StrategicFactors ETF |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF |
SPDR MSCI Emerging Markets StrategicFactors ETF |
SPDR MSCI World StrategicFactors ETF |
SPDR S&P Emerging Asia Pacific ETF |
SPDR S&P Emerging Markets Dividend ETF |
SPDR S&P Emerging Markets Small Cap ETF |
SPDR S&P Global Dividend ETF |
SPDR S&P Global Infrastructure ETF |
SPDR S&P International Dividend ETF |
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Management’s Discussion of Fund Performance, Performance Summaries & Portfolio Statistics (Unaudited) | |
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Schedules of Investments | |
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Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
EURO STOXX 50 Index | Net
Asset Value |
Market
Value |
EURO STOXX 50 Index | ||
ONE YEAR | 40.03% | 40.85% | 39.41% | 40.03% | 40.85% | 39.41% | |
FIVE YEARS | 26.75% | 26.39% | 25.89% | 4.86% | 4.80% | 4.71% | |
TEN YEARS | 47.69% | 46.73% | 45.01% | 3.98% | 3.91% | 3.79% |
Description | % of Net Assets | ||
ASML Holding NV | 7.6% | ||
LVMH Moet Hennessy Louis Vuitton SE | 6.2 | ||
TotalEnergies SE | 5.2 | ||
SAP SE | 4.2 | ||
Sanofi | 3.9 | ||
Siemens AG | 3.4 | ||
L'Oreal SA | 3.2 | ||
Allianz SE | 3.1 | ||
Schneider Electric SE | 3.0 | ||
Air Liquide SA | 2.8 | ||
TOTAL | 42.6% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value(1) |
Market
Value(1) |
MSCI ACWI Climate Paris Aligned Index(2) | Net
Asset Value(1) |
Market
Value(1) |
MSCI ACWI Climate Paris Aligned Index(2) | ||
ONE YEAR | 19.07% | 19.28% | 18.83% | 19.07% | 19.28% | 18.83% | |
FIVE YEARS | 35.39% | 35.72% | 34.78% | 6.25% | 6.30% | 6.15% | |
SINCE INCEPTION(3) | 80.14% | 80.08% | 77.63% | 6.88% | 6.87% | 6.71% |
(1) | Effective 4/22/22, the Fund’s benchmark index changed from the MSCI ACWI Low Carbon Target Index. The Fund’s performance in the tables is based on the Fund’s prior investment strategy to track a different benchmark index for respective periods prior to 4/22/22. |
(2) | The MSCI ACWI Climate Paris Aligned Index reflects linked performance returns of both the MSCI ACWI Climate Paris Aligned Index and the MSCI ACWI Low Carbon Target Index. The index returns are reflective of the MSCI ACWI Low Carbon Target Index from fund inception until 4/22/2022 and of the MSCI ACWI Climate Paris Aligned Index effective 4/22/2022. |
(3) | For the period November 25, 2014 to September 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (11/25/14, 11/26/14, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Apple, Inc. | 4.8% | ||
Microsoft Corp. | 4.0 | ||
NVIDIA Corp. | 2.0 | ||
Amazon.com, Inc. | 1.9 | ||
Alphabet, Inc. Class C | 1.6 | ||
Tesla, Inc. | 1.3 | ||
Meta Platforms, Inc. Class A | 1.2 | ||
Alphabet, Inc. Class A | 1.0 | ||
Eli Lilly & Co. | 1.0 | ||
UnitedHealth Group, Inc. | 0.9 | ||
TOTAL | 19.7% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI ACWI ex USA Index | Net
Asset Value |
Market
Value |
MSCI ACWI ex USA Index | ||
ONE YEAR | 20.80% | 20.92% | 20.39% | 20.80% | 20.92% | 20.39% | |
FIVE YEARS | 15.18% | 14.89% | 13.57% | 2.87% | 2.82% | 2.58% | |
TEN YEARS | 42.87% | 42.24% | 38.99% | 3.63% | 3.59% | 3.35% |
Description | % of Net Assets | ||
Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 1.6% | ||
Nestle SA | 1.4 | ||
Novo Nordisk AS Class B | 1.3 | ||
Samsung Electronics Co. Ltd. GDR | 1.1 | ||
Tencent Holdings Ltd. | 1.1 | ||
ASML Holding NV | 1.1 | ||
Shell PLC | 1.0 | ||
LVMH Moet Hennessy Louis Vuitton SE | 1.0 | ||
Novartis AG | 0.9 | ||
Roche Holding AG | 0.9 | ||
TOTAL | 11.4% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI EAFE ex Fossil Fuels Index | Net
Asset Value |
Market
Value |
MSCI EAFE ex Fossil Fuels Index | ||
ONE YEAR | 24.61% | 25.27% | 24.74% | 24.61% | 25.27% | 24.74% | |
FIVE YEARS | 15.64% | 15.12% | 15.84% | 2.95% | 2.86% | 2.98% | |
SINCE INCEPTION(1) | 41.87% | 41.66% | 41.77% | 5.17% | 5.15% | 5.16% |
(1) | For the period October 24, 2016 to September 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (10/24/16, 10/25/16, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Nestle SA | 2.2% | ||
Novo Nordisk AS Class B | 2.2 | ||
ASML Holding NV | 1.8 | ||
Novartis AG | 1.6 | ||
AstraZeneca PLC | 1.6 | ||
LVMH Moet Hennessy Louis Vuitton SE | 1.6 | ||
Roche Holding AG | 1.4 | ||
Toyota Motor Corp. | 1.4 | ||
HSBC Holdings PLC | 1.1 | ||
SAP SE | 1.0 | ||
TOTAL | 15.9% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI EAFE Factor Mix A-Series Index | Net
Asset Value |
Market
Value |
MSCI EAFE Factor Mix A-Series Index | ||
ONE YEAR | 23.45% | 23.50% | 23.73% | 23.45% | 23.50% | 23.73% | |
FIVE YEARS | 20.44% | 19.67% | 20.60% | 3.79% | 3.66% | 3.82% | |
SINCE INCEPTION(1) | 41.98% | 41.36% | 42.71% | 3.83% | 3.78% | 3.89% |
(1) | For the period June 4, 2014 to September 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (6/4/14, 6/5/14, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Novo Nordisk AS Class B | 2.6% | ||
Nestle SA | 2.4 | ||
Roche Holding AG | 2.1 | ||
Novartis AG | 2.0 | ||
ASML Holding NV | 1.6 | ||
BHP Group Ltd. | 1.4 | ||
LVMH Moet Hennessy Louis Vuitton SE | 1.3 | ||
Unilever PLC | 1.2 | ||
GSK PLC | 1.0 | ||
Zurich Insurance Group AG | 0.8 | ||
TOTAL | 16.4% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI Emerging Markets ex Fossil Fuels Index | Net
Asset Value |
Market
Value |
MSCI Emerging Markets ex Fossil Fuels Index | ||
ONE YEAR | 11.20% | 12.12% | 11.15% | 11.20% | 12.12% | 11.15% | |
FIVE YEARS | 2.88% | 2.80% | 3.17% | 0.57% | 0.55% | 0.63% | |
SINCE INCEPTION(1) | 21.51% | 21.29% | 21.34% | 2.85% | 2.82% | 2.83% |
(1) | For the period October 24, 2016 to September 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (10/24/16, 10/25/16, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Taiwan Semiconductor Manufacturing Co. Ltd. | 6.6% | ||
Tencent Holdings Ltd. | 4.1 | ||
Samsung Electronics Co. Ltd. | 3.9 | ||
Alibaba Group Holding Ltd. | 2.9 | ||
Meituan Class B | 1.3 | ||
Infosys Ltd. | 1.1 | ||
ICICI Bank Ltd. | 1.0 | ||
China Construction Bank Corp. Class H | 0.9 | ||
SK Hynix, Inc. | 0.9 | ||
PDD Holdings, Inc. ADR | 0.9 | ||
TOTAL | 23.6% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI Emerging Markets Factor Mix A-Series Index | Net
Asset Value |
Market
Value |
MSCI Emerging Markets Factor Mix A-Series Index | ||
ONE YEAR | 11.03% | 11.98% | 11.99% | 11.03% | 11.98% | 11.99% | |
FIVE YEARS | 6.99% | 7.19% | 10.06% | 1.36% | 1.40% | 1.94% | |
SINCE INCEPTION(1) | 15.53% | 15.24% | 22.60% | 1.56% | 1.53% | 2.21% |
(1) | For the period June 4, 2014 to September 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (6/4/14, 6/5/14, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Taiwan Semiconductor Manufacturing Co. Ltd. | 2.7% | ||
Tata Consultancy Services Ltd. | 2.3 | ||
Vale SA ADR | 1.9 | ||
PDD Holdings, Inc. ADR | 1.7 | ||
Samsung Electronics Co. Ltd. | 1.7 | ||
MediaTek, Inc. | 1.4 | ||
Bank Central Asia Tbk PT | 1.4 | ||
Saudi Arabian Oil Co. | 1.3 | ||
Infosys Ltd. | 1.3 | ||
China Construction Bank Corp. Class H | 1.2 | ||
TOTAL | 16.9% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI World Factor Mix A-Series Index | Net
Asset Value |
Market
Value |
MSCI World Factor Mix A-Series Index | ||
ONE YEAR | 21.40% | 21.75% | 21.16% | 21.40% | 21.75% | 21.16% | |
FIVE YEARS | 42.59% | 43.13% | 41.79% | 7.35% | 7.44% | 7.23% | |
SINCE INCEPTION(1) | 107.12% | 107.42% | 104.13% | 8.12% | 8.14% | 7.95% |
(1) | For the period June 4, 2014 to September 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (6/4/14, 6/5/14, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Microsoft Corp. | 2.3% | ||
Apple, Inc. | 2.3 | ||
NVIDIA Corp. | 2.0 | ||
Meta Platforms, Inc. Class A | 1.5 | ||
Eli Lilly & Co. | 1.4 | ||
UnitedHealth Group, Inc. | 1.4 | ||
Johnson & Johnson | 1.3 | ||
Alphabet, Inc. Class A | 1.2 | ||
Visa, Inc. Class A | 1.2 | ||
Merck & Co., Inc. | 1.1 | ||
TOTAL | 15.7% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Asia Pacific Emerging BMI Index | Net
Asset Value |
Market
Value |
S&P Asia Pacific Emerging BMI Index | ||
ONE YEAR | 11.28% | 11.49% | 10.66% | 11.28% | 11.49% | 10.66% | |
FIVE YEARS | 12.31% | 11.96% | 13.27% | 2.35% | 2.29% | 2.52% | |
TEN YEARS | 61.79% | 60.93% | 63.59% | 4.93% | 4.87% | 5.04% |
Description | % of Net Assets | ||
Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 5.4% | ||
Tencent Holdings Ltd. | 4.1 | ||
Alibaba Group Holding Ltd. | 2.9 | ||
HDFC Bank Ltd. | 1.7 | ||
Reliance Industries Ltd. GDR | 1.6 | ||
Taiwan Semiconductor Manufacturing Co. Ltd. | 1.2 | ||
ICICI Bank Ltd. ADR | 1.2 | ||
PDD Holdings, Inc. ADR | 1.1 | ||
Meituan Class B | 1.1 | ||
Infosys Ltd. ADR | 1.0 | ||
TOTAL | 21.3% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Emerging Markets Dividend Opportunities Index | Net
Asset Value |
Market
Value |
S&P Emerging Markets Dividend Opportunities Index | ||
ONE YEAR | 39.27% | 41.24% | 41.63% | 39.27% | 41.24% | 41.63% | |
FIVE YEARS | 19.24% | 19.62% | 23.57% | 3.58% | 3.65% | 4.32% | |
TEN YEARS | 11.65% | 11.59% | 22.68% | 1.11% | 1.10% | 2.07% |
Description | % of Net Assets | ||
PetroChina Co. Ltd. Class H | 3.3% | ||
Quanta Computer, Inc. | 3.3 | ||
NTPC Ltd. | 3.3 | ||
Power Grid Corp. of India Ltd. | 3.1 | ||
Advanced Info Service PCL NVDR | 2.9 | ||
Hero MotoCorp Ltd. | 2.7 | ||
Saudi Telecom Co. | 2.5 | ||
Kunlun Energy Co. Ltd. | 2.4 | ||
TMBThanachart Bank PCL NVDR | 2.3 | ||
Getac Holdings Corp. | 2.2 | ||
TOTAL | 28.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Emerging Markets Under USD2 Billion Index | Net
Asset Value |
Market
Value |
S&P Emerging Markets Under USD2 Billion Index | ||
ONE YEAR | 20.50% | 20.84% | 21.40% | 20.50% | 20.84% | 21.40% | |
FIVE YEARS | 37.16% | 37.21% | 41.55% | 6.52% | 6.53% | 7.20% | |
TEN YEARS | 51.54% | 53.42% | 58.42% | 4.24% | 4.37% | 4.71% |
Description | % of Net Assets | ||
Compeq Manufacturing Co. Ltd. | 0.2% | ||
Mr Price Group Ltd. | 0.2 | ||
Truworths International Ltd. | 0.2 | ||
Chinasoft International Ltd. | 0.2 | ||
Foschini Group Ltd. | 0.2 | ||
Macronix International Co. Ltd. | 0.2 | ||
Sanyang Motor Co. Ltd. | 0.2 | ||
KRUK SA | 0.2 | ||
Radiant Opto-Electronics Corp. | 0.2 | ||
Silicon Motion Technology Corp. ADR | 0.2 | ||
TOTAL | 2.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Global Dividend Aristocrats Index | Net
Asset Value |
Market
Value |
S&P Global Dividend Aristocrats Index | ||
ONE YEAR | 7.87% | 7.70% | 7.51% | 7.87% | 7.70% | 7.51% | |
FIVE YEARS | 3.27% | 2.88% | 1.93% | 0.65% | 0.57% | 0.38% | |
TEN YEARS | 36.79% | 36.33% | 33.62% | 3.18% | 3.15% | 2.94% |
Description | % of Net Assets | ||
Adecco Group AG | 2.1% | ||
A2A SpA | 2.0 | ||
Lenovo Group Ltd. | 1.7 | ||
Sumitomo Forestry Co. Ltd. | 1.7 | ||
Toyo Tire Corp. | 1.6 | ||
Toyo Seikan Group Holdings Ltd. | 1.6 | ||
Bouygues SA | 1.5 | ||
Russel Metals, Inc. | 1.5 | ||
Keyera Corp. | 1.5 | ||
Great-West Lifeco, Inc. | 1.3 | ||
TOTAL | 16.5% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Global Infrastructure Index | Net
Asset Value |
Market
Value |
S&P Global Infrastructure Index | ||
ONE YEAR | 6.24% | 6.23% | 5.90% | 6.24% | 6.23% | 5.90% | |
FIVE YEARS | 18.02% | 17.54% | 16.92% | 3.37% | 3.29% | 3.18% | |
TEN YEARS | 54.21% | 53.92% | 50.88% | 4.43% | 4.41% | 4.20% |
Description | % of Net Assets | ||
Aena SME SA | 5.1% | ||
Transurban Group Stapled Security | 5.0 | ||
Enbridge, Inc. | 4.6 | ||
NextEra Energy, Inc. | 4.5 | ||
Grupo Aeroportuario del Pacifico SAB de CV ADR | 3.2 | ||
Southern Co. | 3.2 | ||
Auckland International Airport Ltd. | 3.1 | ||
Duke Energy Corp. | 3.1 | ||
Iberdrola SA | 2.9 | ||
Williams Cos., Inc. | 2.7 | ||
TOTAL | 37.4% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P International Dividend Opportunities Index | Net
Asset Value |
Market
Value |
S&P International Dividend Opportunities Index | ||
ONE YEAR | 18.58% | 18.91% | 18.94% | 18.58% | 18.91% | 18.94% | |
FIVE YEARS | 8.11% | 8.09% | 8.92% | 1.57% | 1.57% | 1.72% | |
TEN YEARS | 12.30% | 11.57% | 16.23% | 1.17% | 1.10% | 1.52% |
Description | % of Net Assets | ||
British American Tobacco PLC | 2.1% | ||
TC Energy Corp. | 1.6 | ||
KT&G Corp. | 1.6 | ||
Bouygues SA | 1.6 | ||
SoftBank Corp. | 1.6 | ||
BCE, Inc. | 1.5 | ||
Mapletree Logistics Trust REIT | 1.5 | ||
Redeia Corp. SA | 1.5 | ||
Allianz SE | 1.5 | ||
Zurich Insurance Group AG | 1.4 | ||
TOTAL | 15.9% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$2,353,312,637 | $— | $— | $2,353,312,637 | ||||
Short-Term
Investment |
517,645 | — | — | 517,645 | ||||
TOTAL
INVESTMENTS |
$2,353,830,282 | $— | $— | $2,353,830,282 |
% of Net Assets | |||
Consumer Discretionary | 19.9 | ||
Financials | 19.6 | ||
Industrials | 15.1 | ||
Information Technology | 13.8 | ||
Consumer Staples | 7.9 | ||
Health Care | 7.1 | ||
Energy | 6.4 | ||
Materials | 4.1 | ||
Utilities | 3.6 | ||
Communication Services | 2.3 | ||
Short-Term Investment | 0.0(a) | ||
Other Assets in Excess of Liabilities | 0.2 | ||
TOTAL | 100.0 | ||
(a) | Amount is less than 0.05% of net assets. |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
922,874 | $ 923,059 | $ 87,718,771 | $ 88,124,008 | $(49) | $(128) | 517,541 | $517,645 | $ 53,715 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
11,059,238 | 11,059,238 | 651,348,629 | 662,407,867 | — | — | — | — | 188,365 | ||||||||
Total |
$11,982,297 | $739,067,400 | $750,531,875 | $(49) | $(128) | $517,645 | $242,080 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
MSCI World NTR Index (long) | 35 | 12/15/2023 | $2,066,651 | $1,971,200 | $(95,451) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$229,795,019 | $127,865 | $ 0(a) | $229,922,884 | ||||
Rights |
406 | 177 | — | 583 | ||||
Short-Term
Investments |
9,421,732 | — | — | 9,421,732 | ||||
TOTAL
INVESTMENTS |
$239,217,157 | $128,042 | $ 0 | $239,345,199 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized
Depreciation |
$ (95,451) | $ — | $— | $ (95,451) | ||||
TOTAL OTHER FINANCIAL
INSTRUMENTS: |
$ (95,451) | $ — | $— | $ (95,451) |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
% of Net Assets | ||
Information Technology | 25.2 | |
Financials | 17.4 | |
Health Care | 13.4 | |
Industrials | 12.7 | |
Consumer Discretionary | 10.2 | |
Communication Services | 6.9 | |
Real Estate | 4.6 | |
Utilities | 3.1 | |
Consumer Staples | 2.9 | |
Materials | 2.5 | |
Short-Term Investments | 4.1 | |
Liabilities in Excess of Other Assets | (3.0) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street
Corp. |
576 | $ 35,027 | $ — | $ 1,725 | $158 | $3,703 | 555 | $ 37,163 | $ 1,450 | ||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
291,468 | 291,527 | 12,060,516 | 10,741,500 | 59 | (15) | 1,610,265 | 1,610,587 | 63,252 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
6,666,602 | 6,666,602 | 53,615,157 | 52,470,614 | — | — | 7,811,145 | 7,811,145 | 40,736 | ||||||||
Total |
$6,993,156 | $65,675,673 | $63,213,839 | $217 | $3,688 | $9,458,895 | $105,438 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
S&P/TSX 60 Index (long) | 3 | 12/14/2023 | $ 535,815 | $ 522,027 | $ (13,788) | |||||
MSCI EAFE Index (long) | 79 | 12/15/2023 | 8,273,575 | 8,063,482 | (210,093) |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini MSCI Emerging Markets (long) | 73 | 12/15/2023 | 3,590,850 | 3,487,575 | (103,275) | |||||
$(327,156) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$1,422,913,825 | $6,496,790 | $ 0(a) | $1,429,410,615 | ||||
Rights |
1,032 | 1,735 | — | 2,767 | ||||
Warrants |
— | — | 0(a) | 0 | ||||
Short-Term
Investments |
46,989,257 | — | — | 46,989,257 | ||||
TOTAL
INVESTMENTS |
$ 1,469,904,114 | $6,498,525 | $ 0 | $1,476,402,639 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized
Depreciation |
$ (327,156) | $ — | $— | $ (327,156) | ||||
TOTAL OTHER FINANCIAL
INSTRUMENTS: |
$ (327,156) | $ — | $— | $ (327,156) |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
% of Net Assets | ||
Financials | 20.8 | |
Industrials | 13.0 | |
Consumer Discretionary | 12.1 | |
Information Technology | 11.3 | |
Health Care | 9.6 | |
Consumer Staples | 8.3 | |
Materials | 7.6 | |
Energy | 6.1 | |
Communication Services | 5.7 | |
Utilities | 2.9 | |
Real Estate | 1.7 | |
Short-Term Investments | 3.2 | |
Liabilities in Excess of Other Assets | (2.3) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G
Shares |
— | $ — | $ 75,497,877 | $ 74,971,096 | $— | $— | 526,781 | $ 526,781 | $ 93,444 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
34,632,278 | 34,632,278 | 438,426,429 | 426,596,231 | — | — | 46,462,476 | 46,462,476 | 352,466 | ||||||||
Total |
$34,632,278 | $513,924,306 | $501,567,327 | $— | $— | $46,989,257 | $445,910 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$222,126,538 | $419 | $— | $222,126,957 | ||||
Short-Term
Investments |
3,158,872 | — | — | 3,158,872 | ||||
TOTAL
INVESTMENTS |
$225,285,410 | $419 | $— | $225,285,829 |
% of Net Assets | ||
Financials | 20.8 | |
Industrials | 15.8 | |
Health Care | 14.6 | |
Consumer Discretionary | 13.1 | |
Consumer Staples | 10.7 | |
Information Technology | 8.5 | |
Materials | 5.8 | |
Communication Services | 4.5 | |
Utilities | 2.8 | |
Real Estate | 2.5 | |
Energy | 0.2 | |
Short-Term Investments | 1.4 | |
Liabilities in Excess of Other Assets | (0.7) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
6,839 | $ 6,840 | $ 12,645,311 | $12,607,684 | $(168) | $ (1) | 44,289 | $ 44,298 | $12,890 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
9,179,619 | 9,179,619 | 42,652,732 | 48,717,777 | — | — | 3,114,574 | 3,114,574 | 43,028 | ||||||||
Total |
$9,186,459 | $55,298,043 | $61,325,461 | $(168) | $ (1) | $3,158,872 | $55,918 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$919,133,057 | $— | $— | $919,133,057 | ||||
Short-Term
Investments |
16,609,975 | — | — | 16,609,975 | ||||
TOTAL
INVESTMENTS |
$935,743,032 | $— | $— | $935,743,032 |
% of Net Assets | ||
Financials | 16.9 | |
Industrials | 15.5 | |
Health Care | 15.3 | |
Consumer Staples | 11.8 | |
Consumer Discretionary | 10.4 | |
Materials | 7.8 | |
Information Technology | 6.6 | |
Communication Services | 5.7 | |
Utilities | 4.0 | |
Energy | 3.7 | |
Real Estate | 1.5 | |
Short-Term Investments | 1.8 | |
Liabilities in Excess of Other Assets | (1.0) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
219,359 | $ 219,403 | $ 68,664,387 | $ 68,856,309 | $(868) | $— | 26,607 | $ 26,613 | $ 38,730 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
21,313,733 | 21,313,733 | 196,129,428 | 200,859,799 | — | — | 16,583,362 | 16,583,362 | 175,326 | ||||||||
Total |
$21,533,136 | $264,793,815 | $269,716,108 | $(868) | $— | $16,609,975 | $214,056 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$75,166,407 | $289,317 | $ 0(a) | $75,455,724 | ||||
Rights |
323 | — | 0(a) | 323 | ||||
Short-Term
Investments |
544,372 | — | — | 544,372 | ||||
TOTAL
INVESTMENTS |
$ 75,711,102 | $289,317 | $ 0 | $76,000,419 |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
% of Net Assets | ||
Financials | 23.4 | |
Information Technology | 22.2 | |
Consumer Discretionary | 14.3 | |
Communication Services | 10.1 | |
Materials | 7.9 | |
Consumer Staples | 7.1 | |
Industrials | 6.5 | |
Health Care | 4.2 | |
Utilities | 1.8 | |
Real Estate | 1.7 | |
Energy | 0.7 | |
Short-Term Investments | 0.7 | |
Liabilities in Excess of Other Assets | (0.6) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
231,518 | $ 231,565 | $ 3,914,921 | $ 4,122,261 | $(170) | $(10) | 24,040 | $ 24,045 | $3,293 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
778,513 | 778,513 | 7,786,568 | 8,044,754 | — | — | 520,327 | 520,327 | 6,077 | ||||||||
Total |
$1,010,078 | $11,701,489 | $12,167,015 | $(170) | $(10) | $544,372 | $9,370 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$44,837,810 | $1,107,512 | $ 0(a) | $45,945,322 | ||||
Rights |
126 | — | — | 126 | ||||
Short-Term
Investments |
845,496 | — | — | 845,496 | ||||
TOTAL
INVESTMENTS |
$45,683,432 | $1,107,512 | $ 0 | $46,790,944 |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
% of Net Assets | ||
Information Technology | 23.3 | |
Financials | 19.8 | |
Consumer Staples | 11.0 | |
Consumer Discretionary | 10.6 | |
Materials | 8.5 | |
Communication Services | 6.7 | |
Energy | 5.8 | |
Industrials | 5.6 | |
Health Care | 4.6 | |
Utilities | 2.6 | |
Real Estate | 1.3 | |
Short-Term Investments | 1.8 | |
Liabilities in Excess of Other Assets | (1.6) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
232,669 | $232,715 | $ 5,799,729 | $ 5,897,718 | $(125) | $(20) | 134,554 | $134,581 | $ 7,146 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
355,219 | 355,219 | 12,008,010 | 11,652,314 | — | — | 710,915 | 710,915 | 4,999 | ||||||||
Total |
$587,934 | $17,807,739 | $17,550,032 | $(125) | $(20) | $845,496 | $12,145 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$85,577,346 | $— | $— | $85,577,346 | ||||
Preferred
Stocks |
17,244 | — | — | 17,244 | ||||
Warrants |
— | — | 0(a) | 0 | ||||
Short-Term
Investments |
2,807,087 | — | — | 2,807,087 | ||||
TOTAL
INVESTMENTS |
$88,401,677 | $— | $ 0 | $88,401,677 |
(a) | The Fund held a Level 3 security that was valued at $0 at September 30, 2023. |
% of Net Assets | ||
Information Technology | 19.1 | |
Health Care | 16.3 | |
Financials | 15.1 | |
Industrials | 11.3 | |
Communication Services | 9.6 | |
Consumer Staples | 8.9 | |
Consumer Discretionary | 6.6 | |
Materials | 4.1 | |
Energy | 3.9 | |
Utilities | 3.6 | |
Real Estate | 1.0 | |
Short-Term Investments | 3.3 | |
Liabilities in Excess of Other Assets | (2.8) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street
Corp. |
304 | $ 18,486 | $ 5,035 | $ — | $ — | $1,254 | 370 | $ 24,775 | $ 878 | ||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
104,538 | 104,559 | 3,236,427 | 3,201,733 | (25) | (20) | 139,180 | 139,208 | 6,517 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
1,677,495 | 1,677,495 | 13,137,726 | 12,147,342 | — | — | 2,667,879 | 2,667,879 | 11,697 | ||||||||
Total |
$1,800,540 | $16,379,188 | $15,349,075 | $(25) | $1,234 | $2,831,862 | $19,092 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$329,406,758 | $9,261,480 | $19,340 | $338,687,578 | ||||
Rights |
— | — | 0(a) | 0 | ||||
Warrants |
1,999 | — | — | 1,999 | ||||
Short-Term
Investments |
6,804,109 | — | — | 6,804,109 | ||||
TOTAL
INVESTMENTS |
$336,212,866 | $9,261,480 | $19,340 | $345,493,686 |
(a) | The Fund held a Level 3 security that was valued at $0 at September 30, 2023. |
% of Net Assets | ||
Information Technology | 21.6 | |
Financials | 19.6 | |
Consumer Discretionary | 15.4 | |
Communication Services | 9.0 | |
Industrials | 8.4 | |
Materials | 6.4 | |
Consumer Staples | 5.7 | |
Health Care | 5.5 | |
Energy | 4.4 |
% of Net Assets | ||
Utilities | 2.4 | |
Real Estate | 1.7 | |
Short-Term Investments | 2.0 | |
Liabilities in Excess of Other Assets | (2.1) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
— | $ — | $16,109,753 | $15,983,504 | $— | $— | 126,224 | $ 126,249 | $18,472 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
3,218,731 | 3,218,731 | 78,551,088 | 75,091,959 | — | — | 6,677,860 | 6,677,860 | 75,839 | ||||||||
Total |
$3,218,731 | $94,660,841 | $91,075,463 | $— | $— | $6,804,109 | $ 94,311 |
(f) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(g) | The Fund invested in an affiliated entity. Amounts related to these investments during the year ended September 30, 2023 are shown in the Affiliate Table below. |
(h) | Investment of cash collateral for securities loaned. |
NVDR | Non-Voting Depositary Receipt |
REIT | Real Estate Investment Trust |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini MSCI Emerging Markets (long) | 33 | 12/15/2023 | $1,629,863 | $1,576,480 | $(53,383) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$249,551,741 | $387,770 | $ 0(a) | $ 249,939,511 | ||||
Short-Term
Investments |
584,682 | — | — | 584,682 | ||||
TOTAL
INVESTMENTS |
$250,136,423 | $387,770 | $ 0 | $250,524,193 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized
Depreciation |
$ (53,383) | $ — | $— | $ (53,383) | ||||
TOTAL OTHER FINANCIAL
INSTRUMENTS: |
$ (53,383) | $ — | $— | $ (53,383) |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
Beginning
Value at September 30, 2022* |
Transfers
into Level 3* |
Purchases | Sales | Net
realized gain |
Change
in Unrealized Appreciation/ Depreciation** |
Transfers
out of Level 3 |
Ending
Value at September 30, 2023 | ||||||||
Common
Stocks |
$3,939,621 | $0 | $0 | $2,108,904 | $(11,074,394) | $9,243,675 | $— | $— | |||||||
* | Transfers into or out of Level 3 are based on the beginning market value of the period in which they occurred. These transfers are the result of changes in the availability of pricing sources and/or in the observability of significant inputs used in valuing the securities. Level 3 investments were not considered significant to the Fund as of September 30, 2023. |
** | Change in unrealized appreciation/depreciation is included in the related amounts on investments in the Fund's Statement of Operations. |
% of Net Assets | ||
Financials | 25.2 | |
Information Technology | 20.0 | |
Utilities | 16.8 | |
Communication Services | 10.2 |
% of Net Assets | ||
Real Estate | 5.8 | |
Industrials | 5.6 | |
Consumer Staples | 5.0 | |
Energy | 4.2 | |
Consumer Discretionary | 3.5 | |
Materials | 2.8 | |
Health Care | 0.3 | |
Short-Term Investments | 0.2 | |
Other Assets in Excess of Liabilities | 0.4 | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
— | $— | $34,053,349 | $33,503,233 | $21,834 | $— | 571,836 | $571,950 | $32,636 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
— | — | 18,941,307 | 18,928,575 | — | — | 12,732 | 12,732 | 5,849 | ||||||||
Total |
$— | $52,994,656 | $52,431,808 | $21,834 | $— | $584,682 | $38,485 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini MSCI Emerging Markets (long) | 174 | 12/15/2023 | $8,568,337 | $8,312,405 | $(255,932) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$782,898,897 | $4,239,285 | $317,482 | $787,455,664 | ||||
Preferred
Stocks |
725,391 | 44,688 | — | 770,079 | ||||
Rights |
— | 102,747 | 0(a) | 102,747 | ||||
Warrants |
11,844 | — | — | 11,844 | ||||
Short-Term
Investments |
16,300,523 | — | — | 16,300,523 | ||||
TOTAL
INVESTMENTS |
$799,936,655 | $4,386,720 | $317,482 | $804,640,857 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized
Depreciation |
$ (255,932) | $ — | $ — | $ (255,932) | ||||
TOTAL OTHER FINANCIAL
INSTRUMENTS: |
$ (255,932) | $ — | $ — | $ (255,932) |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
% of Net Assets | ||
Information Technology | 17.8 | |
Industrials | 17.3 | |
Materials | 13.2 | |
Consumer Discretionary | 11.8 | |
Health Care | 9.4 | |
Financials | 8.7 | |
Consumer Staples | 6.4 | |
Real Estate | 6.1 | |
Communication Services | 3.5 | |
Utilities | 2.7 | |
Energy | 2.5 | |
Short-Term Investments | 2.1 | |
Liabilities in Excess of Other Assets | (1.5) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
— | $ — | $ 83,727,253 | $ 80,585,491 | $1,171 | $— | 3,142,304 | $ 3,142,933 | $ 91,502 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
15,730,566 | 15,730,566 | 73,988,185 | 76,561,161 | — | — | 13,157,590 | 13,157,590 | 391,798 | ||||||||
Total |
$15,730,566 | $157,715,438 | $157,146,652 | $1,171 | $— | $16,300,523 | $483,300 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
S&P/TSX 60 Index (long) | 4 | 12/14/2023 | $ 714,428 | $ 696,036 | $(18,392) | |||||
MSCI EAFE Index (long) | 14 | 12/15/2023 | 1,466,322 | 1,429,050 | (37,272) | |||||
E-mini S&P 500 Index (long) | 3 | 12/15/2023 | 677,328 | 648,825 | (28,503) | |||||
$(84,167) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$206,653,509 | $102,058 | $— | $206,755,567 | ||||
Short-Term
Investments |
21,720,668 | — | — | 21,720,668 | ||||
TOTAL
INVESTMENTS |
$228,374,177 | $102,058 | $— | $228,476,235 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized
Depreciation |
$ (84,167) | $ — | $— | $ (84,167) | ||||
TOTAL OTHER FINANCIAL
INSTRUMENTS: |
$ (84,167) | $ — | $— | $ (84,167) |
% of Net Assets | ||
Financials | 25.2 | |
Real Estate | 15.4 | |
Industrials | 12.4 | |
Utilities | 10.9 | |
Materials | 7.3 | |
Consumer Discretionary | 6.3 | |
Consumer Staples | 6.1 | |
Communication Services | 5.2 | |
Energy | 4.9 | |
Information Technology | 3.9 | |
Health Care | 1.0 | |
Short-Term Investments | 10.3 | |
Liabilities in Excess of Other Assets | (8.9) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
242,824 | $ 242,873 | $ 31,572,641 | $ 31,025,799 | $41,182 | $(41,093) | 789,646 | $ 789,804 | $ 39,660 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
19,491,595 | 19,491,595 | 110,302,806 | 108,863,537 | — | — | 20,930,864 | 20,930,864 | 96,129 | ||||||||
Total |
$19,734,468 | $141,875,447 | $139,889,336 | $41,182 | $(41,093) | $21,720,668 | $135,789 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$415,758,689 | $— | $— | $415,758,689 | ||||
Short-Term
Investments |
9,059,488 | — | — | 9,059,488 | ||||
TOTAL
INVESTMENTS |
$424,818,177 | $— | $— | $424,818,177 |
% of Net Assets | ||
Industrials | 40.4 | |
Utilities | 38.7 | |
Energy | 20.4 | |
Short-Term Investments | 2.2 | |
Liabilities in Excess of Other Assets | (1.7) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
1,401,393 | $ 1,401,673 | $ 36,586,776 | $ 36,618,636 | $(715) | $(153) | 1,368,672 | $1,368,945 | $ 36,560 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
23,850,478 | 23,850,478 | 203,890,044 | 220,049,979 | — | — | 7,690,543 | 7,690,543 | 66,569 | ||||||||
Total |
$25,252,151 | $240,476,820 | $256,668,615 | $(715) | $(153) | $9,059,488 | $103,129 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common
Stocks |
$485,613,382 | $268,588 | $ 0(a) | $485,881,970 | ||||
Short-Term
Investments |
31,745,115 | — | — | 31,745,115 | ||||
TOTAL
INVESTMENTS |
$517,358,497 | $268,588 | $ 0 | $517,627,085 |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
% of Net Assets | ||
Utilities | 21.7 | |
Real Estate | 13.2 | |
Financials | 12.4 | |
Communication Services | 11.8 | |
Consumer Staples | 11.1 | |
Health Care | 7.0 | |
Industrials | 6.7 | |
Materials | 4.4 | |
Energy | 3.9 | |
Information Technology | 3.7 | |
Consumer Discretionary | 3.1 | |
Short-Term Investments | 6.5 | |
Liabilities in Excess of Other Assets | (5.5) | |
TOTAL | 100.0 |
Number
of Shares Held at 9/30/22 |
Value
at 9/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 9/30/23 |
Value
at 9/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
164,032 | $ 164,064 | $ 45,194,726 | $ 45,099,872 | $(109) | $— | 258,757 | $ 258,809 | $ 22,301 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
38,049,552 | 38,049,552 | 228,228,013 | 234,791,259 | — | — | 31,486,306 | 31,486,306 | 193,580 | ||||||||
Total |
$38,213,616 | $273,422,739 | $279,891,131 | $(109) | $— | $ 31,745,115 | $215,881 |
SPDR EURO STOXX 50 ETF | SPDR MSCI ACWI Climate Paris Aligned ETF | SPDR MSCI ACWI ex-US ETF | SPDR MSCI EAFE Fossil Fuel Reserves Free ETF | ||||
ASSETS | |||||||
Investments in unaffiliated issuers, at
value* |
$2,353,312,637 | $229,886,304 | $1,429,413,382 | $222,126,957 | |||
Investments in affiliated issuers, at
value |
517,645 | 9,458,895 | 46,989,257 | 3,158,872 | |||
Total
Investments |
2,353,830,282 | 239,345,199 | 1,476,402,639 | 225,285,829 | |||
Foreign currency, at
value |
206,520 | 460,880 | 7,155,042 | 508,905 | |||
Net cash at
broker |
— | 154,473 | 694,653 | — | |||
Cash |
59 | 1,181 | 458,408 | — | |||
Receivable for investments
sold |
— | — | — | — | |||
Dividends receivable — unaffiliated
issuers |
1,464,291 | 291,616 | 3,595,584 | 566,804 | |||
Dividends receivable — affiliated
issuers |
3,937 | 7,557 | 4,887 | 849 | |||
Securities lending income receivable — unaffiliated
issuers |
5,360 | 836 | 9,794 | 543 | |||
Securities lending income receivable — affiliated issuers
|
22,129 | 2,578 | 23,943 | 1,126 | |||
Receivable for foreign taxes
recoverable |
6,081,687 | 118,242 | 2,671,399 | 510,344 | |||
Other
receivable |
21,910 | 1,382 | 618 | 1,383 | |||
TOTAL ASSETS
|
2,361,636,175 | 240,383,944 | 1,491,016,967 | 226,875,783 | |||
LIABILITIES | |||||||
Payable upon return of securities
loaned |
— | 7,811,145 | 46,462,476 | 3,114,574 | |||
Payable for investments
purchased |
— | — | — | — | |||
Payable to broker – accumulated variation margin on open futures
contracts |
— | 92,925 | 326,712 | — | |||
Deferred foreign taxes
payable |
— | 16,164 | 1,189,421 | — | |||
Advisory fee
payable |
577,209 | 23,633 | 370,454 | 37,639 | |||
Trustees’ fees and expenses
payable |
— | 63 | 773 | 128 | |||
Accrued expenses and other
liabilities |
1,640,129 | — | — | — | |||
TOTAL LIABILITIES
|
2,217,338 | 7,943,930 | 48,349,836 | 3,152,341 | |||
NET ASSETS
|
$2,359,418,837 | $232,440,014 | $1,442,667,131 | $223,723,442 | |||
NET ASSETS CONSIST OF: | |||||||
Paid-in
capital |
$3,154,017,101 | $243,233,854 | $1,679,521,469 | $249,910,414 | |||
Total distributable earnings
(loss)** |
(794,598,264) | (10,793,840) | (236,854,338) | (26,186,972) | |||
NET ASSETS
|
$2,359,418,837 | $232,440,014 | $1,442,667,131 | $223,723,442 | |||
NET ASSET VALUE PER SHARE | |||||||
Net asset value per
share |
$ 42.21 | $ 28.35 | $ 25.00 | $ 35.51 | |||
Shares outstanding (unlimited amount authorized, $0.01 par
value) |
55,900,967 | 8,200,000 | 57,699,982 | 6,300,000 | |||
COST OF INVESTMENTS: | |||||||
Investments in unaffiliated
issuers |
$2,445,022,903 | $228,214,525 | $1,485,652,671 | $238,348,433 | |||
Investments in affiliated
issuers |
517,645 | 9,464,422 | 46,989,257 | 3,158,872 | |||
Total cost of
investments |
$2,445,540,548 | $237,678,947 | $1,532,641,928 | $241,507,305 | |||
Foreign currency, at
cost |
$ 206,452 | $ 456,035 | $ 7,236,245 | $ 508,447 | |||
* Includes investments in securities on loan, at
value |
$ — | $ 8,165,329 | $ 60,844,717 | $ 5,720,036 | |||
** Includes deferred foreign
taxes |
$ — | $ 16,164 | $ 1,187,185 | $ — |
SPDR MSCI EAFE StrategicFactors ETF | SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF | SPDR MSCI Emerging Markets StrategicFactors ETF | SPDR MSCI World StrategicFactors ETF | SPDR S&P Emerging Asia Pacific ETF | SPDR S&P Emerging Markets Dividend ETF | SPDR S&P Emerging Markets Small Cap ETF | ||||||
$ 919,133,057 | $ 75,456,047 | $ 45,945,448 | $85,569,815 | $338,689,577 | $ 249,939,511 | $788,340,334 | ||||||
16,609,975 | 544,372 | 845,496 | 2,831,862 | 6,804,109 | 584,682 | 16,300,523 | ||||||
935,743,032 | 76,000,419 | 46,790,944 | 88,401,677 | 345,493,686 | 250,524,193 | 804,640,857 | ||||||
2,036,845 | 237,784 | 110,052 | 124,695 | 1,226,293 | 1,559,405 | 3,433,322 | ||||||
— | — | — | — | — | 98,660 | 518,380 | ||||||
102 | — | 7,033 | 120 | 496,191 | 19 | 945,155 | ||||||
— | — | 21 | — | 16,136 | 61 | 262,876 | ||||||
2,922,549 | 104,274 | 67,302 | 134,245 | 450,845 | 733,382 | 1,210,385 | ||||||
1,109 | 126 | 745 | 769 | 957 | 7,526 | 14,061 | ||||||
1,625 | 1,090 | 715 | 109 | 7,821 | 7,930 | 175,887 | ||||||
6,241 | 435 | 890 | 853 | 4,689 | 49 | 40,498 | ||||||
2,306,187 | 2,218 | 307 | 57,759 | — | 1,641 | 41,264 | ||||||
— | 1,382 | — | — | — | — | — | ||||||
943,017,690 | 76,347,728 | 46,978,009 | 88,720,227 | 347,696,618 | 252,932,866 | 811,282,685 | ||||||
16,583,362 | 520,327 | 710,915 | 2,667,879 | 6,677,860 | 12,732 | 13,157,590 | ||||||
— | 1,676 | 381 | — | 59,297 | 1,317,188 | 374,369 | ||||||
— | — | — | — | — | 53,287 | 255,487 | ||||||
— | 278,797 | 198,422 | — | 2,488,986 | 37,739 | 4,247,495 | ||||||
236,112 | 18,965 | 11,355 | 21,723 | 139,142 | 99,884 | 426,341 | ||||||
71 | 78 | 36 | — | 177 | 59 | 179 | ||||||
— | 1,128 | — | — | — | — | — | ||||||
16,819,545 | 820,971 | 921,109 | 2,689,602 | 9,365,462 | 1,520,889 | 18,461,461 | ||||||
$ 926,198,145 | $ 75,526,757 | $ 46,056,900 | $86,030,625 | $338,331,156 | $ 251,411,977 | $792,821,224 | ||||||
$1,047,437,996 | $ 93,208,308 | $ 56,938,182 | $76,129,499 | $410,796,425 | $ 529,593,251 | $864,523,681 | ||||||
(121,239,851) | (17,681,551) | (10,881,282) | 9,901,126 | (72,465,269) | (278,181,274) | (71,702,457) | ||||||
$ 926,198,145 | $ 75,526,757 | $ 46,056,900 | $86,030,625 | $338,331,156 | $ 251,411,977 | $792,821,224 | ||||||
$ 67.36 | $ 29.05 | $ 54.18 | $ 101.21 | $ 98.07 | $ 29.75 | $ 53.57 | ||||||
13,750,000 | 2,600,000 | 850,000 | 850,000 | 3,450,000 | 8,450,000 | 14,800,000 | ||||||
$ 966,673,107 | $ 83,349,763 | $ 45,968,329 | $73,835,753 | $341,275,902 | $ 259,663,030 | $749,810,002 | ||||||
16,609,975 | 544,372 | 845,496 | 2,833,023 | 6,804,109 | 584,682 | 16,300,523 | ||||||
$ 983,283,082 | $ 83,894,135 | $ 46,813,825 | $76,668,776 | $ 348,080,011 | $ 260,247,712 | $ 766,110,525 | ||||||
$ 2,035,222 | $ 242,861 | $ 133,662 | $ 125,460 | $ 1,226,655 | $ 1,562,094 | $ 3,440,662 | ||||||
$ 21,809,704 | $ 1,124,115 | $ 864,898 | $ 2,948,470 | $ 8,268,874 | $ 1,239,902 | $ 48,840,125 | ||||||
$ — | $ 278,796 | $ 198,422 | $ — | $ 2,488,986 | $ 37,738 | $ 4,242,127 |
SPDR S&P Global Dividend ETF | SPDR S&P Global Infrastructure ETF | SPDR S&P International Dividend ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value* |
$ 206,755,567 | $415,758,689 | $ 485,881,970 | ||
Investments in affiliated issuers, at
value |
21,720,668 | 9,059,488 | 31,745,115 | ||
Total
Investments |
228,476,235 | 424,818,177 | 517,627,085 | ||
Foreign currency, at
value |
1,148,878 | 333,930 | 374,993 | ||
Net cash at
broker |
205,698 | — | — | ||
Receivable for investments
sold |
79,426 | 30,575,016 | — | ||
Dividends receivable — unaffiliated
issuers |
1,148,629 | 1,333,164 | 2,757,227 | ||
Dividends receivable — affiliated
issuers |
4,763 | 3,856 | 2,793 | ||
Securities lending income receivable — unaffiliated
issuers |
640 | 342 | 1,609 | ||
Securities lending income receivable — affiliated issuers
|
8,253 | 2,981 | 13,198 | ||
Receivable for foreign taxes
recoverable |
374,958 | 58,893 | 1,553,224 | ||
TOTAL ASSETS
|
231,447,480 | 457,126,359 | 522,330,129 | ||
LIABILITIES | |||||
Due to
custodian |
14,633 | — | — | ||
Payable upon return of securities
loaned |
20,930,864 | 7,690,543 | 31,486,306 | ||
Payable for investments
purchased |
615,407 | 29,011,973 | 53,931 | ||
Payable for fund shares
repurchased |
— | 2,476,656 | — | ||
Payable to broker – accumulated variation margin on open futures
contracts |
84,111 | — | — | ||
Advisory fee
payable |
72,774 | 144,442 | 194,526 | ||
Trustees’ fees and expenses
payable |
126 | 235 | 241 | ||
TOTAL LIABILITIES
|
21,717,915 | 39,323,849 | 31,735,004 | ||
NET ASSETS
|
$ 209,729,565 | $417,802,510 | $ 490,595,125 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in
capital |
$ 335,888,470 | $512,973,439 | $1,021,334,730 | ||
Total distributable earnings
(loss)** |
(126,158,905) | (95,170,929) | (530,739,605) | ||
NET ASSETS
|
$ 209,729,565 | $417,802,510 | $ 490,595,125 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per
share |
$ 54.83 | $ 49.44 | $ 33.03 | ||
Shares outstanding (unlimited amount authorized, $0.01 par
value) |
3,825,000 | 8,450,000 | 14,851,326 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated
issuers |
$ 238,277,064 | $ 450,111,624 | $ 516,559,271 | ||
Investments in affiliated
issuers |
21,761,727 | 9,059,488 | 31,745,115 | ||
Total cost of
investments |
$ 260,038,791 | $ 459,171,112 | $ 548,304,386 | ||
Foreign currency, at
cost |
$ 1,173,176 | $ 334,438 | $ 375,531 | ||
* Includes investments in securities on loan, at
value |
$ 26,653,650 | $ 8,145,517 | $ 51,342,482 |
SPDR EURO STOXX 50 ETF | SPDR MSCI ACWI Climate Paris Aligned ETF | SPDR MSCI ACWI ex-US ETF | SPDR MSCI EAFE Fossil Fuel Reserves Free ETF | ||||
INVESTMENT INCOME | |||||||
Dividend income — unaffiliated
issuers |
$ 89,945,915 | $ 4,786,405 | $ 52,310,370 | $ 7,597,750 | |||
Dividend income — affiliated
issuers |
53,715 | 64,702 | 93,444 | 12,890 | |||
Unaffiliated securities lending
income |
45,506 | 7,739 | 148,599 | 17,182 | |||
Affiliated securities lending
income |
188,365 | 40,736 | 352,466 | 43,028 | |||
Foreign taxes
withheld |
(4,641,157) | (264,327) | (4,613,534) | (731,736) | |||
TOTAL INVESTMENT INCOME
(LOSS) |
85,592,344 | 4,635,255 | 48,291,345 | 6,939,114 | |||
EXPENSES | |||||||
Advisory
fee |
6,664,891 | 279,968 | 4,586,589 | 472,575 | |||
Trustees’ fees and expenses
|
21,971 | 2,780 | 18,353 | 2,879 | |||
Miscellaneous
expenses |
62,271 | 14,465 | 48,694 | 17,173 | |||
TOTAL
EXPENSES |
6,749,133 | 297,213 | 4,653,636 | 492,627 | |||
NET INVESTMENT INCOME
(LOSS) |
$ 78,843,211 | $ 4,338,042 | $ 43,637,709 | $ 6,446,487 | |||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||||
Net realized gain (loss) on: | |||||||
Investments — unaffiliated
issuers* |
(465,082) | (4,104,253) | (34,392,358) | (3,880,212) | |||
Investments — affiliated
issuers |
(49) | 59 | — | (168) | |||
In-kind redemptions — unaffiliated
issuers |
71,017,096 | 2,579,904 | 56,029,281 | 11,453,182 | |||
In-kind redemptions — affiliated
issuers |
— | 158 | — | — | |||
Foreign currency
transactions |
(179,202) | (28,571) | (951,458) | 259 | |||
Futures
contracts |
— | 321,472 | (379,772) | — | |||
Net realized gain
(loss) |
70,372,763 | (1,231,231) | 20,305,693 | 7,573,061 | |||
Net change in unrealized appreciation/depreciation on: | |||||||
Investments — unaffiliated
issuers** |
417,423,072 | 35,998,379 | 218,091,688 | 36,995,056 | |||
Investments — affiliated
issuers |
(128) | 3,688 | — | (1) | |||
Foreign currency
translations |
701,646 | 18,902 | 353,175 | 39,673 | |||
Futures
contracts |
— | (95,451) | (327,156) | — | |||
Net change in unrealized
appreciation/depreciation |
418,124,590 | 35,925,518 | 218,117,707 | 37,034,728 | |||
NET REALIZED AND UNREALIZED GAIN
(LOSS) |
488,497,353 | 34,694,287 | 238,423,400 | 44,607,789 | |||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS |
$567,340,564 | $39,032,329 | $282,061,109 | $51,054,276 | |||
* Includes foreign capital gain
taxes |
$ — | $ (3,815) | $ (2,559) | $ — | |||
** Includes foreign deferred
taxes |
$ — | $ (16,164) | $ (1,187,185) | $ — |
SPDR MSCI EAFE StrategicFactors ETF | SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF | SPDR MSCI Emerging Markets StrategicFactors ETF | SPDR MSCI World StrategicFactors ETF | SPDR S&P Emerging Asia Pacific ETF | SPDR S&P Emerging Markets Dividend ETF | SPDR S&P Emerging Markets Small Cap ETF | ||||||
$ 34,221,881 | $ 2,623,111 | $ 2,227,640 | $ 1,917,658 | $10,534,925 | $14,074,687 | $ 23,312,077 | ||||||
38,730 | 3,293 | 7,146 | 7,395 | 18,472 | 32,636 | 91,502 | ||||||
44,422 | 9,492 | 7,268 | 2,733 | 78,874 | 70,089 | 1,886,537 | ||||||
175,326 | 6,077 | 4,999 | 11,697 | 75,839 | 5,849 | 391,798 | ||||||
(2,692,073) | (322,090) | (283,116) | (92,133) | (1,319,361) | (1,760,759) | (2,949,371) | ||||||
31,788,286 | 2,319,883 | 1,963,937 | 1,847,350 | 9,388,749 | 12,422,502 | 22,732,543 | ||||||
2,817,859 | 257,076 | 128,181 | 227,445 | 1,732,263 | 1,020,461 | 4,510,127 | ||||||
10,403 | 1,092 | 522 | 826 | 4,203 | 2,315 | 7,603 | ||||||
29,193 | 2,842 | 1,427 | 13,641 | 10,219 | 5,813 | 12,099 | ||||||
2,857,455 | 261,010 | 130,130 | 241,912 | 1,746,685 | 1,028,589 | 4,529,829 | ||||||
$ 28,930,831 | $ 2,058,873 | $ 1,833,807 | $ 1,605,438 | $ 7,642,064 | $ 11,393,913 | $ 18,202,714 | ||||||
(30,095,895) | (2,405,002) | (1,025,727) | (970,993) | 2,383,604 | 9,931,649 | (5,235,687) | ||||||
(868) | (170) | (125) | (25) | — | 21,834 | 1,171 | ||||||
25,032,586 | (544,964) | (58,787) | — | 2,185,847 | (199,845) | 1,513,539 | ||||||
— | — | — | — | — | — | — | ||||||
(6,343) | (92,176) | (522,731) | (4,206) | (171,674) | (641,932) | (607,772) | ||||||
— | — | — | — | — | 189,345 | (67,705) | ||||||
(5,070,520) | (3,042,312) | (1,607,370) | (975,224) | 4,397,777 | 9,301,051 | (4,396,454) | ||||||
143,799,761 | 10,436,836 | 4,017,426 | 12,239,125 | 23,814,541 | 47,290,352 | 109,819,213 | ||||||
— | (10) | (20) | 1,234 | — | — | — | ||||||
122,255 | 5,369 | 11,699 | 7,123 | 99,305 | 12,057 | 51,518 | ||||||
— | — | — | — | — | 38,739 | 181,273 | ||||||
143,922,016 | 10,442,195 | 4,029,105 | 12,247,482 | 23,913,846 | 47,341,148 | 110,052,004 | ||||||
138,851,496 | 7,399,883 | 2,421,735 | 11,272,258 | 28,311,623 | 56,642,199 | 105,655,550 | ||||||
$167,782,327 | $ 9,458,756 | $ 4,255,542 | $12,877,696 | $35,953,687 | $ 68,036,112 | $123,858,264 | ||||||
$ — | $ (86,601) | $ (44,659) | $ — | $ (804,152) | $ — | $ (1,870,568) | ||||||
$ — | $ (278,796) | $ (198,422) | $ — | $ (2,488,986) | $ (37,738) | $ (4,242,127) |
SPDR S&P Global Dividend ETF | SPDR S&P Global Infrastructure ETF | SPDR S&P International Dividend ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated
issuers |
$ 13,450,020 | $20,468,315 | $26,092,785 | ||
Dividend income — affiliated
issuers |
39,660 | 36,560 | 22,301 | ||
Unaffiliated securities lending
income |
31,790 | 21,788 | 88,092 | ||
Affiliated securities lending
income |
96,129 | 66,569 | 193,580 | ||
Foreign taxes
withheld |
(969,238) | (1,075,184) | (2,310,868) | ||
TOTAL INVESTMENT INCOME
(LOSS) |
12,648,361 | 19,518,048 | 24,085,890 | ||
EXPENSES | |||||
Advisory
fee |
936,424 | 2,140,378 | 2,310,964 | ||
Trustees’ fees and expenses
|
2,902 | 6,818 | 6,347 | ||
Miscellaneous
expenses |
18,712 | 10,071 | 23,612 | ||
TOTAL
EXPENSES |
958,038 | 2,157,267 | 2,340,923 | ||
NET INVESTMENT INCOME
(LOSS) |
$ 11,690,323 | $17,360,781 | $21,744,967 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated
issuers* |
(16,566,278) | (9,386,154) | (9,825,813) | ||
Investments — affiliated
issuers |
41,182 | (715) | (109) | ||
In-kind redemptions — unaffiliated
issuers |
1,874,000 | 29,270,074 | 6,835,128 | ||
Foreign currency
transactions |
20,260 | 338,546 | (819,251) | ||
Futures
contracts |
86,325 | — | — | ||
Net realized gain
(loss) |
(14,544,511) | 20,221,751 | (3,810,045) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated
issuers** |
20,491,934 | 2,185,542 | 69,782,499 | ||
Investments — affiliated
issuers |
(41,093) | (153) | — | ||
Foreign currency
translations |
16,636 | 75,219 | 155,657 | ||
Futures
contracts |
(84,167) | — | — | ||
Net change in unrealized
appreciation/depreciation |
20,383,310 | 2,260,608 | 69,938,156 | ||
NET REALIZED AND UNREALIZED GAIN
(LOSS) |
5,838,799 | 22,482,359 | 66,128,111 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS |
$ 17,529,122 | $39,843,140 | $87,873,078 |
SPDR EURO STOXX 50 ETF | SPDR MSCI ACWI Climate Paris Aligned ETF | ||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/23 |
Year
Ended(a) 9/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income
(loss) |
$ 78,843,211 | $ 62,165,299 | $ 4,338,042 | $ 3,175,580 | |||
Net realized gain
(loss) |
70,372,763 | 62,058,796 | (1,231,231) | 4,558,797 | |||
Net change in unrealized
appreciation/depreciation |
418,124,590 | (713,476,491) | 35,925,518 | (60,966,967) | |||
Net increase (decrease) in net assets resulting from
operations |
567,340,564 | (589,252,396) | 39,032,329 | (53,232,590) | |||
Net equalization credits and
charges |
524,853 | (3,663,100) | (46,992) | 815,674 | |||
Distributions to
shareholders |
(78,231,979) | (73,669,991) | (4,221,883) | (3,322,265) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares
sold |
782,429,288 | 196,410,776 | — | 182,239,356 | |||
Cost of shares
redeemed |
(191,729,569) | (876,206,574) | (8,378,855) | (32,720,585) | |||
Net income
equalization |
(524,853) | 3,663,100 | 46,992 | (815,674) | |||
Other
Capital |
— | 2,359 | 1,519 | 19,296 | |||
Net increase (decrease) in net assets from beneficial interest transactions
|
590,174,866 | (676,130,339) | (8,330,344) | 148,722,393 | |||
Net increase (decrease) in net assets during the
period |
1,079,808,304 | (1,342,715,826) | 26,433,110 | 92,983,212 | |||
Net assets at beginning of
period |
1,279,610,533 | 2,622,326,359 | 206,006,904 | 113,023,692 | |||
NET ASSETS AT END OF
PERIOD |
$2,359,418,837 | $ 1,279,610,533 | $232,440,014 | $206,006,904 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares
sold |
19,000,000 | 5,450,000 | — | 6,000,000 | |||
Shares
redeemed |
(4,250,000) | (22,000,000) | (300,000) | (1,100,000) | |||
Net increase (decrease) from share
transactions |
14,750,000 | (16,550,000) | (300,000) | 4,900,000 |
(a) | On April 22, 2022 the SPDR MSCI ACWI Climate Paris Aligned ETF underwent a 4-for-1 stock split. The capital share activity presented here has been retroactively adjusted to reflect this split. See Note 12. |
SPDR MSCI ACWI ex-US ETF | SPDR MSCI EAFE Fossil Fuel Reserves Free ETF | SPDR MSCI EAFE StrategicFactors ETF | ||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/23(b) |
Year
Ended 9/30/22(b) |
Year
Ended 9/30/23 |
Year
Ended 9/30/22 | |||||
$ 43,637,709 | $ 49,477,375 | $ 6,446,487 | $ 6,707,743 | $ 28,930,831 | $ 25,236,762 | |||||
20,305,693 | (2,480,158) | 7,573,061 | 5,931,656 | (5,070,520) | 17,412,650 | |||||
218,117,707 | (495,346,663) | 37,034,728 | (88,120,607) | 143,922,016 | (262,206,319) | |||||
282,061,109 | (448,349,446) | 51,054,276 | (75,481,208) | 167,782,327 | (219,556,907) | |||||
— | — | (303,592) | 279,056 | — | — | |||||
(46,277,058) | (55,147,029) | (6,604,789) | (7,750,066) | (27,515,344) | (26,318,489) | |||||
106,601,319 | 149,692,691 | 21,946,223 | 73,423,541 | 258,244,434 | 342,034,492 | |||||
(220,513,548) | (88,955,523) | (45,008,663) | (28,100,171) | (159,635,918) | (219,520,437) | |||||
— | — | 303,592 | (279,056) | — | — | |||||
85,872 | 87,479 | 1,162 | 2,614 | 10,318 | 12,062 | |||||
(113,826,357) | 60,824,647 | (22,757,686) | 45,046,928 | 98,618,834 | 122,526,117 | |||||
121,957,694 | (442,671,828) | 21,388,209 | (37,905,290) | 238,885,817 | (123,349,279) | |||||
1,320,709,437 | 1,763,381,265 | 202,335,233 | 240,240,523 | 687,312,328 | 810,661,607 | |||||
$1,442,667,131 | $1,320,709,437 | $223,723,442 | $202,335,233 | $ 926,198,145 | $ 687,312,328 | |||||
4,400,000 | 5,200,000 | 600,000 | 1,900,000 | 3,850,000 | 4,800,000 | |||||
(8,600,000) | (3,800,000) | (1,200,000) | (800,000) | (2,350,000) | (3,300,000) | |||||
(4,200,000) | 1,400,000 | (600,000) | 1,100,000 | 1,500,000 | 1,500,000 |
(b) | On January 12, 2023 the SPDR MSCI EAFE Fossil Fuel Reserves Free ETF underwent a 2-for-1 stock split. The capital share activity presented here has been retroactively adjusted to reflect this split. See Note 12. |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF | SPDR MSCI Emerging Markets StrategicFactors ETF | ||||||
Year
Ended 9/30/23(c) |
Year
Ended 9/30/22(c) |
Year
Ended 9/30/23 |
Year
Ended 9/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income
(loss) |
$ 2,058,873 | $ 2,716,216 | $ 1,833,807 | $ 2,267,766 | |||
Net realized gain
(loss) |
(3,042,312) | 195,566 | (1,607,370) | 3,434,332 | |||
Net change in unrealized
appreciation/depreciation |
10,442,195 | (39,193,555) | 4,029,105 | (19,867,428) | |||
Net increase (decrease) in net assets resulting from
operations |
9,458,756 | (36,281,773) | 4,255,542 | (14,165,330) | |||
Net equalization credits and
charges |
(77,740) | (393,746) | — | — | |||
Distributions to
shareholders |
(2,131,643) | (2,383,221) | (2,119,145) | (2,126,097) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares
sold |
3,078,848 | 3,198,951 | 6,888,657 | 1,402,308 | |||
Cost of shares
redeemed |
(20,557,319) | (51,308,507) | (2,789,469) | (26,953,364) | |||
Net income
equalization |
77,740 | 393,746 | — | — | |||
Other
Capital |
40,408 | 93,759 | 10,921 | 43,114 | |||
Net increase (decrease) in net assets from beneficial interest transactions
|
(17,360,323) | (47,622,051) | 4,110,109 | (25,507,942) | |||
Net increase (decrease) in net assets during the
period |
(10,110,950) | (86,680,791) | 6,246,506 | (41,799,369) | |||
Net assets at beginning of
period |
85,637,707 | 172,318,498 | 39,810,394 | 81,609,763 | |||
NET ASSETS AT END OF
PERIOD |
$ 75,526,757 | $ 85,637,707 | $46,056,900 | $ 39,810,394 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares
sold |
100,000 | 100,000 | 125,000 | 25,000 | |||
Shares
redeemed |
(700,000) | (1,500,000) | (50,000) | (450,000) | |||
Net increase (decrease) from share
transactions |
(600,000) | (1,400,000) | 75,000 | (425,000) |
(c) | On January 12, 2023 the SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF underwent a 2-for-1 stock split. The capital share activity presented here has been retroactively adjusted to reflect this split. See Note 12. |
SPDR MSCI World StrategicFactors ETF | SPDR S&P Emerging Asia Pacific ETF | SPDR S&P Emerging Markets Dividend ETF | ||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/23 |
Year
Ended 9/30/22 | |||||
$ 1,605,438 | $ 1,177,182 | $ 7,642,064 | $ 9,278,936 | $ 11,393,913 | $ 10,386,384 | |||||
(975,224) | (290,630) | 4,397,777 | 27,637,205 | 9,301,051 | (2,679,301) | |||||
12,247,482 | (11,431,493) | 23,913,846 | (164,151,193) | 47,341,148 | (61,533,484) | |||||
12,877,696 | (10,544,941) | 35,953,687 | (127,235,052) | 68,036,112 | (53,826,401) | |||||
— | — | — | — | 219,796 | (310,846) | |||||
(1,465,993) | (1,118,528) | (9,186,047) | (15,021,993) | (11,333,930) | (11,300,604) | |||||
15,109,491 | 19,420,491 | 15,423,194 | — | 23,541,657 | 5,473,970 | |||||
— | — | (38,730,337) | (122,500,655) | (9,330,355) | (55,163,172) | |||||
— | — | — | — | (219,796) | 310,846 | |||||
265 | 427 | 58,609 | 122,592 | 38,272 | 75,342 | |||||
15,109,756 | 19,420,918 | (23,248,534) | (122,378,063) | 14,029,778 | (49,303,014) | |||||
26,521,459 | 7,757,449 | 3,519,106 | (264,635,108) | 70,951,756 | (114,740,865) | |||||
59,509,166 | 51,751,717 | 334,812,050 | 599,447,158 | 180,460,221 | 295,201,086 | |||||
$86,030,625 | $ 59,509,166 | $338,331,156 | $ 334,812,050 | $ 251,411,977 | $ 180,460,221 | |||||
150,000 | 200,000 | 150,000 | — | 800,000 | 200,000 | |||||
— | — | (400,000) | (1,100,000) | (400,000) | (2,050,000) | |||||
150,000 | 200,000 | (250,000) | (1,100,000) | 400,000 | (1,850,000) |
SPDR S&P Emerging Markets Small Cap ETF | SPDR S&P Global Dividend ETF | ||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/23 |
Year
Ended 9/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income
(loss) |
$ 18,202,714 | $ 16,936,538 | $ 11,690,323 | $ 12,526,844 | |||
Net realized gain
(loss) |
(4,396,454) | (8,082,361) | (14,544,511) | 5,479,298 | |||
Net change in unrealized
appreciation/depreciation |
110,052,004 | (144,437,419) | 20,383,310 | (54,483,813) | |||
Net increase (decrease) in net assets resulting from
operations |
123,858,264 | (135,583,242) | 17,529,122 | (36,477,671) | |||
Distributions to
shareholders |
(18,030,510) | (20,565,254) | (11,949,184) | (13,101,784) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares
sold |
149,953,084 | 78,950,990 | 13,244,751 | 59,800,362 | |||
Cost of shares
redeemed |
(15,315,700) | (21,893,470) | (25,836,654) | (116,496,101) | |||
Other
Capital |
177,313 | 105,637 | 4,079 | 14,925 | |||
Net increase (decrease) in net assets from beneficial interest transactions
|
134,814,697 | 57,163,157 | (12,587,824) | (56,680,814) | |||
Contribution from affiliate (Note
4) |
1,489 | — | — | — | |||
Net increase (decrease) in net assets during the
period |
240,643,940 | (98,985,339) | (7,007,886) | (106,260,269) | |||
Net assets at beginning of
period |
552,177,284 | 651,162,623 | 216,737,451 | 322,997,720 | |||
NET ASSETS AT END OF
PERIOD |
$792,821,224 | $ 552,177,284 | $209,729,565 | $ 216,737,451 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares
sold |
3,000,000 | 1,500,000 | 225,000 | 925,000 | |||
Shares
redeemed |
(300,000) | (400,000) | (450,000) | (1,775,000) | |||
Net increase (decrease) from share
transactions |
2,700,000 | 1,100,000 | (225,000) | (850,000) |
SPDR S&P Global Infrastructure ETF | SPDR S&P International Dividend ETF | |||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/23 |
Year
Ended 9/30/22 | |||
$ 17,360,781 | $ 12,863,146 | $ 21,744,967 | $ 24,516,478 | |||
20,221,751 | 1,195,684 | (3,810,045) | (20,934,384) | |||
2,260,608 | (52,340,562) | 69,938,156 | (124,141,295) | |||
39,843,140 | (38,281,732) | 87,873,078 | (120,559,201) | |||
(17,967,278) | (13,769,273) | (21,235,945) | (27,767,256) | |||
67,977,073 | 142,208,958 | 69,132,651 | 48,348,387 | |||
(161,763,372) | (39,272,581) | (105,290,301) | (72,705,380) | |||
5,813 | 8,857 | 45,486 | 23,905 | |||
(93,780,486) | 102,945,234 | (36,112,164) | (24,333,088) | |||
— | — | — | — | |||
(71,904,624) | 50,894,229 | 30,524,969 | (172,659,545) | |||
489,707,134 | 438,812,905 | 460,070,156 | 632,729,701 | |||
$ 417,802,510 | $489,707,134 | $ 490,595,125 | $ 460,070,156 | |||
1,300,000 | 2,600,000 | 2,150,000 | 1,350,000 | |||
(3,050,000) | (700,000) | (3,150,000) | (2,100,000) | |||
(1,750,000) | 1,900,000 | (1,000,000) | (750,000) |
SPDR EURO STOXX 50 ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 31.10 | $ 45.45 | $ 36.40 | $ 37.79 | $ 38.35 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
1.47 | 1.30 | 1.06 | 0.81 | 1.02 | ||||
Net realized and unrealized gain (loss)
(c) |
10.99 | (13.98) | 8.77 | (1.46) | (0.49) | ||||
Total from investment
operations |
12.46 | (12.68) | 9.83 | (0.65) | 0.53 | ||||
Net equalization credits and charges
(b) |
0.01 | (0.08) | 0.12 | (0.00)(d) | (0.01) | ||||
Other
capital |
— | 0.00(d) | — | — | — | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.36) | (1.59) | (0.90) | (0.74) | (1.08) | ||||
Net asset value, end of
period |
$ 42.21 | $ 31.10 | $ 45.45 | $ 36.40 | $ 37.79 | ||||
Total return
(e) |
40.03% | (28.73)% | 27.32% | (1.65)% | 1.43% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$2,359,419 | $1,279,611 | $2,622,326 | $1,747,270 | $2,050,307 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.29% | 0.30% | 0.29% | 0.29% | 0.29% | ||||
Net investment income
(loss) |
3.43% | 3.16% | 2.39% | 2.21% | 2.80% | ||||
Portfolio turnover rate
(f) |
12% | 8% | 11% | 9% | 6% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR MSCI ACWI Climate Paris Aligned ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22(a) |
Year
Ended 9/30/21(a) |
Year
Ended 9/30/20(a) |
Year
Ended 9/30/19(a)(b) | |||||
Net asset value, beginning of
period |
$ 24.24 | $ 31.40 | $ 25.09 | $ 23.01 | $ 23.05 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(c) |
0.52 | 0.55 | 0.53 | 0.46 | 0.52 | ||||
Net realized and unrealized gain (loss)
(d) |
4.11 | (6.37) | 6.25 | 2.13 | (0.06) | ||||
Total from investment
operations |
4.63 | (5.82) | 6.78 | 2.58 | 0.46 | ||||
Net equalization credits and charges
(c) |
(0.01) | 0.14 | 0.02 | (0.03) | 0.01 | ||||
Other
capital |
0.00(e) | 0.00(e) | 0.00(e) | 0.00 | 0.00(e) | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(0.51) | (1.48) | (0.49) | (0.48) | (0.51) | ||||
Net asset value, end of
period |
$ 28.35 | $ 24.24 | $ 31.40 | $ 25.09 | $ 23.01 | ||||
Total return
(f) |
19.07% | (21.38)% | 27.23% | 11.18% | 2.25% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$232,440 | $206,007 | $113,024 | $70,239 | $82,838 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.13% | 0.16% | 0.24% | 0.30% | 0.30% | ||||
Net
expenses |
0.13% | 0.16% | 0.20% | 0.20% | 0.20% | ||||
Net investment income
(loss) |
1.86% | 1.89% | 1.75% | 1.95% | 2.39% | ||||
Portfolio turnover rate
(g) |
12% | 32% | 10% | 10% | 15% |
(a) | Effective on April 22, 2022, the SPDR MSCI ACWI Climate Paris Aligned ETF underwent a 4-for-1 share split. The per share activity presented here has been retroactively adjusted to reflect this split. (Note 12) |
(b) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(c) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(d) | 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. |
(e) | Amount is less than $0.005 per share. |
(f) | 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. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR MSCI ACWI ex-US ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a)(b) | |||||
Net asset value, beginning of
period |
$ 21.34 | $ 29.15 | $ 24.01 | $ 24.08 | $ 24.97 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(c) |
0.72 | 0.77 | 0.71 | 0.54 | 0.76 | ||||
Net realized and unrealized gain (loss)
(d) |
3.70 | (7.71) | 5.05 | 0.06 | (0.95) | ||||
Total from investment
operations |
4.42 | (6.94) | 5.76 | 0.60 | (0.19) | ||||
Other
capital |
0.00(e) | 0.00(e) | 0.00(e) | 0.00(e) | 0.00(e) | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(0.76) | (0.87) | (0.62) | (0.67) | (0.70) | ||||
Net asset value, end of
period |
$ 25.00 | $ 21.34 | $ 29.15 | $ 24.01 | $ 24.08 | ||||
Total
return |
20.80% | (24.46)% | 23.98% | 2.44% | (0.61)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$1,442,667 | $1,320,709 | $1,763,381 | $1,270,389 | $1,683,113 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.30% | 0.30% | 0.32% | 0.34% | 0.34% | ||||
Net
expenses |
0.30% | 0.30% | 0.30% | 0.30% | 0.30% | ||||
Net investment income
(loss) |
2.85% | 2.90% | 2.48% | 2.26% | 3.20% | ||||
Portfolio turnover rate
(f) |
4% | 2% | 5% | 4% | 3% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | On September 20, 2019, the SPDR MSCI ACWI ex-US ETF underwent a 3-for-2 share split. The per share activity presented here has been retroactively adjusted to reflect this split. |
(c) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(d) | 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. |
(e) | Amount is less than $0.005 per share. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF | |||||||||
Year
Ended 9/30/23(a) |
Year
Ended 9/30/22(a) |
Year
Ended 9/30/21(a) |
Year
Ended 9/30/20(a) |
Year
Ended 9/30/19(a)(b) | |||||
Net asset value, beginning of
period |
$ 29.33 | $ 41.42 | $ 33.95 | $ 33.67 | $ 34.97 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(c) |
0.97 | 1.00 | 1.08 | 0.76 | 0.98 | ||||
Net realized and unrealized gain (loss)
(d) |
6.62 | (11.96) | 7.20 | 0.14 | (1.34) | ||||
Total from investment
operations |
7.59 | (10.96) | 8.28 | 0.90 | (0.36) | ||||
Net equalization credits and charges
(c) |
(0.05) | 0.04 | 0.08 | 0.07 | 0.03 | ||||
Other
capital |
0.00(e) | 0.00(e) | 0.00(e) | 0.00(e) | — | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.36) | (1.17) | (0.89) | (0.69) | (0.97) | ||||
Net asset value, end of
period |
$ 35.51 | $ 29.33 | $ 41.42 | $ 33.95 | $ 33.67 | ||||
Total return
(f) |
24.61% | (27.02)% | 24.65% | 2.83% | (0.79)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$223,723 | $202,335 | $240,241 | $122,221 | $84,177 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.21% | 0.20% | 0.24% | 0.30% | 0.30% | ||||
Net
expenses |
0.21% | 0.20% | 0.20% | 0.20% | 0.20% | ||||
Net investment income
(loss) |
2.73% | 2.69% | 2.66% | 2.30% | 2.97% | ||||
Portfolio turnover rate
(g) |
4% | 8% | 6% | 7% | 6% |
(a) | Effective on January 12, 2023, the SPDR MSCI EAFE Fossil Fuel Reserves Free ETF underwent a 2-for-1 share split. The per share activity presented here has been retroactively adjusted to reflect this split. (Note 12) |
(b) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(c) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(d) | 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. |
(e) | Amount is less than $0.005 per share. |
(f) | 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. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR MSCI EAFE StrategicFactors ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 56.11 | $ 75.41 | $ 61.74 | $ 62.85 | $ 64.08 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
2.07 | 2.09 | 1.94 | 1.43 | 1.84 | ||||
Net realized and unrealized gain (loss)
(c) |
11.07 | (19.22) | 13.19 | (0.94) | (1.08) | ||||
Total from investment
operations |
13.14 | (17.13) | 15.13 | 0.49 | 0.76 | ||||
Other
capital |
0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.89) | (2.17) | (1.46) | (1.60) | (1.99) | ||||
Net asset value, end of
period |
$ 67.36 | $ 56.11 | $ 75.41 | $ 61.74 | $ 62.85 | ||||
Total return
(e) |
23.45% | (23.29)% | 24.57% | 0.69% | 1.39% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$926,198 | $687,312 | $810,662 | $385,852 | $320,538 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.30% | 0.30% | 0.30% | 0.30% | 0.30% | ||||
Net investment income
(loss) |
3.08% | 3.00% | 2.65% | 2.32% | 3.02% | ||||
Portfolio turnover rate
(f) |
14% | 14% | 13% | 14% | 12% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF | |||||||||
Year
Ended 9/30/23(a) |
Year
Ended 9/30/22(a) |
Year
Ended 9/30/21(a) |
Year
Ended 9/30/20(a) |
Year
Ended 9/30/19(a)(b) | |||||
Net asset value, beginning of
period |
$ 26.76 | $ 37.46 | $ 32.76 | $ 29.89 | $ 31.36 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(c) |
0.71 | 0.73 | 0.66 | 0.58 | 1.08(d) | ||||
Net realized and unrealized gain (loss)
(e) |
2.82 | (10.71) | 4.53 | 2.98 | (2.09) | ||||
Total from investment
operations |
3.53 | (9.98) | 5.19 | 3.56 | (1.01) | ||||
Net equalization credits and charges
(c) |
(0.03) | (0.11) | 0.04 | 0.16 | 0.14 | ||||
Other
capital |
0.01 | 0.03 | 0.02 | 0.02 | 0.03 | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.22) | (0.64) | (0.55) | (0.87) | (0.63) | ||||
Net asset value, end of
period |
$ 29.05 | $ 26.76 | $ 37.46 | $ 32.76 | $ 29.89 | ||||
Total return
(f) |
11.20% | (27.26)% | 16.00% | 12.59% | (2.62)%(d) | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$75,527 | $85,638 | $172,318 | $94,995 | $71,720 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.30% | 0.30% | 0.30% | 0.30% | 0.30% | ||||
Net investment income
(loss) |
2.40% | 2.12% | 1.69% | 1.88% | 3.54%(d) | ||||
Portfolio turnover rate
(g) |
9% | 8% | 11% | 17% | 7% |
(a) | Effective on January 12,
2023, the SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF underwent a 2-for-1 share split. The per share activity presented here has been retroactively adjusted to reflect this split. (Note 12) |
(b) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(c) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(d) | Net investment income per share and ratio of net investment income to average net assets reflect receipt of special dividend from portfolio holding. The resulting increase to net investment income amounted to $0.68 per share and 1.13% of average net assets. If the special dividends were not received during the year ended September 30, 2019, the total return would have been (3.73%). |
(e) | 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. |
(f) | 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. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR MSCI Emerging Markets StrategicFactors ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 51.37 | $ 68.01 | $ 56.44 | $ 57.51 | $ 59.60 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
2.36 | 2.05 | 1.39 | 1.39 | 1.63 | ||||
Net realized and unrealized gain (loss)
(c) |
3.25 | (16.91) | 11.58 | (0.70) | (2.02) | ||||
Total from investment
operations |
5.61 | (14.86) | 12.97 | 0.69 | (0.39) | ||||
Other
capital |
0.01 | 0.04 | 0.09 | 0.05 | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(2.81) | (1.82) | (1.49) | (1.81) | (1.71) | ||||
Net asset value, end of
period |
$ 54.18 | $ 51.37 | $ 68.01 | $ 56.44 | $ 57.51 | ||||
Total return
(d) |
11.03% | (22.33)% | 23.25% | 1.18% | (0.52)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$46,057 | $39,810 | $81,610 | $148,165 | $268,867 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.30% | 0.30% | 0.30% | 0.30% | 0.30% | ||||
Net investment income
(loss) |
4.29% | 3.26% | 2.10% | 2.50% | 2.84% | ||||
Portfolio turnover rate
(e) |
25% | 23% | 26% | 23% | 23% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR MSCI World StrategicFactors ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 85.01 | $103.50 | $ 83.48 | $ 80.58 | $ 78.67 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
2.09 | 2.04 | 1.83 | 1.67 | 1.61 | ||||
Net realized and unrealized gain (loss)
(c) |
16.03 | (18.49) | 19.90 | 3.07 | 2.10 | ||||
Total from investment
operations |
18.12 | (16.45) | 21.73 | 4.74 | 3.71 | ||||
Other
capital |
0.00(d) | 0.00(d) | — | 0.00(d) | 0.00(d) | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.92) | (2.04) | (1.71) | (1.84) | (1.80) | ||||
Net asset value, end of
period |
$101.21 | $ 85.01 | $103.50 | $ 83.48 | $ 80.58 | ||||
Total return
(e) |
21.40% | (16.24)% | 26.15% | 5.87% | 4.99% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$86,031 | $59,509 | $51,752 | $41,741 | $24,175 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.32% | 0.30% | 0.30% | 0.30% | 0.30% | ||||
Net investment income
(loss) |
2.12% | 2.03% | 1.88% | 2.05% | 2.13% | ||||
Portfolio turnover rate
(f) |
14% | 13% | 25% | 18% | 14% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Emerging Asia Pacific ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 90.49 | $ 124.88 | $ 110.29 | $ 93.67 | $ 97.31 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
2.13 | 2.17 | 1.69 | 1.66 | 1.89 | ||||
Net realized and unrealized gain (loss)
(c) |
8.03 | (33.17) | 14.53 | 16.72 | (3.50) | ||||
Total from investment
operations |
10.16 | (31.00) | 16.22 | 18.38 | (1.61) | ||||
Other
capital |
0.02 | 0.03 | 0.06 | 0.03 | 0.02 | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(2.60) | (3.42) | (1.69) | (1.79) | (2.05) | ||||
Net asset value, end of
period |
$ 98.07 | $ 90.49 | $ 124.88 | $ 110.29 | $ 93.67 | ||||
Total
return |
11.28% | (25.42)% | 14.73% | 19.82% | (1.56)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$338,331 | $334,812 | $599,447 | $540,439 | $440,267 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.49% | 0.49% | 0.49% | 0.49% | 0.49% | ||||
Net investment income
(loss) |
2.16% | 1.92% | 1.31% | 1.67% | 2.01% | ||||
Portfolio turnover rate
(d) |
9% | 2% | 17% | 8% | 14% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Emerging Markets Dividend ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 22.42 | $ 29.82 | $ 24.29 | $ 29.99 | $ 30.87 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
1.45 | 1.12 | 1.05 | 0.96 | 1.25 | ||||
Net realized and unrealized gain (loss)
(c) |
7.25 | (7.18) | 5.51 | (5.68) | (0.87) | ||||
Total from investment
operations |
8.70 | (6.06) | 6.56 | (4.72) | 0.38 | ||||
Net equalization credits and charges
(b) |
0.03 | (0.03) | (0.01) | (0.01) | (0.03) | ||||
Contribution from
affiliate |
— | — | — | — | 0.01 | ||||
Other
capital |
0.00(d) | 0.01 | 0.00(d) | 0.01 | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.40) | (1.32) | (1.02) | (0.98) | (1.25) | ||||
Net asset value, end of
period |
$ 29.75 | $ 22.42 | $ 29.82 | $ 24.29 | $ 29.99 | ||||
Total
return |
39.27% | (20.86)% | 26.96% | (15.71)% | 1.09%(e) | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$251,412 | $180,460 | $295,201 | $255,057 | $410,811 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.49% | 0.49% | 0.49% | 0.49% | 0.49% | ||||
Net investment income
(loss) |
5.47% | 3.94% | 3.63% | 3.47% | 4.00% | ||||
Portfolio turnover rate
(f) |
99% | 71% | 75% | 78% | 73% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | If the Affiliate had not made a voluntary contribution during the year ended September 30, 2019, the total return would have been 1.06%. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Emerging Markets Small Cap ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 45.63 | $ 59.20 | $ 44.37 | $ 43.50 | $ 44.89 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
1.34 | 1.47 | 1.09 | 0.94 | 1.12 | ||||
Net realized and unrealized gain (loss)
(c) |
7.90 | (13.23) | 14.99 | 1.11 | (1.21) | ||||
Total from investment
operations |
9.24 | (11.76) | 16.08 | 2.05 | (0.09) | ||||
Contribution from affiliate (Note
4) |
0.00(d) | — | — | — | — | ||||
Other
capital |
0.01 | 0.01 | 0.01 | 0.01 | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.31) | (1.82) | (1.26) | (1.19) | (1.31) | ||||
Net asset value, end of
period |
$ 53.57 | $ 45.63 | $ 59.20 | $ 44.37 | $ 43.50 | ||||
Total
return |
20.50%(e) | (20.33)% | 36.48% | 4.75% | (0.07)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$792,821 | $552,177 | $651,163 | $505,767 | $522,052 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.65% | 0.65% | 0.65% | 0.65% | 0.65% | ||||
Net investment income
(loss) |
2.62% | 2.70% | 1.97% | 2.22% | 2.58% | ||||
Portfolio turnover rate
(f) |
29% | 23% | 42% | 30% | 23% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | If an affiliate had not made a contribution during the year ended September 30, 2023, the total return would have remained 20.50%. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Global Dividend ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 53.52 | $ 65.92 | $ 53.12 | $ 67.49 | $ 68.01 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
2.91 | 2.92 | 2.90 | 2.72 | 2.85 | ||||
Net realized and unrealized gain (loss)
(c) |
1.35 | (12.21) | 13.07 | (14.24) | (0.34) | ||||
Total from investment
operations |
4.26 | (9.29) | 15.97 | (11.52) | 2.51 | ||||
Net equalization credits and charges
(b) |
— | — | — | — | 0.04 | ||||
Other
capital |
0.00(d) | 0.00(d) | 0.01 | 0.00(d) | 0.00(d) | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(2.95) | (3.11) | (3.18) | (2.85) | (3.07) | ||||
Net asset value, end of
period |
$ 54.83 | $ 53.52 | $ 65.92 | $ 53.12 | $ 67.49 | ||||
Total return
(e) |
7.87% | (14.69)% | 30.37% | (17.21)% | 3.98% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$209,730 | $216,737 | $322,998 | $212,462 | $276,689 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.41% | 0.40% | 0.40% | 0.40% | 0.40% | ||||
Net investment income
(loss) |
4.99% | 4.49% | 4.46% | 4.54% | 4.31% | ||||
Portfolio turnover rate
(f) |
71% | 49% | 49% | 82% | 53% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Global Infrastructure ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 48.01 | $ 52.87 | $ 44.29 | $ 53.31 | $ 48.50 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
1.72 | 1.42 | 1.46 | 1.48 | 1.86 | ||||
Net realized and unrealized gain (loss)
(c) |
1.37 | (4.73) | 8.36 | (8.96) | 4.63 | ||||
Total from investment
operations |
3.09 | (3.31) | 9.82 | (7.48) | 6.49 | ||||
Other
capital |
0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.66) | (1.55) | (1.24) | (1.54) | (1.68) | ||||
Net asset value, end of
period |
$ 49.44 | $ 48.01 | $ 52.87 | $ 44.29 | $ 53.31 | ||||
Total return
(e) |
6.24% | (6.63)% | 22.28% | (14.46)% | 13.76% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$417,803 | $489,707 | $438,813 | $341,045 | $399,823 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.40% | 0.40% | 0.40% | 0.40% | 0.40% | ||||
Net investment income
(loss) |
3.24% | 2.60% | 2.84% | 3.07% | 3.69% | ||||
Portfolio turnover rate
(f) |
21% | 14% | 14% | 15% | 14% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P International Dividend ETF | |||||||||
Year
Ended 9/30/23 |
Year
Ended 9/30/22 |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) | |||||
Net asset value, beginning of
period |
$ 29.02 | $ 38.11 | $ 33.70 | $ 38.98 | $ 38.05 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss)
(b) |
1.42 | 1.50 | 1.34 | 1.31 | 1.47 | ||||
Net realized and unrealized gain (loss)
(c) |
3.98 | (8.88) | 4.44 | (4.88) | 1.16 | ||||
Total from investment
operations |
5.40 | (7.38) | 5.78 | (3.57) | 2.63 | ||||
Net equalization credits and charges
(b) |
— | — | — | — | (0.01) | ||||
Other
capital |
0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | ||||
Distributions to shareholders from: | |||||||||
Net investment
income |
(1.39) | (1.71) | (1.37) | (1.71) | (1.69) | ||||
Net asset value, end of
period |
$ 33.03 | $ 29.02 | $ 38.11 | $ 33.70 | $ 38.98 | ||||
Total return
(e) |
18.58% | (19.98)% | 17.20% | (9.24)% | 7.12% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in
000s) |
$490,595 | $460,070 | $632,730 | $571,183 | $781,556 | ||||
Ratios to average net assets: | |||||||||
Total
expenses |
0.46% | 0.45% | 0.45% | 0.45% | 0.45% | ||||
Net investment income
(loss) |
4.23% | 4.06% | 3.52% | 3.64% | 3.89% | ||||
Portfolio turnover rate
(f) |
64% | 71% | 54% | 65% | 66% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR EURO STOXX 50 ETF |
SPDR MSCI ACWI Climate Paris Aligned ETF |
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF |
SPDR S&P Emerging Markets Dividend ETF |
SPDR EURO STOXX 50 ETF |
SPDR S&P Emerging Markets Dividend ETF |
SPDR S&P Global Dividend ETF |
SPDR S&P International Dividend ETF |
Liability Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR MSCI ACWI Climate Paris Aligned ETF | |||||||||||
Futures
Contracts |
$— | $— | $— | $ 92,925 | $— | $ 92,925 | |||||
SPDR MSCI ACWI ex-US ETF | |||||||||||
Futures
Contracts |
— | — | — | 326,712 | — | 326,712 | |||||
SPDR S&P Emerging Markets Dividend ETF | |||||||||||
Futures
Contracts |
— | — | — | 53,287 | — | 53,287 | |||||
SPDR S&P Emerging Markets Small Cap ETF | |||||||||||
Futures
Contracts |
— | — | — | 255,487 | — | 255,487 | |||||
SPDR S&P Global Dividend ETF | |||||||||||
Futures
Contracts |
— | — | — | 84,111 | — | 84,111 |
Net Realized Gain (Loss) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR MSCI ACWI Climate Paris Aligned ETF | |||||||||||
Futures
Contracts |
$— | $— | $— | $ 321,472 | $— | $ 321,472 | |||||
SPDR MSCI ACWI ex-US ETF | |||||||||||
Futures
Contracts |
— | — | — | (379,772) | — | (379,772) | |||||
SPDR S&P Emerging Markets Dividend ETF | |||||||||||
Futures
Contracts |
— | — | — | 189,345 | — | 189,345 | |||||
SPDR S&P Emerging Markets Small Cap ETF | |||||||||||
Futures
Contracts |
— | — | — | (67,705) | — | (67,705) | |||||
SPDR S&P Global Dividend ETF | |||||||||||
Futures
Contracts |
— | — | — | 86,325 | — | 86,325 |
Net Change in Unrealized Appreciation/Depreciation | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR MSCI ACWI Climate Paris Aligned ETF | |||||||||||
Futures
Contracts |
$— | $— | $— | $ (95,451) | $— | $ (95,451) | |||||
SPDR MSCI ACWI ex-US ETF | |||||||||||
Futures
Contracts |
— | — | — | (327,156) | — | (327,156) | |||||
SPDR S&P Emerging Markets Dividend ETF | |||||||||||
Futures
Contracts |
— | — | — | 38,739 | — | 38,739 | |||||
SPDR S&P Emerging Markets Small Cap ETF | |||||||||||
Futures
Contracts |
— | — | — | 181,273 | — | 181,273 | |||||
SPDR S&P Global Dividend ETF | |||||||||||
Futures
Contracts |
— | — | — | (84,167) | — | (84,167) |
Annual Rate | |
SPDR EURO STOXX 50
ETF |
0.29% |
SPDR MSCI ACWI Climate Paris Aligned
ETF |
0.12 |
SPDR MSCI ACWI ex-US
ETF |
0.30 |
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
0.20 |
SPDR MSCI EAFE StrategicFactors
ETF |
0.30 |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
0.30 |
SPDR MSCI Emerging Markets StrategicFactors
ETF |
0.30 |
SPDR MSCI World StrategicFactors
ETF |
0.30 |
SPDR S&P Emerging Asia Pacific
ETF |
0.49 |
SPDR S&P Emerging Markets Dividend
ETF |
0.49 |
SPDR S&P Emerging Markets Small Cap
ETF |
0.65 |
SPDR S&P Global Dividend
ETF |
0.40 |
SPDR S&P Global Infrastructure
ETF |
0.40 |
SPDR S&P International Dividend
ETF |
0.45 |
Purchases | Sales | ||
SPDR EURO STOXX 50
ETF |
$261,626,559 | $262,548,777 | |
SPDR MSCI ACWI Climate Paris Aligned
ETF |
28,247,083 | 30,309,188 | |
SPDR MSCI ACWI ex-US
ETF |
63,120,132 | 76,319,252 | |
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
12,569,956 | 9,343,124 | |
SPDR MSCI EAFE StrategicFactors
ETF |
150,268,557 | 130,739,324 | |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
7,952,778 | 18,448,116 | |
SPDR MSCI Emerging Markets StrategicFactors
ETF |
13,490,867 | 10,399,320 | |
SPDR MSCI World StrategicFactors
ETF |
10,911,187 | 10,335,220 | |
SPDR S&P Emerging Asia Pacific
ETF |
31,825,285 | 43,459,529 | |
SPDR S&P Emerging Markets Dividend
ETF |
217,266,945 | 203,102,079 | |
SPDR S&P Emerging Markets Small Cap
ETF |
299,175,107 | 198,827,561 | |
SPDR S&P Global Dividend
ETF |
161,982,427 | 162,370,690 | |
SPDR S&P Global Infrastructure
ETF |
114,053,651 | 108,590,692 | |
SPDR S&P International Dividend
ETF |
323,588,104 | 322,724,742 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR EURO STOXX 50
ETF |
$780,179,748 | $191,754,641 | $71,017,096 | ||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
— | 7,663,593 | 2,580,062 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR MSCI ACWI ex-US
ETF |
$ 84,834,639 | $193,861,184 | $56,029,281 | ||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
17,458,571 | 43,925,516 | 11,453,182 | ||
SPDR MSCI EAFE StrategicFactors
ETF |
233,399,802 | 154,391,094 | 25,032,586 | ||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
436,242 | 7,656,095 | (544,964) | ||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
1,495,021 | 981,591 | (58,787) | ||
SPDR MSCI World StrategicFactors
ETF |
14,458,586 | — | — | ||
SPDR S&P Emerging Asia Pacific
ETF |
4,493,945 | 19,664,393 | 2,185,847 | ||
SPDR S&P Emerging Markets Dividend
ETF |
2,922,969 | 3,827,670 | (199,845) | ||
SPDR S&P Emerging Markets Small Cap
ETF |
31,844,611 | 5,181,147 | 1,513,539 | ||
SPDR S&P Global Dividend
ETF |
11,356,764 | 25,162,533 | 1,874,000 | ||
SPDR S&P Global Infrastructure
ETF |
64,110,477 | 161,650,608 | 29,270,074 | ||
SPDR S&P International Dividend
ETF |
58,631,098 | 96,239,426 | 6,835,128 |
Ordinary
Income |
Long-Term
Capital Gains |
Total | |||
SPDR EURO STOXX 50
ETF |
$78,231,979 | $— | $78,231,979 | ||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
4,221,883 | — | 4,221,883 | ||
SPDR MSCI ACWI ex-US
ETF |
46,277,058 | — | 46,277,058 | ||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
6,604,789 | — | 6,604,789 | ||
SPDR MSCI EAFE StrategicFactors
ETF |
27,515,344 | — | 27,515,344 | ||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
2,131,643 | — | 2,131,643 | ||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
2,119,145 | — | 2,119,145 | ||
SPDR MSCI World StrategicFactors
ETF |
1,465,993 | — | 1,465,993 | ||
SPDR S&P Emerging Asia Pacific
ETF |
9,186,047 | — | 9,186,047 | ||
SPDR S&P Emerging Markets Dividend
ETF |
11,333,930 | — | 11,333,930 | ||
SPDR S&P Emerging Markets Small Cap
ETF |
18,030,510 | — | 18,030,510 | ||
SPDR S&P Global Dividend
ETF |
11,949,184 | — | 11,949,184 | ||
SPDR S&P Global Infrastructure
ETF |
17,967,278 | — | 17,967,278 | ||
SPDR S&P International Dividend
ETF |
21,235,945 | — | 21,235,945 |
Ordinary
Income |
Long-Term
Capital Gains |
Total | |||
SPDR EURO STOXX 50
ETF |
$ 73,669,991 | $ — | $ 73,669,991 | ||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
3,322,265 | — | 3,322,265 | ||
SPDR MSCI ACWI ex-US
ETF |
55,147,029 | — | 55,147,029 | ||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
7,750,066 | — | 7,750,066 | ||
SPDR MSCI EAFE StrategicFactors
ETF |
26,318,489 | — | 26,318,489 | ||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
2,383,221 | — | 2,383,221 | ||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
2,126,097 | — | 2,126,097 | ||
SPDR MSCI World StrategicFactors
ETF |
1,118,528 | — | 1,118,528 | ||
SPDR S&P Emerging Asia Pacific
ETF |
15,021,993 | — | 15,021,993 | ||
SPDR S&P Emerging Markets Dividend
ETF |
11,300,604 | — | 11,300,604 | ||
SPDR S&P Emerging Markets Small Cap
ETF |
20,565,254 | — | 20,565,254 | ||
SPDR S&P Global Dividend
ETF |
13,101,784 | — | 13,101,784 | ||
SPDR S&P Global Infrastructure
ETF |
13,769,273 | — | 13,769,273 | ||
SPDR S&P International Dividend
ETF |
27,767,256 | — | 27,767,256 |
Undistributed
Ordinary Income |
Capital
Loss Carryforwards |
Undistributed
Long-Term Capital Gains |
Net
Unrealized Gains (Losses) |
Total | |||||
SPDR EURO STOXX 50
ETF |
$ 2,956,557 | $(699,188,216) | $— | $(98,366,605) | $(794,598,264) | ||||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
981,768 | (12,169,173) | — | 393,565 | (10,793,840) | ||||
SPDR MSCI ACWI ex-US
ETF |
13,452,267 | (183,197,339) | — | (67,109,266) | (236,854,338) | ||||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
1,126,156 | (10,395,842) | — | (16,917,286) | (26,186,972) | ||||
SPDR MSCI EAFE StrategicFactors
ETF |
8,297,826 | (79,524,152) | — | (50,013,525) | (121,239,851) | ||||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
834,532 | (9,588,942) | — | (8,927,141) | (17,681,551) | ||||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
— | (10,344,683) | — | (536,599) | (10,881,282) | ||||
SPDR MSCI World StrategicFactors
ETF |
542,850 | (2,209,298) | — | 11,567,574 | 9,901,126 | ||||
SPDR S&P Emerging Asia Pacific
ETF |
6,242,064 | (64,365,297) | — | (14,342,036) | (72,465,269) | ||||
SPDR S&P Emerging Markets Dividend
ETF |
566,588 | (268,359,005) | — | (10,388,857) | (278,181,274) | ||||
SPDR S&P Emerging Markets Small Cap
ETF |
12,404,497 | (102,566,859) | — | 18,459,905 | (71,702,457) | ||||
SPDR S&P Global Dividend
ETF |
— | (93,731,093) | — | (32,427,812) | (126,158,905) |
Undistributed
Ordinary Income |
Capital
Loss Carryforwards |
Undistributed
Long-Term Capital Gains |
Net
Unrealized Gains (Losses) |
Total | |||||
SPDR S&P Global Infrastructure
ETF |
$ 1,799,015 | $ (60,005,350) | $— | $(36,964,594) | $ (95,170,929) | ||||
SPDR S&P International Dividend
ETF |
— | (499,611,197) | — | (31,128,408) | (530,739,605) |
Non-Expiring
Short Term |
Non-Expiring
Long Term | ||
SPDR EURO STOXX 50
ETF |
$ 63,602,829 | $635,585,387 | |
SPDR MSCI ACWI Climate Paris Aligned
ETF |
4,172,588 | 7,996,585 | |
SPDR MSCI ACWI ex-US
ETF |
16,762,074 | 166,435,265 | |
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
2,384,738 | 8,011,104 | |
SPDR MSCI EAFE StrategicFactors
ETF |
17,615,627 | 61,908,525 | |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
3,274,895 | 6,314,047 | |
SPDR MSCI Emerging Markets StrategicFactors
ETF |
8,109,054 | 2,235,629 | |
SPDR MSCI World StrategicFactors
ETF |
488,911 | 1,720,387 | |
SPDR S&P Emerging Asia Pacific
ETF |
13,631,435 | 50,733,862 | |
SPDR S&P Emerging Markets Dividend
ETF |
101,620,511 | 166,738,494 | |
SPDR S&P Emerging Markets Small Cap
ETF |
632,145 | 101,934,714 | |
SPDR S&P Global Dividend
ETF |
59,143,028 | 34,588,065 | |
SPDR S&P Global Infrastructure
ETF |
11,121,975 | 48,883,375 | |
SPDR S&P International Dividend
ETF |
211,853,578 | 287,757,619 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR EURO STOXX 50
ETF |
$2,451,609,299 | $157,809,422 | $255,588,439 | $(97,779,017) | |||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
238,841,320 | 24,892,946 | 24,484,518 | 408,428 | |||
SPDR MSCI ACWI ex-US
ETF |
1,541,830,093 | 221,781,744 | 287,536,354 | (65,754,610) | |||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
242,195,594 | 16,183,276 | 33,093,041 | (16,909,765) | |||
SPDR MSCI EAFE StrategicFactors
ETF |
985,712,139 | 58,281,708 | 108,250,815 | (49,969,107) | |||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
84,643,189 | 13,396,773 | 22,039,543 | (8,642,770) | |||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
47,105,361 | 8,714,089 | 9,028,506 | (314,417) | |||
SPDR MSCI World StrategicFactors
ETF |
76,833,451 | 15,403,182 | 3,834,956 | 11,568,226 | |||
SPDR S&P Emerging Asia Pacific
ETF |
357,345,892 | 92,061,638 | 103,913,844 | (11,852,206) | |||
SPDR S&P Emerging Markets Dividend
ETF |
260,816,762 | 14,177,885 | 24,523,837 | (10,345,952) | |||
SPDR S&P Emerging Markets Small Cap
ETF |
781,701,653 | 108,127,911 | 85,444,639 | 22,683,272 | |||
SPDR S&P Global Dividend
ETF |
260,793,194 | 6,498,041 | 38,899,167 | (32,401,126) | |||
SPDR S&P Global Infrastructure
ETF |
461,776,280 | 16,333,513 | 53,291,616 | (36,958,103) | |||
SPDR S&P International Dividend
ETF |
548,732,941 | 20,480,079 | 51,585,935 | (31,105,856) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
$ 8,165,329 | $ 7,811,145 | $ 763,299 | $ 8,574,444 | ||||
SPDR MSCI ACWI ex-US
ETF |
60,844,717 | 46,462,476 | 17,515,966 | 63,978,442 | ||||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
5,720,036 | 3,114,574 | 2,712,426 | 5,827,000 | ||||
SPDR MSCI EAFE StrategicFactors
ETF |
21,809,704 | 16,583,362 | 5,710,060 | 22,293,422 | ||||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
1,124,115 | 520,327 | 674,081 | 1,194,408 | ||||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
864,898 | 710,915 | 191,746 | 902,661 | ||||
SPDR MSCI World StrategicFactors
ETF |
2,948,470 | 2,667,879 | 437,550 | 3,105,429 | ||||
SPDR S&P Emerging Asia Pacific
ETF |
8,268,874 | 6,677,860 | 2,224,701 | 8,902,561 | ||||
SPDR S&P Emerging Markets Dividend
ETF |
1,239,902 | 12,732 | 1,309,835 | 1,322,567 | ||||
SPDR S&P Emerging Markets Small Cap
ETF |
48,840,125 | 13,157,590 | 40,661,205 | 53,818,795 | ||||
SPDR S&P Global Dividend
ETF |
26,653,650 | 20,930,864 | 7,505,085 | 28,435,949 | ||||
SPDR S&P Global Infrastructure
ETF |
8,145,517 | 7,690,543 | 956,329 | 8,646,872 | ||||
SPDR S&P International Dividend
ETF |
51,342,482 | 31,486,306 | 22,717,744 | 54,204,050 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining
Contractual Maturity of the Agreements as of September 30, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
Common Stocks | $ 7,811,145 | $— | $— | $— | $ 7,811,145 | $ 7,811,145 | |||||||
SPDR MSCI ACWI Ex-US
ETF |
Common Stocks | 46,462,476 | — | — | — | 46,462,476 | 46,462,476 | |||||||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
Common Stocks | 3,114,574 | — | — | — | 3,114,574 | 3,114,574 | |||||||
SPDR MSCI EAFE StrategicFactors
ETF |
Common Stocks | 16,583,362 | — | — | — | 16,583,362 | 16,583,362 | |||||||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
Common Stocks | 520,327 | — | — | — | 520,327 | 520,327 | |||||||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
Common Stocks | 710,915 | — | — | — | 710,915 | 710,915 |
Remaining
Contractual Maturity of the Agreements as of September 30, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR MSCI World StrategicFactors
ETF |
Common Stocks | $ 2,667,879 | $— | $— | $— | $ 2,667,879 | $ 2,667,879 | |||||||
SPDR S&P Emerging Asia Pacific
ETF |
Common Stocks | 6,677,860 | — | — | — | 6,677,860 | 6,677,860 | |||||||
SPDR S&P Emerging Markets Dividend
ETF |
Common Stocks | 12,732 | — | — | — | 12,732 | 12,732 | |||||||
SPDR S&P Emerging Markets Small Cap
ETF |
Common Stocks | 13,157,590 | — | — | — | 13,157,590 | 13,157,590 | |||||||
SPDR S&P Global Dividend
ETF |
Common Stocks | 20,930,864 | — | — | — | 20,930,864 | 20,930,864 | |||||||
SPDR S&P Global Infrastructure
ETF |
Common Stocks | 7,690,543 | — | — | — | 7,690,543 | 7,690,543 | |||||||
SPDR S&P International Dividend
ETF |
Common Stocks | 31,486,306 | — | — | — | 31,486,306 | 31,486,306 |
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 EURO STOXX 50
ETF |
0.29% | $ 965.30 | $1.43 | $1,023.60 | $1.47 | ||||
SPDR MSCI ACWI Climate Paris Aligned
ETF |
0.13 | 1,012.30 | 0.66 | 1,024.40 | 0.66 | ||||
SPDR MSCI ACWI ex-US
ETF |
0.30 | 986.60 | 1.49 | 1,023.60 | 1.52 | ||||
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
0.21 | 978.50 | 1.04 | 1,024.00 | 1.07 | ||||
SPDR MSCI EAFE StrategicFactors
ETF |
0.30 | 991.60 | 1.50 | 1,023.60 | 1.52 | ||||
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
0.30 | 969.10 | 1.48 | 1,023.60 | 1.52 | ||||
SPDR MSCI Emerging Markets StrategicFactors
ETF |
0.30 | 992.70 | 1.50 | 1,023.60 | 1.52 | ||||
SPDR MSCI World StrategicFactors
ETF |
0.30 | 1,030.00 | 1.53 | 1,023.60 | 1.52 | ||||
SPDR S&P Emerging Asia Pacific
ETF |
0.49 | 984.30 | 2.44 | 1,022.60 | 2.48 | ||||
SPDR S&P Emerging Markets Dividend
ETF |
0.49 | 1,180.60 | 2.68 | 1,022.60 | 2.48 | ||||
SPDR S&P Emerging Markets Small Cap
ETF |
0.65 | 1,070.00 | 3.37 | 1,021.80 | 3.29 | ||||
SPDR S&P Global Dividend
ETF |
0.41 | 959.30 | 2.01 | 1,023.00 | 2.08 | ||||
SPDR S&P Global Infrastructure
ETF |
0.40 | 923.20 | 1.93 | 1,023.10 | 2.03 | ||||
SPDR S&P International Dividend
ETF |
0.45 | 992.50 | 2.25 | 1,022.80 | 2.28 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 183, then divided by 365. |
Amount | |
SPDR EURO STOXX 50
ETF |
$2,997,859 |
SPDR MSCI ACWI ex-US
ETF |
3,319,661 |
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
462,146 |
SPDR MSCI EAFE StrategicFactors
ETF |
2,109,766 |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
381,294 |
SPDR MSCI Emerging Markets StrategicFactors
ETF |
320,057 |
SPDR S&P Emerging Asia Pacific
ETF |
2,031,517 |
SPDR S&P Emerging Markets Dividend
ETF |
1,646,821 |
SPDR S&P Emerging Markets Small Cap
ETF |
4,409,400 |
SPDR S&P Global Dividend
ETF |
577,601 |
SPDR S&P Global Infrastructure
ETF |
970,717 |
SPDR S&P International Dividend
ETF |
738,365 |
Amount | |
SPDR EURO STOXX 50
ETF |
$88,218,253 |
SPDR MSCI ACWI ex-US
ETF |
52,268,623 |
SPDR MSCI EAFE Fossil Fuel Reserves Free
ETF |
7,582,885 |
SPDR MSCI EAFE StrategicFactors
ETF |
34,207,422 |
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free
ETF |
2,616,370 |
Amount | |
SPDR MSCI Emerging Markets StrategicFactors
ETF |
$ 2,222,986 |
SPDR S&P Emerging Asia Pacific
ETF |
10,518,095 |
SPDR S&P Emerging Markets Dividend
ETF |
14,069,179 |
SPDR S&P Emerging Markets Small Cap
ETF |
23,325,633 |
SPDR S&P Global Dividend
ETF |
11,182,276 |
SPDR S&P Global Infrastructure
ETF |
13,809,961 |
SPDR S&P International Dividend
ETF |
26,103,404 |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal
Occupation(s) During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee† |
Other
Directorships Held by Trustee During the Past 5 Years | |||||
Trustees | ||||||||||
Independent Trustees | ||||||||||
CARL
G. VERBONCOEUR c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1952 |
Independent
Trustee, Chairman, Trustee Committee Chair |
Term:
Unlimited Served: since April 2010 |
Self-employed
consultant since 2009. |
122 | None | |||||
DWIGHT
D. CHURCHILL c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1953 |
Independent
Trustee, Audit Committee Chair |
Term:
Unlimited Served: since April 2010 |
Self-employed
consultant since 2010; CEO and President, CFA Institute (June 2014 - January 2015). |
122 | Affiliated Managers Group, Inc. (Director) (2010 - present). | |||||
CLARE
S. RICHER c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1958 |
Independent
Trustee |
Term:
Unlimited Served: since July 2018 |
Retired,
Chief Financial Officer, Putnam Investments LLC (December 2008 - May 2017). |
122 | Principal
Financial Group (Director and Financial Committee Chair) (2020 - present); Bain Capital Specialty Finance (Director) (2019 - present); Bain Capital Private Credit (Director) (2022 - present); University of Notre Dame (Trustee) (2015 - present). | |||||
SANDRA
G. SPONEM c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1958 |
Independent
Trustee |
Term:
Unlimited Served: since July 2018 |
Retired,
Chief Financial Officer, M.A. Mortenson Companies, Inc. (construction and real estate company) (February 2007 - April 2017). |
122 | Rydex
Series Funds (52 portfolios), Rydex Dynamic Funds (8 portfolios) and Rydex Variable Trust (49 portfolios) (Trustee) (2016 - present): Guggenheim Strategy Funds Trust (3 portfolios), Guggenheim Funds Trust (18 portfolios), Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust, Guggenheim Strategic Opportunities Fund, Guggenheim Variable Funds Trust (14 portfolios), and Transparent Value Trust (5 portfolios) (Trustee) (2019 - present); Guggenheim Active Allocation Fund (Trustee) (2021 - present); Fiduciary/Claymore Energy Infrastructure Fund (Trustee) (2019 - 2022); Guggenheim Enhanced Equity Income Fund and Guggenheim Credit AllocationFund (Trustee) (2019 - 2021); and Guggenheim Energy & Income Fund (Trustee) (2015 - 2023). | |||||
CAROLYN
M. CLANCY c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1960 |
Independent
Trustee |
Term
Unlimited Served: since October 2022 |
Retired.
Executive Vice President, Head of Strategy, Analytics and Market Readiness, Fidelity Investments (April 2020 - June 2021); Executive Vice President, Head of Broker Dealer Business, Fidelity Investments (July 2017 - March 2020). |
122 | Assumption
University (Trustee) (2011 - 2021) and (2022 - present); Big Sister Association of Greater Boston (Director) (2016 - 2023). | |||||
KRISTI
L. ROWSELL c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1966 |
Independent
Trustee |
Term
Unlimited Served: since October 2022 |
Partner
and President, Harris Associates (2010 - 2021). |
122 | Harris
Associates Investment Trust (8 portfolios) (Trustee) (2010 - present); Board of Governors, Investment Company Institute (Member) (2018 - present): Habitat for Humanity Chicago (Director) (2015 - present). |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal
Occupation(s) During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee† |
Other
Directorships Held by Trustee During the Past 5 Years | |||||
Interested Trustee | ||||||||||
JAMES
E. ROSS* c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1965 |
Interested
Trustee |
Term:
Unlimited Served since April 2010 |
President,
Winnisquam Capital LLC (December 2022 - present); Non-Executive Chairman, Fusion Acquisition Corp II (February 2020 - present); Non-Executive Chairman, Fusion Acquisition Corp. (June 2020 - September 2021); Retired Chairman and Director, SSGA Funds Management, Inc. (2005 - March 2020); Retired Executive Vice President, State Street Global Advisors (2012 - March 2020); Retired Chief Executive Officer and Manager, State Street Global Advisors Funds Distributors, LLC (May 2017 - March 2020); Director, State Street Global Markets, LLC (2013 - April 2017); President, SSGA Funds Management, Inc. (2005 - 2012); Principal, State Street Global Advisors (2000 - 2005). |
133 | Investment Managers Series Trust (50 portfolios) (2022 - present); The Select Sector SPDR Trust, (11 portfolios) (2005 - present); SSGA SPDR ETFs Europe I PLC (Director) (2016 - 2020); SSGA SPDR ETFs Europe II PLC (Director) (2016 - 2020); State Street Navigator Securities Lending Trust (Trustee) (2016 - 2020); SSGA Funds (Trustee) (2014 - 2020); State Street Institutional Investment Trust (Trustee) (2007 - 2020); State Street Master Funds (Trustee) (2007 - 2020); Elfun Funds (Trustee) (2016 - 2018). | |||||
GUNJAN
CHAUHAN** c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1982 |
Interested Trustee | Term
Unlimited Served: since October 2022 |
Senior
Managing Director, State Street Global Advisors (April 2018 - present); Managing Director, State Street Global Advisors (June 2015 - March 2018). |
122 | State Street ICAV (Director) (2018 - 2022). | |||||
† For the purpose of determining the number of portfolios overseen by the Trustees, “Fund Complex” comprises registered investment companies for which SSGA Funds Management, Inc. serves as investment adviser, which includes series of SPDR Series Trust, SSGA Active Trust and SPDR Index Shares Funds. | ||||||||||
* Mr. Ross is an Interested Trustee because of his former position with the Adviser and ownership interest in an affiliate of the Adviser. Mr. Ross previously served as an Interested Trustee from November 2005 to December 2009. | ||||||||||
** Ms. Chauhan is an Interested Trustee because of her position with an affiliate of the Adviser. |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal Occupation(s) During the Past 5 Years | |||
Officers | ||||||
ANN
M. CARPENTER SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1966 |
President
and Principal Executive Officer; Deputy Treasurer |
Term:
Unlimited Served: since May 2023 (with respect to President and Principal Executive Officer); Term: Unlimited Served: since February 2016 (with respect to Deputy Treasurer) |
Chief Operating Officer, SSGA Funds Management, Inc. (April 2005 - present)*; Managing Director, State Street Global Advisors (April 2005 - present).* | |||
BRUCE
S. ROSENBERG SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1961 |
Treasurer
and Principal Financial Officer |
Term:
Unlimited Served: since February 2016 |
Managing Director, State Street Global Advisors and SSGA Funds Management, Inc. (July 2015 - present); Director, Credit Suisse (April 2008 - July 2015). | |||
CHAD
C. HALLETT SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1969 |
Deputy
Treasurer |
Term:
Unlimited Served: since February 2016 |
Vice President, State Street Global Advisors and SSGA Funds Management, Inc. (November 2014 - present). | |||
DARLENE
ANDERSON-VASQUEZ SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1968 |
Deputy
Treasurer |
Term:
Unlimited Served: since November 2016 |
Managing Director, State Street Global Advisors and SSGA Funds Management, Inc. (May 2016 - present); Senior Vice President, John Hancock Investments (September 2007 - May 2016). | |||
ARTHUR
A. JENSEN SSGA Funds Management, Inc. 1600 Summer Street Stamford, CT 06905 1966 |
Deputy
Treasurer |
Term:
Unlimited Served: since August 2017 |
Vice President, State Street Global Advisors and SSGA Funds Management, Inc. (July 2016 - present); Mutual Funds Controller of GE Asset Management Incorporated (April 2011 - July 2016). | |||
DAVID
LANCASTER SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1971 |
Assistant
Treasurer |
Term:
Unlimited Served: since November 2020 |
Vice President, State Street Global Advisors and SSGA Funds Management, Inc. (July 2017 - present); Assistant Vice President, State Street Bank and Trust Company (November 2011 - July 2017). | |||
RYAN
HILL SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1982 |
Assistant Treasurer | Term:
Unlimited Served: since May 2022 |
Vice President, State Street Global Advisors and SSGA Funds Management Inc. (May 2017 - present); Assistant Vice President, State Street Bank and Trust Co. (May 2014 - May 2017). | |||
JOHN
BETTENCOURT SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1976 |
Assistant Treasurer | Term:
Unlimited Served: since May 2022 |
Vice President, State Street Global Advisors and SSGA Funds Management Inc. (March 2020 - present); Assistant Vice President, State Street Global Advisors (June 2007 - March 2020). |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal Occupation(s) During the Past 5 Years | |||
Officers | ||||||
BRIAN
HARRIS SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1973 |
Chief
Compliance Officer; Anti- Money Laundering Officer; Code of Ethics Compliance Officer |
Term:
Unlimited Served: since November 2013 |
Managing Director, State Street Global Advisors and SSGA Funds Management, Inc. (June 2013 - present)*. | |||
SEAN
O’MALLEY SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1969 |
Chief
Legal Officer |
Term:
Unlimited Served: since August 2019 |
Senior Vice President and Deputy General Counsel, State Street Global Advisors (November 2013 - present). | |||
DAVID
URMAN SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1985 |
Secretary | Term:
Unlimited Served: since August 2019 |
Vice President and Senior Counsel, State Street Global Advisors (April 2019 - present); Vice President and Counsel, State Street Global Advisors (August 2015 - April 2019); Associate, Ropes & Gray LLP (November 2012 - August 2015). | |||
DAVID
BARR SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1974 |
Assistant Secretary | Term:
Unlimited Served: since November 2020 |
Vice President and Senior Counsel, State Street Global Advisors (October 2019 - present); Vice President and Counsel, Eaton Vance Corp (October 2010 - October 2019). | |||
E.
GERARD MAIORANA, JR. SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1971 |
Assistant Secretary | Term:
Unlimited Served: since May 2023 |
Assistant
Vice President, State Street Global Advisors (July 2014 - present). | |||
* Served in various capacities and/or with various affiliated entities during noted time period. | ||||||
The Trust's Statement of Additional Information (SAI) includes additional information about the Funds' directors and is available, without charge, upon request and by calling 1-866-787-2257. |