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SPDR S&P 500 Etf Trust (SPY)

Filed: 27 Aug 21, 2:17pm
Table of Contents

Quarterly Report

June 30, 2021

 

SPDR® S&P 500® ETF Trust

A Unit Investment Trust

“Standard & Poor’s®”, “S&P®”, “S&P 500®”, “Standard & Poor’s 500®”, “500®”, “Standard & Poor’s Depositary Receipts®”, “SPDR®” and “SPDRs®” are trademarks of Standard & Poor’s Financial Services LLC and have been licensed for use by S&P Dow Jones Indices LLC (“S&P”) and sublicensed for use by State Street Global Advisors Funds Distributors, LLC. SPDR® S&P 500® ETF Trust is permitted to use these trademarks pursuant to a sublicense from State Street Global Advisors Funds Distributors, LLC. SPDR® S&P 500® ETF Trust is not sponsored, endorsed, sold or promoted by S&P, its affiliates or its third party licensors.

 

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Table of Contents

SPDR S&P 500® ETF Trust

June 30, 2021 (Unaudited)

 

 

 

TABLE OF CONTENTS

 

Schedule of Investments (Unaudited)

  1 

Notes to Schedule of Investments (Unaudited)

  7 


Table of Contents

SPDR S&P 500® ETF Trust

SCHEDULE OF INVESTMENTS

June 30, 2021 (Unaudited)

 

 

 

Security Description

 

Shares

  

Value

 

COMMON STOCKS — 100.0%

  

3M Co.

  5,994,899  $1,190,766,788 

A O Smith Corp.

  1,402,364   101,054,350 

Abbott Laboratories

  18,423,803   2,135,871,482 

AbbVie, Inc.

  18,284,112   2,059,522,376 

ABIOMED, Inc. (a)

  468,679   146,279,403 

Accenture PLC Class A

  6,591,203   1,943,020,732 

Activision Blizzard, Inc.

  8,022,316   765,649,839 

Adobe, Inc. (a)

  4,961,577   2,905,697,954 

Advance Auto Parts, Inc.

  678,707   139,229,954 

Advanced Micro Devices, Inc. (a)

  12,598,570   1,183,383,680 

AES Corp.

  6,919,480   180,390,844 

Aflac, Inc.

  6,631,941   355,869,954 

Agilent Technologies, Inc.

  3,156,459   466,556,205 

Air Products and Chemicals, Inc.

  2,290,424   658,909,176 

Akamai Technologies, Inc. (a)

  1,690,668   197,131,889 

Alaska Air Group, Inc. (a)

  1,286,523   77,590,202 

Albemarle Corp.

  1,208,338   203,556,619 

Alexandria Real Estate Equities, Inc. REIT

  1,422,494   258,808,558 

Alexion Pharmaceuticals, Inc. (a)

  2,277,589   418,415,875 

Align Technology, Inc. (a)

  745,870   455,726,570 

Allegion PLC

  939,805   130,914,836 

Alliant Energy Corp.

  2,588,655   144,343,403 

Allstate Corp.

  3,136,682   409,148,800 

Alphabet, Inc. Class A (a)

  3,118,326   7,614,297,244 

Alphabet, Inc. Class C (a)

  2,952,638   7,400,255,672 

Altria Group, Inc.

  19,242,752   917,494,415 

Amazon.com, Inc. (a)

  4,445,155   15,292,044,425 

Amcor PLC

  16,176,582   185,383,630 

Ameren Corp.

  2,650,005   212,106,400 

American Airlines Group, Inc. (a)

  6,650,486   141,056,808 

American Electric Power Co., Inc.

  5,145,330   435,243,465 

American Express Co.

  6,755,563   1,116,221,674 

American International Group, Inc.

  8,957,540   426,378,904 

American Tower Corp. REIT

  4,714,783   1,273,651,480 

American Water Works Co., Inc.

  1,879,701   289,718,315 

Ameriprise Financial, Inc.

  1,209,181   300,940,967 

AmerisourceBergen Corp.

  1,526,993   174,825,429 

AMETEK, Inc.

  2,388,632   318,882,372 

Amgen, Inc.

  5,979,509   1,457,505,319 

Amphenol Corp. Class A

  6,206,883   424,612,866 

Analog Devices, Inc.

  3,821,543   657,916,843 

ANSYS, Inc. (a)

  895,511   310,796,048 

Anthem, Inc.

  2,535,663   968,116,133 

Aon PLC Class A

  2,341,066   558,952,918 

APA Corp.

  3,914,316   84,666,655 

Apple, Inc.

  162,651,915   22,276,806,278 

Applied Materials, Inc.

  9,499,272   1,352,696,333 

Aptiv PLC (a)

  2,797,384   440,112,425 

Archer-Daniels-Midland Co.

  5,785,207   350,583,544 

Arista Networks, Inc. (a)

  567,720  205,690,633 

Arthur J Gallagher & Co.

  2,124,590   297,612,567 

Assurant, Inc.

  628,188   98,110,402 

AT&T, Inc.

  74,034,603   2,130,715,874 

Atmos Energy Corp.

  1,354,939   130,223,187 

Autodesk, Inc. (a)

  2,278,216   665,011,250 

Automatic Data Processing, Inc.

  4,430,341   879,954,329 

AutoZone, Inc. (a)

  224,263   334,649,734 

AvalonBay Communities, Inc. REIT

  1,445,419   301,644,491 

Avery Dennison Corp.

  860,097   180,826,793 

Baker Hughes Co.

  7,551,725   172,707,951 

Ball Corp.

  3,397,178   275,239,362 

Bank of America Corp.

  78,192,399   3,223,872,611 

Bank of New York Mellon Corp.

  8,358,059   428,183,363 

Baxter International, Inc.

  5,232,088   421,183,084 

Becton Dickinson and Co.

  3,007,690   731,440,131 

Berkshire Hathaway, Inc. Class B (a)

  19,652,962   5,461,951,199 

Best Buy Co., Inc.

  2,311,308   265,754,194 

Bio-Rad Laboratories, Inc. Class A (a)

  223,210   143,811,971 

Biogen, Inc. (a)

  1,561,211   540,600,533 

BlackRock, Inc.

  1,469,476   1,285,747,416 

Boeing Co. (a)

  5,700,112   1,365,518,831 

Booking Holdings, Inc. (a)

  424,126   928,025,859 

BorgWarner, Inc.

  2,475,532   120,162,323 

Boston Properties, Inc. REIT

  1,469,090   168,343,023 

Boston Scientific Corp. (a)

  14,682,457   627,821,861 

Bristol-Myers Squibb Co.

  23,196,054   1,549,960,328 

Broadcom, Inc.

  4,226,975   2,015,590,759 

Broadridge Financial Solutions, Inc.

  1,199,552   193,763,635 

Brown-Forman Corp. Class B

  1,892,545   141,827,322 

Cabot Oil & Gas Corp.

  4,136,752   72,227,690 

Cadence Design Systems, Inc. (a)

  2,889,990   395,408,432 

Caesars Entertainment, Inc. (a)

  2,157,738   223,865,317 

Campbell Soup Co.

  2,102,475   95,851,835 

Capital One Financial Corp.

  4,681,522   724,184,638 

Cardinal Health, Inc.

  3,041,497   173,639,064 

CarMax, Inc. (a)

  1,683,922   217,478,526 

Carnival Corp. (a)

  8,265,389   217,875,654 

Carrier Global Corp.

  8,465,127   411,405,172 

Catalent, Inc. (a)

  1,766,146   190,955,706 

Caterpillar, Inc.

  5,680,061   1,236,151,675 

Cboe Global Markets, Inc.

  1,110,639   132,221,573 

CBRE Group, Inc. Class A (a)

  3,477,101   298,091,869 

CDW Corp.

  1,460,599   255,093,615 

Celanese Corp.

  1,182,206   179,222,430 

Centene Corp. (a)

  6,025,361   439,429,578 

CenterPoint Energy, Inc.

  6,019,089   147,588,062 

Cerner Corp.

  3,172,126   247,933,368 

CF Industries Holdings, Inc.

  2,216,645   114,046,385 

 

See accompanying Notes to Schedule of Investments.

 

1


Table of Contents

SPDR S&P 500® ETF Trust

SCHEDULE OF INVESTMENTS (continued)

June 30, 2021 (Unaudited)

 

 

 

Security Description

 

Shares

  

Value

 

CH Robinson Worldwide, Inc.

  1,385,897  $129,816,972 

Charles River Laboratories International, Inc. (a)

  516,021   190,886,488 

Charles Schwab Corp.

  15,552,052   1,132,344,906 

Charter Communications, Inc. Class A (a)

  1,427,980   1,030,216,171 

Chevron Corp.

  20,040,858   2,099,079,467 

Chipotle Mexican Grill, Inc. (a)

  291,519   451,953,566 

Chubb, Ltd.

  4,661,424   740,886,731 

Church & Dwight Co., Inc.

  2,539,031   216,376,222 

Cigna Corp.

  3,558,045   843,505,728 

Cincinnati Financial Corp.

  1,553,040   181,115,525 

Cintas Corp.

  913,970   349,136,540 

Cisco Systems, Inc.

  43,699,948   2,316,097,244 

Citigroup, Inc.

  21,433,185   1,516,397,839 

Citizens Financial Group, Inc.

  4,404,325   202,026,388 

Citrix Systems, Inc.

  1,274,210   149,426,607 

Clorox Co.

  1,302,669   234,363,180 

CME Group, Inc.

  3,717,416   790,620,035 

CMS Energy Corp.

  2,988,183   176,541,852 

Coca-Cola Co

  40,236,925   2,177,220,012 

Cognizant Technology Solutions Corp. Class A

  5,496,366   380,678,309 

Colgate-Palmolive Co.

  8,783,046   714,500,792 

Comcast Corp. Class A

  47,540,094   2,710,736,160 

Comerica, Inc.

  1,441,456   102,833,471 

Conagra Brands, Inc.

  5,059,729   184,072,941 

ConocoPhillips

  14,025,502   854,153,072 

Consolidated Edison, Inc.

  3,547,779   254,446,710 

Constellation Brands, Inc. Class A

  1,761,426   411,979,927 

Cooper Cos. Inc

  509,216   201,787,024 

Copart, Inc. (a)

  2,154,641   284,046,323 

Corning, Inc.

  7,959,680   325,550,912 

Corteva, Inc.

  7,706,493   341,782,965 

Costco Wholesale Corp.

  4,582,970   1,813,343,740 

Crown Castle International Corp. REIT

  4,466,084   871,332,988 

CSX Corp.

  23,680,343   759,665,403 

Cummins, Inc.

  1,532,828   373,718,795 

CVS Health Corp.

  13,651,543   1,139,084,748 

Danaher Corp.

  6,582,372   1,766,445,350 

Darden Restaurants, Inc.

  1,350,245   197,122,268 

DaVita, Inc. (a)

  747,493   90,020,582 

Deere & Co.

  3,244,276   1,144,288,588 

Delta Air Lines, Inc. (a)

  6,611,815   286,027,117 

DENTSPLY SIRONA, Inc.

  2,268,963   143,534,599 

Devon Energy Corp.

  6,135,786   179,103,593 

Dexcom, Inc. (a)

  996,446   425,482,442 

Diamondback Energy, Inc.

  1,873,362   175,889,958 

Digital Realty Trust, Inc. REIT

  2,909,694   437,792,559 

Discover Financial Services

  3,177,163   375,826,611 

Discovery, Inc. Class A (a)

  1,675,470   51,403,420 

Discovery, Inc. Class C (a)

  3,003,824   87,050,820 

DISH Network Corp. Class A (a)

  2,562,884  107,128,551 

Dollar General Corp.

  2,449,083   529,957,070 

Dollar Tree, Inc. (a)

  2,435,909   242,372,945 

Dominion Energy, Inc.

  8,339,788   613,558,203 

Domino’s Pizza, Inc.

  402,022   187,539,243 

Dover Corp.

  1,488,299   224,137,829 

Dow, Inc.

  7,719,046   488,461,231 

DR Horton, Inc.

  3,427,935   309,782,486 

DTE Energy Co.

  2,007,423   260,162,021 

Duke Energy Corp.

  7,958,816   785,694,316 

Duke Realty Corp. REIT

  3,871,461   183,313,678 

DuPont de Nemours, Inc.

  5,576,150   431,649,771 

DXC Technology Co. (a)

  2,637,034   102,686,104 

Eastman Chemical Co.

  1,407,256   164,297,138 

Eaton Corp. PLC

  4,124,490   611,166,928 

eBay, Inc.

  6,696,986   470,195,387 

Ecolab, Inc.

  2,576,644   530,711,365 

Edison International

  3,929,547   227,206,408 

Edwards Lifesciences Corp. (a)

  6,469,289   670,024,262 

Electronic Arts, Inc.

  2,979,586   428,553,854 

Eli Lilly & Co.

  8,253,652   1,894,378,207 

Emerson Electric Co.

  6,215,952   598,223,220 

Enphase Energy, Inc. (a)

  1,407,055   258,377,510 

Entergy Corp.

  2,076,913   207,068,226 

EOG Resources, Inc.

  6,045,879   504,468,144 

Equifax, Inc.

  1,261,873   302,231,202 

Equinix, Inc. REIT

  928,945   745,571,257 

Equity Residential REIT

  3,552,265   273,524,405 

Essex Property Trust, Inc. REIT

  673,257   201,983,833 

Estee Lauder Cos. Inc Class A

  2,404,720   764,893,338 

Etsy, Inc. (a)

  1,317,974   271,291,768 

Everest Re Group, Ltd.

  414,274   104,401,191 

Evergy, Inc.

  2,351,764   142,117,099 

Eversource Energy

  3,553,424   285,126,742 

Exelon Corp.

  10,115,266   448,207,436 

Expedia Group, Inc. (a)

  1,466,537   240,086,772 

Expeditors International of Washington, Inc.

  1,754,694   222,144,260 

Extra Space Storage, Inc. REIT

  1,386,673   227,164,771 

Exxon Mobil Corp.

  43,897,396   2,769,047,740 

F5 Networks, Inc. (a)

  638,099   119,107,559 

Facebook, Inc. Class A (a)

  24,844,669   8,638,739,858 

Fastenal Co.

  5,949,957   309,397,764 

Federal Realty Investment Trust REIT

  719,866   84,346,699 

FedEx Corp.

  2,531,267   755,152,884 

Fidelity National Information Services, Inc.

  6,430,797   911,051,011 

Fifth Third Bancorp

  7,365,214   281,572,131 

First Republic Bank

  1,813,106   339,359,050 

FirstEnergy Corp.

  5,627,518   209,399,945 

Fiserv, Inc. (a)

  6,167,193   659,211,260 

FleetCor Technologies, Inc. (a)

  864,082   221,256,837 

 

See accompanying Notes to Schedule of Investments.

 

2


Table of Contents

SPDR S&P 500® ETF Trust

SCHEDULE OF INVESTMENTS (continued)

June 30, 2021 (Unaudited)

 

 

 

Security Description

 

Shares

  

Value

 

FMC Corp.

  1,340,000  $144,988,000 

Ford Motor Co. (a)

  40,488,138   601,653,731 

Fortinet, Inc. (a)

  1,402,890   334,154,369 

Fortive Corp.

  3,502,324   244,252,076 

Fortune Brands Home & Security, Inc.

  1,436,618   143,101,519 

Fox Corp. Class A

  3,462,034   128,545,322 

Fox Corp. Class B

  1,592,303   56,049,066 

Franklin Resources, Inc.

  2,826,183   90,409,594 

Freeport-McMoRan, Inc.

  15,099,508   560,342,742 

Gap, Inc.

  2,130,994   71,707,948 

Garmin, Ltd.

  1,547,997   223,902,286 

Gartner, Inc. (a)

  892,634   216,195,955 

Generac Holdings, Inc. (a)

  651,222   270,354,813 

General Dynamics Corp.

  2,401,568   452,119,192 

General Electric Co.

  90,764,425   1,221,689,160 

General Mills, Inc.

  6,333,785   385,917,520 

General Motors Co. (a)

  13,236,901   783,227,432 

Genuine Parts Co.

  1,495,940   189,191,532 

Gilead Sciences, Inc.

  13,010,221   895,883,818 

Global Payments, Inc.

  3,058,638   573,616,971 

Globe Life, Inc.

  984,346   93,758,956 

Goldman Sachs Group Inc

  3,527,540   1,338,807,256 

Halliburton Co.

  9,209,109   212,914,600 

Hanesbrands, Inc.

  3,612,924   67,453,291 

Hartford Financial Services Group Inc

  3,703,555   229,509,303 

Hasbro, Inc.

  1,323,133   125,062,531 

HCA Healthcare, Inc.

  2,745,858   567,678,683 

Healthpeak Properties, Inc. REIT

  5,580,922   185,788,893 

Henry Schein, Inc. (a)

  1,475,438   109,462,745 

Hershey Co.

  1,518,124   264,426,838 

Hess Corp.

  2,830,940   247,197,681 

Hewlett Packard Enterprise Co.

  13,431,121   195,825,744 

Hilton Worldwide Holdings, Inc. (a)

  2,876,224   346,930,139 

Hologic, Inc. (a)

  2,668,464   178,039,918 

Home Depot Inc

  11,024,840   3,515,711,228 

Honeywell International, Inc.

  7,200,933   1,579,524,654 

Hormel Foods Corp.

  2,910,085   138,956,559 

Host Hotels & Resorts, Inc. REIT (a)

  7,307,620   124,887,226 

Howmet Aerospace, Inc. (a)

  4,042,993   139,361,969 

HP, Inc.

  12,455,893   376,043,410 

Humana, Inc.

  1,334,995   591,028,986 

Huntington Bancshares, Inc.

  15,265,112   217,833,148 

Huntington Ingalls Industries, Inc.

  417,082   87,900,032 

IDEX Corp.

  786,057   172,971,843 

IDEXX Laboratories, Inc. (a)

  884,915   558,868,068 

IHS Markit, Ltd.

  3,862,737   435,175,950 

Illinois Tool Works, Inc.

  2,982,501   666,767,924 

Illumina, Inc. (a)

  1,511,486   715,250,290 

Incyte Corp. (a)

  1,935,391   162,824,445 

Ingersoll Rand, Inc. (a)

  3,861,293   188,469,711 

Intel Corp.

  41,869,883   2,350,575,232 

Intercontinental Exchange, Inc. (b)

  5,814,948  690,234,328 

International Business Machines Corp.

  9,249,861   1,355,937,124 

International Flavors & Fragrances, Inc.

  2,576,965   384,998,571 

International Paper Co.

  4,072,182   249,665,478 

Interpublic Group of Cos. Inc

  4,047,495   131,503,113 

Intuit, Inc.

  2,835,190   1,389,725,082 

Intuitive Surgical, Inc. (a)

  1,227,908   1,129,233,313 

Invesco, Ltd.

  3,899,951   104,245,690 

IPG Photonics Corp. (a)

  372,263   78,461,873 

IQVIA Holdings, Inc. (a)

  1,981,723   480,211,117 

Iron Mountain, Inc. REIT

  2,987,470   126,429,730 

J M Smucker Co.

  1,136,114   147,206,291 

Jack Henry & Associates, Inc.

  787,768   128,807,946 

Jacobs Engineering Group, Inc.

  1,347,414   179,771,976 

JB Hunt Transport Services, Inc.

  865,035   140,957,453 

Johnson & Johnson

  27,305,802   4,498,357,821 

Johnson Controls International PLC

  7,460,818   512,035,939 

JPMorgan Chase & Co.

  31,388,390   4,882,150,181 

Juniper Networks, Inc.

  3,399,665   92,980,838 

Kansas City Southern

  941,478   266,786,621 

Kellogg Co.

  2,635,988   169,573,108 

KeyCorp

  10,037,327   207,270,803 

Keysight Technologies, Inc. (a)

  1,927,362   297,603,966 

Kimberly-Clark Corp.

  3,501,632   468,448,329 

Kimco Realty Corp. REIT

  4,479,562   93,398,868 

Kinder Morgan, Inc.

  20,169,886   367,697,022 

KLA Corp.

  1,595,768   517,363,943 

Kraft Heinz Co.

  6,716,356   273,892,998 

Kroger Co.

  7,886,329   302,125,264 

L Brands, Inc.

  2,420,965   174,454,738 

L3Harris Technologies, Inc.

  2,129,574   460,307,420 

Laboratory Corp. of America Holdings (a)

  1,011,390   278,991,931 

Lam Research Corp.

  1,479,611   962,782,878 

Lamb Weston Holdings, Inc.

  1,516,093   122,288,061 

Las Vegas Sands Corp. (a)

  3,402,950   179,301,435 

Leggett & Platt, Inc.

  1,377,727   71,380,036 

Leidos Holdings, Inc.

  1,381,735   139,693,408 

Lennar Corp. Class A

  2,844,084   282,559,745 

Lincoln National Corp.

  1,868,831   117,437,340 

Linde PLC

  5,412,828   1,564,848,575 

Live Nation Entertainment, Inc. (a)

  1,486,628   130,213,747 

LKQ Corp. (a)

  2,890,767   142,283,552 

Lockheed Martin Corp.

  2,536,052   959,515,274 

Loews Corp.

  2,350,095   128,432,692 

Lowe’s Cos., Inc.

  7,329,993   1,421,798,742 

Lumen Technologies, Inc.

  10,228,770   139,008,984 

LyondellBasell Industries NV Class A

  2,665,651   274,215,518 

 

See accompanying Notes to Schedule of Investments.

 

3


Table of Contents

SPDR S&P 500® ETF Trust

SCHEDULE OF INVESTMENTS (continued)

June 30, 2021 (Unaudited)

 

 

 

Security Description

 

Shares

  

Value

 

M&T Bank Corp.

  1,332,360  $193,605,232 

Marathon Oil Corp.

  8,177,717   111,380,506 

Marathon Petroleum Corp.

  6,746,276   407,609,996 

MarketAxess Holdings, Inc.

  393,500   182,422,665 

Marriott International, Inc. Class A (a)

  2,756,137   376,267,823 

Marsh & McLennan Cos., Inc.

  5,260,799   740,089,203 

Martin Marietta Materials, Inc.

  645,343   227,038,121 

Masco Corp.

  2,663,365   156,898,832 

Mastercard, Inc. Class A

  9,075,356   3,313,321,722 

Maxim Integrated Products, Inc.

  2,776,874   292,571,445 

McCormick & Co., Inc.

  2,579,348   227,808,015 

McDonald’s Corp.

  7,737,188   1,787,213,056 

McKesson Corp.

  1,646,857   314,944,933 

Medtronic PLC

  13,957,401   1,732,532,186 

Merck & Co., Inc.

  26,254,874   2,041,841,551 

MetLife, Inc.

  7,785,814   465,980,968 

Mettler-Toledo International, Inc. (a)

  242,555   336,021,144 

MGM Resorts International

  4,254,192   181,441,289 

Microchip Technology, Inc.

  2,836,179   424,689,443 

Micron Technology, Inc. (a)

  11,628,038   988,150,669 

Microsoft Corp.

  78,094,872   21,155,900,825 

Mid-America Apartment Communities, Inc. REIT

  1,184,889   199,559,005 

Mohawk Industries, Inc. (a)

  611,193   117,465,183 

Molson Coors Beverage Co. Class B (a)

  1,949,817   104,685,675 

Mondelez International, Inc. Class A

  14,619,186   912,821,974 

Monolithic Power Systems, Inc.

  439,775   164,233,974 

Monster Beverage Corp. (a)

  3,830,263   349,894,525 

Moody’s Corp.

  1,667,030   604,081,661 

Morgan Stanley

  15,433,888   1,415,133,191 

Mosaic Co.

  3,574,224   114,053,488 

Motorola Solutions, Inc.

  1,751,326   379,775,043 

MSCI, Inc.

  855,575   456,089,921 

Nasdaq, Inc.

  1,194,732   210,033,886 

NetApp, Inc.

  2,306,021   188,678,638 

Netflix, Inc. (a)

  4,597,565   2,428,479,809 

Newell Brands, Inc.

  3,914,617   107,534,529 

Newmont Corp.

  8,291,360   525,506,397 

News Corp. Class A

  4,051,569   104,408,933 

News Corp. Class B

  1,271,338   30,957,080 

NextEra Energy, Inc.

  20,292,978   1,487,069,428 

Nielsen Holdings PLC

  3,705,983   91,426,601 

NIKE, Inc. Class B

  13,219,947   2,042,349,612 

NiSource, Inc.

  4,002,154   98,052,773 

Norfolk Southern Corp.

  2,607,028   691,931,301 

Northern Trust Corp.

  2,158,181   249,528,887 

Northrop Grumman Corp.

  1,552,070   564,068,800 

NortonLifeLock, Inc.

  6,028,185   164,087,196 

Norwegian Cruise Line Holdings, Ltd. (a)

  3,764,532   110,714,886 

NOV, Inc. (a)

  4,021,418   61,608,124 

NRG Energy, Inc.

  2,534,234  102,129,630 

Nucor Corp.

  3,087,603   296,193,756 

NVIDIA Corp.

  6,459,861   5,168,534,786 

NVR, Inc. (a)

  35,836   178,223,179 

NXP Semiconductors NV

  2,869,246   590,261,287 

O’Reilly Automotive, Inc. (a)

  727,170   411,730,926 

Occidental Petroleum Corp.

  8,686,273   271,619,757 

Old Dominion Freight Line, Inc.

  993,198   252,073,652 

Omnicom Group, Inc.

  2,227,898   178,209,561 

ONEOK, Inc.

  4,610,293   256,516,703 

Oracle Corp.

  18,836,452   1,466,229,424 

Organon & Co. (a)

  2,619,848   79,276,600 

Otis Worldwide Corp.

  4,222,199   345,249,212 

PACCAR, Inc.

  3,594,456   320,805,198 

Packaging Corp. of America

  982,472   133,046,358 

Parker-Hannifin Corp.

  1,337,241   410,680,084 

Paychex, Inc.

  3,325,023   356,774,968 

Paycom Software, Inc. (a)

  508,483   184,818,316 

PayPal Holdings, Inc. (a)

  12,180,673   3,550,422,566 

Penn National Gaming, Inc. (a)

  1,541,067   117,876,215 

Pentair PLC

  1,720,409   116,110,403 

People’s United Financial, Inc.

  4,407,878   75,551,029 

PepsiCo, Inc.

  14,326,066   2,122,693,199 

PerkinElmer, Inc.

  1,160,899   179,254,415 

Perrigo Co. PLC

  1,379,167   63,234,807 

Pfizer, Inc.

  58,042,307   2,272,936,742 

Philip Morris International, Inc.

  16,160,307   1,601,648,027 

Phillips 66

  4,525,461   388,375,063 

Pinnacle West Capital Corp.

  1,167,267   95,680,876 

Pioneer Natural Resources Co.

  2,403,216   390,570,664 

PNC Financial Services Group Inc

  4,390,499   837,531,589 

Pool Corp.

  416,856   191,195,173 

PPG Industries, Inc.

  2,454,917   416,771,259 

PPL Corp.

  7,966,748   222,829,942 

Principal Financial Group, Inc.

  2,626,405   165,962,532 

Procter & Gamble Co.

  25,385,864   3,425,314,630 

Progressive Corp

  6,063,285   595,475,220 

Prologis, Inc. REIT

  7,656,843   915,222,444 

Prudential Financial, Inc.

  4,111,980   421,354,591 

PTC, Inc. (a)

  1,088,858   153,812,081 

Public Service Enterprise Group, Inc.

  5,232,923   312,614,820 

Public Storage REIT

  1,574,316   473,381,078 

PulteGroup, Inc.

  2,754,904   150,335,111 

PVH Corp. (a)

  736,448   79,234,440 

Qorvo, Inc. (a)

  1,173,025   229,502,341 

QUALCOMM, Inc.

  11,696,406   1,671,767,310 

Quanta Services, Inc.

  1,433,687   129,849,032 

Quest Diagnostics, Inc.

  1,381,829   182,359,973 

Ralph Lauren Corp.

  499,538   58,850,572 

Raymond James Financial, Inc.

  1,271,371   165,151,093 

 

See accompanying Notes to Schedule of Investments.

 

4


Table of Contents

SPDR S&P 500® ETF Trust

SCHEDULE OF INVESTMENTS (continued)

June 30, 2021 (Unaudited)

 

 

 

Security Description

 

Shares

  

Value

 

Raytheon Technologies Corp.

  15,727,930  $1,341,749,708 

Realty Income Corp. REIT

  3,868,266   258,168,073 

Regency Centers Corp. REIT

  1,635,785   104,804,745 

Regeneron Pharmaceuticals, Inc. (a)

  1,090,694   609,196,227 

Regions Financial Corp.

  9,952,486   200,841,167 

Republic Services, Inc.

  2,180,397   239,865,474 

ResMed, Inc.

  1,507,221   371,560,121 

Robert Half International, Inc.

  1,171,671   104,243,569 

Rockwell Automation, Inc.

  1,203,154   344,126,107 

Rollins, Inc.

  2,293,533   78,438,829 

Roper Technologies, Inc.

  1,087,242   511,221,188 

Ross Stores, Inc.

  3,688,450   457,367,800 

Royal Caribbean Cruises, Ltd. (a)

  2,267,994   193,414,528 

S&P Global, Inc.

  2,492,152   1,022,903,788 

salesforce.com, Inc. (a)

  9,601,833   2,345,439,747 

SBA Communications Corp. REIT

  1,132,404   360,897,155 

Schlumberger NV

  14,483,729   463,624,165 

Seagate Technology Holdings PLC

  2,080,179   182,910,139 

Sealed Air Corp.

  1,604,401   95,060,759 

Sempra Energy

  3,267,088   432,823,818 

ServiceNow, Inc. (a)

  2,047,238   1,125,059,643 

Sherwin-Williams Co.

  2,481,899   676,193,383 

Simon Property Group, Inc. REIT

  3,403,421   444,078,372 

Skyworks Solutions, Inc.

  1,708,240   327,555,020 

Snap-on, Inc.

  561,512   125,458,626 

Southern Co.

  10,938,038   661,860,679 

Southwest Airlines Co. (a)

  6,119,592   324,889,139 

Stanley Black & Decker, Inc.

  1,666,552   341,626,494 

Starbucks Corp.

  12,189,719   1,362,932,481 

State Street Corp. (c)

  3,643,482   299,785,699 

STERIS PLC

  1,009,947   208,352,066 

Stryker Corp.

  3,388,709   880,149,389 

SVB Financial Group (a)

  563,169   313,364,127 

Synchrony Financial

  5,626,148   272,980,701 

Synopsys, Inc. (a)

  1,578,620   435,367,610 

Sysco Corp.

  5,287,919   411,135,702 

T Rowe Price Group, Inc.

  2,358,807   466,973,022 

T-Mobile US, Inc. (a)

  6,076,381   880,042,260 

Take-Two Interactive Software, Inc. (a)

  1,193,269   211,232,478 

Tapestry, Inc. (a)

  2,878,161   125,142,440 

Target Corp.

  5,129,698   1,240,053,195 

TE Connectivity, Ltd.

  3,427,899   463,486,224 

Teledyne Technologies, Inc. (a)

  480,958   201,439,639 

Teleflex, Inc.

  484,045   194,484,441 

Teradyne, Inc.

  1,726,460   231,276,582 

Tesla, Inc. (a)

  7,991,007   5,431,487,458 

Texas Instruments, Inc.

  9,575,963   1,841,457,685 

Textron, Inc.

  2,350,695   161,657,295 

Thermo Fisher Scientific, Inc.

  4,077,177   2,056,813,481 

TJX Cos. Inc

  12,505,108  843,094,381 

Tractor Supply Co.

  1,204,709   224,148,157 

Trane Technologies PLC

  2,470,362   454,892,459 

TransDigm Group, Inc. (a)

  566,480   366,676,839 

Travelers Cos. Inc

  2,612,736   391,152,707 

Trimble, Inc. (a)

  2,599,600   212,725,268 

Truist Financial Corp.

  13,947,897   774,108,283 

Twitter, Inc. (a)

  8,268,504   568,955,760 

Tyler Technologies, Inc. (a)

  420,480   190,212,538 

Tyson Foods, Inc. Class A

  3,053,490   225,225,422 

UDR, Inc. REIT

  3,072,215   150,477,091 

Ulta Beauty, Inc. (a)

  583,154   201,637,159 

Under Armour, Inc. Class A (a)

  1,958,021   41,412,144 

Under Armour, Inc. Class C (a)

  2,032,262   37,739,105 

Union Pacific Corp.

  6,887,954   1,514,867,723 

United Airlines Holdings, Inc. (a)

  3,300,877   172,602,858 

United Parcel Service, Inc. Class B

  7,499,941   1,559,762,730 

United Rentals, Inc. (a)

  748,257   238,701,466 

UnitedHealth Group, Inc.

  9,785,076   3,918,335,833 

Universal Health Services, Inc. Class B

  806,270   118,062,116 

Unum Group

  2,110,027   59,924,767 

US Bancorp

  14,150,562   806,157,517 

Valero Energy Corp.

  4,232,840   330,500,147 

Ventas, Inc. REIT

  3,881,683   221,644,099 

VeriSign, Inc. (a)

  1,030,723   234,685,320 

Verisk Analytics, Inc.

  1,686,539   294,672,094 

Verizon Communications, Inc.

  42,928,164   2,405,265,029 

Vertex Pharmaceuticals, Inc. (a)

  2,693,038   542,997,252 

VF Corp.

  3,326,642   272,917,710 

ViacomCBS, Inc. Class B

  6,279,420   283,829,784 

Viatris, Inc.

  12,505,692   178,706,339 

Visa, Inc. Class A

  17,556,363   4,105,028,797 

Vontier Corp.

  1   33 

Vornado Realty Trust REIT

  1,625,728   75,872,726 

Vulcan Materials Co.

  1,373,098   239,015,169 

W R Berkley Corp.

  1,451,815   108,058,590 

Walgreens Boots Alliance, Inc.

  7,429,847   390,884,251 

Walmart, Inc.

  14,237,117   2,007,718,239 

Walt Disney Co. (a)

  18,839,973   3,311,502,054 

Waste Management, Inc.

  4,032,992   565,062,509 

Waters Corp. (a)

  643,730   222,479,525 

WEC Energy Group, Inc.

  3,267,887   290,678,549 

Wells Fargo & Co.

  42,804,456   1,938,613,812 

Welltower, Inc. REIT

  4,324,024   359,326,394 

West Pharmaceutical Services, Inc.

  767,352   275,556,103 

Western Digital Corp. (a)

  3,169,738   225,590,253 

Western Union Co.

  4,256,593   97,773,941 

Westinghouse Air Brake Technologies Corp.

  1,839,790   151,414,717 

Westrock Co.

  2,730,057   145,293,634 

 

See accompanying Notes to Schedule of Investments.

 

5


Table of Contents

SPDR S&P 500® ETF Trust

SCHEDULE OF INVESTMENTS (continued)

June 30, 2021 (Unaudited)

 

 

 

Security Description

 

Shares

  

Value

 

Weyerhaeuser Co. REIT

  7,746,987  $266,651,293 

Whirlpool Corp.

  650,155   141,746,793 

Williams Cos. Inc

  12,575,070   333,868,108 

Willis Towers Watson PLC

  1,336,062   307,320,981 

WW Grainger, Inc.

  455,675   199,585,650 

Wynn Resorts, Ltd. (a)

  1,089,942   133,299,907 

Xcel Energy, Inc.

  5,580,577   367,648,413 

Xilinx, Inc.

  2,546,168   368,277,740 

Xylem, Inc.

  1,868,349   224,127,146 

Yum! Brands, Inc.

  3,108,123   357,527,389 

Zebra Technologies Corp. Class A (a)

  554,134   293,408,412 

Zimmer Biomet Holdings, Inc.

  2,153,622   346,345,490 

Zions Bancorp NA

  1,700,839   89,906,350 

Zoetis, Inc.

  4,919,708   916,836,783 
  

 

 

 

TOTAL COMMON STOCKS
(Cost $353,172,873,661)

   376,660,540,450 
 

 

 

 

TOTAL INVESTMENTS — 100.0%
(Cost $353,172,873,661)

   376,660,540,450 

OTHER ASSETS IN EXCESS OF LIABILITIES — 0.0% (d)

   25,459,728 
 

 

 

 

NET ASSETS — 100.0%

  $376,686,000,178 
  

 

 

 

 

(a)

Non-income producing security.

(b)

Affiliate of PDR Services LLC (the “Sponsor”). See the table below for more information.

(c)

Affiliate of State Street Global Advisors Trust Company (the “Trustee”). See the table below for more information.

(d)

Amount shown represents less than 0.05% of net assets.

PLC Public Limited Company

REIT Real Estate Investment Trust

 

The following table summarizes the value of the Trust’s investments according to the fair value hierarchy as of June 30, 2021.

 

Description

  Level 1 —
Quoted
Prices
   Level 2 —
Other Significant
Observable
Inputs
   Level 3 —
Significant
Unobservable
Inputs
   Total 

ASSETS:

        

INVESTMENTS:

        

Common Stocks

  $376,660,540,450   $   $   $376,660,540,450 

INVESTMENTS IN AFFILIATES OF THE TRUSTEE AND THE SPONSOR

SPDR S&P 500® ETF Trust has invested in State Street Corp., which is considered an affiliate of the Trustee and Intercontinental Exchange, Inc., which is considered an affiliate of the Sponsor. Amounts related to these investments at June 30, 2021 and for the period then ended, are:

 

  Number
of Shares
Held at
9/30/20
  Value At
9/30/20
  Cost of
Purchases*
  Proceeds
from
Shares
Sold*
  Realized
Gain
(Loss)
  Change in
Unrealized
Appreciation/
Depreciation
  Number
of Shares
Held at
6/30/21
  Value at
6/30/21
  Dividend
Income
 

Intercontinental Exchange, Inc.

  5,919,844  $592,280,392  $451,169,009  $463,072,501  $86,122,411  $23,735,017   5,814,948  $690,234,328  $5,472,328 

State Street Corp.

  3,723,303   220,903,567   196,861,970   201,966,157   (4,081,725  88,068,044   3,643,482   299,785,699   5,665,670 
  

 

 

  

 

 

  

 

 

  

 

 

  

 

 

   

 

 

  

 

 

 

TOTAL

  $813,183,959  $648,030,979  $665,038,658  $82,040,686  $111,803,061   $990,020,027  $11,137,998 
  

 

 

  

 

 

  

 

 

  

 

 

  

 

 

   

 

 

  

 

 

 

 

*

Purchased and Sold figures include securities received or delivered from processing creations or redemptions of Units.

 

See accompanying Notes to Schedule of Investments.

 

6


Table of Contents

SPDR S&P 500® ETF Trust

NOTES TO SCHEDULE OF INVESTMENTS

June 30, 2021 (Unaudited)

 

 

 

Security Valuation

The Trust’s investments are valued at fair value each day that the New York Stock Exchange (“NYSE”) is open and, for financial reporting purposes, as of the report date should the reporting period end on a day that the NYSE is not open. Fair value is generally defined as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect an actual market price. The investments of the Trust are valued pursuant to the policy and procedures developed by the Oversight Committee of the Trustee (the “Committee”). The Committee provides oversight of the valuation of investments for the Trust.

Valuation techniques used to value the Trust’s equity investments are as follows:

Equity investments (including preferred stocks) traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

In the event that prices or quotations are not readily available or that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be determined in good faith by the Committee, in accordance with the valuation policy and procedures approved by the Trustee.

Fair value pricing could result in a difference between the prices used to calculate the Trust’s net asset value (“NAV”) and the prices used by the Trust’s underlying index, the S&P 500® Index, which in turn could result in a difference between the Trust’s performance and the performance of the S&P 500® Index.

The Trustee values the Trust’s assets and liabilities at fair value using a hierarchy that prioritizes the inputs to valuation techniques, giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with the investment.

The three levels of the fair value hierarchy are as follows:

 

 

Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities;

 

 

Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the assets or liabilities either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and

 

 

Level 3 — Unobservable inputs for the asset or liability, including the Committee’s assumptions used in determining the fair value of investments.

Investments in Affiliates of the Trustee and the Sponsor

The Trust has invested in companies that are considered affiliates of the Trustee (State Street Corp.) and the Sponsor (ICE). Such investments were made according to the representative portion of the S&P 500® Index. The market values of these investments at June 30, 2021 are listed in the Schedule of Investments.

Other information regarding the Trust is available in the Trust’s most recent Report to Shareholders. This information is also available on the website of the U.S. Securities and Exchange Commission at www.sec.gov.

 

7