SPDR Bloomberg 1-10 Year TIPS ETF (Formerly, SPDR Bloomberg Barclays 1-10 Year TIPS ETF) |
SPDR Bloomberg 1-3 Month T-Bill ETF (Formerly, SPDR Bloomberg Barclays 1-3 Month T-Bill ETF) |
SPDR Bloomberg 3-12 Month T-Bill ETF (Formerly, SPDR Bloomberg Barclays 3-12 Month T-Bill ETF) |
SPDR Bloomberg Emerging Markets USD Bond ETF (Formerly, SPDR Bloomberg Barclays Emerging Markets USD Bond ETF) |
SPDR Bloomberg Investment Grade Floating Rate ETF (Formerly, SPDR Bloomberg Barclays Investment Grade Floating Rate ETF) |
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF (Formerly, SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF) |
SPDR Nuveen Bloomberg Municipal Bond ETF (Formerly, SPDR Nuveen Bloomberg Barclays Municipal Bond ETF) |
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF (Formerly, SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF) |
SPDR Bloomberg Convertible Securities ETF (Formerly, SPDR Bloomberg Barclays Convertible Securities ETF) |
SPDR Bloomberg High Yield Bond ETF (Formerly, SPDR Bloomberg Barclays High Yield Bond ETF) |
SPDR Bloomberg Short Term High Yield Bond ETF (Formerly, SPDR Bloomberg Barclays Short Term High Yield Bond ETF) |
SPDR Bloomberg SASB Corporate Bond ESG Select ETF |
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF |
|
1 |
Management’s Discussion of Fund Performance, Performance Summaries & Portfolio Statistics (Unaudited) | |
|
2 |
|
5 |
|
8 |
|
11 |
|
14 |
|
17 |
|
20 |
|
23 |
|
26 |
|
29 |
|
32 |
|
35 |
Schedules of Investments | |
|
39 |
|
41 |
|
43 |
|
44 |
|
54 |
|
67 |
|
103 |
|
156 |
|
177 |
|
185 |
|
210 |
|
226 |
|
235 |
|
244 |
|
258 |
|
271 |
|
282 |
|
285 |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg 1-10 Year Government Inflation-Linked Bond Index | Net
Asset Value |
Market
Value |
Bloomberg 1-10 Year Government Inflation-Linked Bond Index | ||
ONE YEAR | (2.21)% | (2.20)% | (2.09)% | (2.21)% | (2.20)% | (2.09)% | |
FIVE YEARS | 16.58% | 16.61% | 17.42% | 3.12% | 3.12% | 3.26% | |
SINCE INCEPTION(1) | 17.54% | 17.55% | 19.11% | 1.79% | 1.79% | 1.94% |
(1) | For the period May 29, 2013 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (5/29/13, 5/30/13, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Treasury
Inflation Protected Indexed Notes 0.63% 1/15/2024 |
4.2% | ||
Treasury
Inflation Protected Indexed Notes 0.63% 1/15/2026 |
4.1 | ||
Treasury
Inflation Protected Indexed Notes 0.13% 7/15/2024 |
3.9 | ||
Treasury
Inflation Protected Indexed Notes 0.25% 1/15/2025 |
3.6 | ||
Treasury
Inflation Protected Indexed Bonds 3.88% 4/15/2029 |
3.6 | ||
TOTAL | 19.4% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.2% | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.7 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg 1-3 Month U.S. Treasury Bill Index | Net
Asset Value |
Market
Value |
Bloomberg 1-3 Month U.S. Treasury Bill Index | ||
ONE YEAR | 0.03% | 0.05% | 0.18% | 0.03% | 0.05% | 0.18% | |
FIVE YEARS | 4.63% | 4.66% | 5.38% | 0.91% | 0.92% | 1.05% | |
TEN YEARS | 4.71% | 4.75% | 6.13% | 0.46% | 0.47% | 0.60% |
Description | % of Net Assets | ||
U.S.
Treasury Bills 0.77% 7/14/2022 |
12.5% | ||
U.S.
Treasury Bills Zero Coupon, 8/11/2022 |
11.5 | ||
U.S.
Treasury Bills 0.67% 7/7/2022 |
9.5 | ||
U.S.
Treasury Bills Zero Coupon, 7/21/2022 |
9.5 | ||
U.S.
Treasury Bills Zero Coupon, 7/28/2022 |
9.0 | ||
TOTAL | 52.0% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.8% | ||
Short-Term Investment | 0.2 | ||
Liabilities in Excess of Other Assets | (0.0) * | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg 3-12 Month U.S. Treasury Bill Index | Net
Asset Value |
Market
Value |
Bloomberg 3-12 Month U.S. Treasury Bill Index | ||
ONE YEAR | (0.24)% | (0.22)% | (0.12)% | (0.24)% | (0.22)% | (0.12)% | |
SINCE INCEPTION(1) | (0.27)% | (0.24)% | (0.04)% | (0.15)% | (0.13)% | (0.03)% |
(1) | For the period September 23, 2020 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (9/23/20, 9/24/20, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
U.S.
Treasury Bills 0.67% 9/1/2022 |
9.3% | ||
U.S.
Treasury Bills 0.73% 9/8/2022 |
8.2 | ||
U.S.
Treasury Bills 1.14% 10/6/2022 |
7.9 | ||
U.S.
Treasury Bills 1.37% 11/3/2022 |
7.3 | ||
U.S.
Treasury Bills 1.58% 12/1/2022 |
7.3 | ||
TOTAL | 40.0% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.6% | ||
Short-Term Investment | 0.4 | ||
Liabilities in Excess of Other Assets | (0.0) * | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg Emerging USD Bond Core Index | Net
Asset Value |
Market
Value |
Bloomberg Emerging USD Bond Core Index | ||
ONE YEAR | (21.31)% | (21.26)% | (22.53)% | (21.31)% | (21.26)% | (22.53)% | |
SINCE INCEPTION(1) | (19.01)% | (18.62)% | (20.31)% | (15.72)% | (15.39)% | (16.82)% |
(1) | For the period April 6, 2021 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (4/6/21, 4/7/21, 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 | ||
Dominican
Republic International Bond 6.00% 7/19/2028 |
1.3% | ||
Turkey
Government International Bond 6.38% 10/14/2025 |
1.2 | ||
Panama
Government International Bond 4.50% 4/1/2056 |
0.9 | ||
Export-Import
Bank of India 3.38% 8/5/2026 |
0.9 | ||
Peruvian
Government International Bond 5.63% 11/18/2050 |
0.8 | ||
TOTAL | 5.1% |
% of Net Assets | |||
Foreign Government Obligations | 72.1% | ||
Corporate Bonds & Notes | 25.7 | ||
Other Assets in Excess of Liabilities | 2.2 | ||
TOTAL | 100.0% |
% of Total Investments | |||
Government | 73.6% | ||
Energy | 13.3 | ||
Financial | 4.2 | ||
Basic Materials | 3.1 | ||
Utilities | 2.7 | ||
Industrial | 1.6 | ||
Consumer, Non-cyclical | 1.4 | ||
Communications | 0.1 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg U.S. Dollar Floating Rate Note < 5 Years Index | Net
Asset Value |
Market
Value |
Bloomberg U.S. Dollar Floating Rate Note < 5 Years Index | ||
ONE YEAR | (0.73)% | (1.36)% | (0.44)% | (0.73)% | (1.36)% | (0.44)% | |
FIVE YEARS | 6.91% | 6.19% | 8.43% | 1.35% | 1.21% | 1.63% | |
TEN YEARS | 13.08% | 13.05% | 15.78% | 1.24% | 1.23% | 1.48% |
Description | % of Net Assets | ||
Inter-American
Development Bank 1.34% 2/10/2026 |
1.0% | ||
Goldman
Sachs Group, Inc. 2.25% 2/23/2023 |
1.0 | ||
International
Bank for Reconstruction & Development 0.90% 1/13/2023 |
0.9 | ||
Commonwealth
Bank of Australia 1.16% 7/7/2025 |
0.9 | ||
Bank
of America Corp. 1.76% 10/24/2024 |
0.8 | ||
TOTAL | 4.6% |
% of Net Assets | |||
Corporate Bonds & Notes | 82.4% | ||
Foreign Government Obligations | 17.1 | ||
Short-Term Investments | 3.1 | ||
Liabilities in Excess of Other Assets | (2.6) | ||
TOTAL | 100.0% |
% of Total Investments | |||
Financial | 62.9% | ||
Government | 13.5 | ||
Consumer, Cyclical | 5.9 | ||
Utilities | 4.9 | ||
Communications | 3.0 | ||
Consumer, Non-cyclical | 2.8 | ||
Industrial | 2.4 | ||
Energy | 1.2 | ||
Technology | 0.3 | ||
Basic Materials | 0.1 | ||
Short-Term Investments | 3.0 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg Municipal Yield Index(1) | Net
Asset Value |
Market
Value |
Bloomberg Municipal Yield Index(1) | ||
ONE YEAR | (12.76)% | (12.77)% | (10.29)% | (12.76)% | (12.77)% | (10.29)% | |
FIVE YEARS | 7.69% | 8.54% | 16.50% | 1.49% | 1.65% | 3.10% | |
TEN YEARS | 37.68% | 37.77% | 51.80% | 3.25% | 3.26% | 4.26% |
(1) | The Bloomberg Barclays Municipal Yield Index reflects linked performance returns of both the Bloomberg Barclays Municipal Yield Index and S&P Municipal Yield Index. The index returns are reflective of the S&P Municipal Yield Index from June 30, 2011 until October 1, 2019 and of the Bloomberg Barclays Municipal Yield Index effective October 1, 2019. |
Description | % of Net Assets | ||
Buckeye,
OH, Tobacco Settlement Financing Authority Revenue 5.00% 6/1/2055 |
1.7% | ||
Puerto
Rico Sales Tax Financing Corp. Sales Tax Revenue 5.00% 7/1/2058 |
1.6 | ||
Puerto
Rico Sales Tax Financing Corp. Sales Tax Revenue 4.75% 7/1/2053 |
1.4 | ||
Florida
Development Finance Corp., Educational Facilities Revenue AMT 7.38% 1/1/2049 |
1.2 | ||
Puerto
Rico Commonwealth Aqueduct & Sewer Authority Revenue 5.00% 7/1/2033 |
0.9 | ||
TOTAL | 6.8% |
% of Net Assets | |||
Municipal Bonds & Notes | 96.4% | ||
Short-Term Investment | 2.6 | ||
Other Assets in Excess of Liabilities | 1.0 | ||
TOTAL | 100.0% |
% of Total Investments | |||
Puerto Rico | 13.0% | ||
Illinois | 10.4 | ||
California | 9.5 | ||
New York | 8.3 | ||
Florida | 7.2 | ||
Texas | 5.8 | ||
New Jersey | 4.9 | ||
Pennsylvania | 4.4 | ||
Ohio | 3.5 | ||
Wisconsin | 3.4 | ||
TOTAL | 70.4% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg Municipal Managed Money 1-25 Years Index | Net
Asset Value |
Market
Value |
Bloomberg Municipal Managed Money 1-25 Years Index | ||
ONE YEAR | (10.42)% | (10.55)% | (9.52)% | (10.42)% | (10.55)% | (9.52)% | |
FIVE YEARS(1) (2) | 4.16% | 4.25% | 6.77% | 0.82% | 0.84% | 1.32% | |
TEN YEARS(1) (2) | 21.02% | 21.04% | 25.80% | 1.93% | 1.93% | 2.32% |
(1) | Effective January 2, 2019, the Fund changed its benchmark index from the Bloomberg Barclays Municipal Managed Money Index to the Bloomberg Municipal Managed 1-25 Years Index. The Fund’s performance is based on the Fund’s prior investment strategy to track a different benchmark index for periods prior to January 2, 2019. |
(2) | The index returns are reflective of the Bloomberg Barclays Municipal Managed Money Index from fund June 30, 2011 until January 2, 2019 and of the Bloomberg Municipal Managed Money 1-25 Years Index effective January 2, 2019. |
Description | % of Net Assets | ||
New
York, NY, General Obligation 5.00% 12/1/2034 |
0.2% | ||
New
York, NY, City Transitional Finance Authority Future Tax Secured
Revenue 5.00% 11/1/2027 |
0.2 | ||
California,
East Bay Municipal Utility District, Water System Revenue 5.00% 6/1/2030 |
0.2 | ||
Wake,
NC, Limited Obligation Revenue 5.00% 9/1/2026 |
0.2 | ||
New
York, NY, General Obligation 5.00% 8/1/2035 |
0.2 | ||
TOTAL | 1.0% |
% of Net Assets | |||
Municipal Bonds & Notes | 98.7% | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 1.2 | ||
TOTAL | 100.0% |
% of Total Investments | |||
New York | 20.7% | ||
California | 19.0 | ||
Texas | 11.2 | ||
Washington | 4.5 | ||
Maryland | 4.0 | ||
Florida | 3.8 | ||
Massachusetts | 3.6 | ||
Connecticut | 2.6 | ||
Virginia | 2.4 | ||
Ohio | 2.2 | ||
TOTAL | 74.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg Managed Money Municipal Short Term Index | Net
Asset Value |
Market
Value |
Bloomberg Managed Money Municipal Short Term Index | ||
ONE YEAR | (3.91)% | (3.91)% | (3.68)% | (3.91)% | (3.91)% | (3.68)% | |
FIVE YEARS(1) (2) | 2.91% | 3.05% | 4.16% | 0.58% | 0.60% | 0.82% | |
TEN YEARS(1) (2) | 7.61% | 7.60% | 10.48% | 0.74% | 0.74% | 1.00% |
(1) | Effective January 2, 2019, the Fund changed its benchmark index from the Bloomberg Barclays Municipal Managed Money Index to the Bloomberg Barclays Municipal Managed 1-25 Years Index. The Fund’s performance is based on the Fund’s prior investment strategy to track a different benchmark index for periods prior to January 2, 2019. |
(2) | The index returns are reflective of the Bloomberg Barclays Municipal Managed Money Index from fund June 30, 2011 until January 2, 2019 and of the Bloomberg Barclays Municipal Managed Money 1-25 Years Index effective January 2, 2019. |
Description | % of Net Assets | ||
Orange
County Transportation Authority Revenue 5.00% 10/15/2024 |
1.7% | ||
New
York, NY, City Municipal Water Finance Authority, Water & Sewer System
Revenue 5.00% 6/15/2026 |
1.1 | ||
California,
State General Obligation 5.00% 10/1/2026 |
0.9 | ||
California,
State General Obligation 4.00% 10/1/2024 |
0.8 | ||
Chino
Basin Regional Financing Authority, Revenue 4.00% 11/1/2025 |
0.8 | ||
TOTAL | 5.3% |
% of Net Assets | |||
Municipal Bonds & Notes | 98.0% | ||
Short-Term Investment | 0.8 | ||
Other Assets in Excess of Liabilities | 1.2 | ||
TOTAL | 100.0% |
% of Total Investments | |||
California | 19.8% | ||
New York | 16.6 | ||
Texas | 9.0 | ||
Maryland | 5.4 | ||
Washington | 4.2 | ||
Massachusetts | 4.1 | ||
Connecticut | 3.9 | ||
Virginia | 3.6 | ||
Florida | 2.9 | ||
Ohio | 2.8 | ||
TOTAL | 72.3% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg U.S. Convertible Liquid Bond Index | Net
Asset Value |
Market
Value |
Bloomberg U.S. Convertible Liquid Bond Index | ||
ONE YEAR | (24.12)% | (24.07)% | (23.60)% | (24.12)% | (24.07)% | (23.60)% | |
FIVE YEARS | 55.07% | 54.81% | 60.47% | 9.17% | 9.13% | 9.92% | |
TEN YEARS | 166.99% | 167.66% | 184.08% | 10.32% | 10.35% | 11.01% |
Description | % of Net Assets | ||
Broadcom,
Inc. 8.00% 9/30/2022 |
2.5% | ||
Wells
Fargo & Co. 7.50% 12/31/2049 |
2.1 | ||
Bank
of America Corp. 7.25% 12/31/2049 |
1.7 | ||
Palo
Alto Networks, Inc. 0.38% 6/1/2025 |
1.5 | ||
Palo
Alto Networks, Inc. 0.75% 7/1/2023 |
1.4 | ||
TOTAL | 9.2% |
% of Net Assets | |||
Corporate Bonds & Notes | 76.0% | ||
Convertible Preferred Stocks | 10.2 | ||
Preferred Stocks | 9.9 | ||
Convertible Bonds | 3.4 | ||
Common Stocks | 0.1 | ||
Short-Term Investments | 6.2 | ||
Liabilities in Excess of Other Assets | (5.8) | ||
TOTAL | 100.0% |
% of Net Assets | |||
Communications | 26.2% | ||
Technology | 24.2 | ||
Consumer, Non-cyclical | 16.2 | ||
Consumer, Cyclical | 10.8 | ||
Financial | 7.5 | ||
Utilities | 7.3 | ||
Energy | 3.9 | ||
Industrial | 2.3 | ||
Basic Materials | 1.2 | ||
Short-Term Investments | 6.2 | ||
Liabilities in Excess of Other Assets | (5.8) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg High Yield Very Liquid Index | Net
Asset Value |
Market
Value |
Bloomberg High Yield Very Liquid Index | ||
ONE YEAR | (13.82)% | (13.69)% | (13.57)% | (13.82)% | (13.69)% | (13.57)% | |
FIVE YEARS | 5.30% | 5.32% | 8.02% | 1.04% | 1.04% | 1.55% | |
TEN YEARS | 35.19% | 34.48% | 47.02% | 3.06% | 3.01% | 3.93% |
Description | % of Net Assets | ||
TransDigm,
Inc. 6.25% 3/15/2026 |
0.4% | ||
Medline
Borrower LP 3.88% 4/1/2029 |
0.4 | ||
Caesars
Entertainment, Inc. 6.25% 7/1/2025 |
0.3 | ||
Centene
Corp. 4.63% 12/15/2029 |
0.4 | ||
Directv
Financing LLC/Directv Financing Co-Obligor, Inc. 5.88% 8/15/2027 |
0.3 | ||
TOTAL | 1.8% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.0% | ||
Common Stocks | 0.1 | ||
Foreign Government Obligations | 0.1 | ||
Senior Floating Rate Loans | 0.1 | ||
Short-Term Investments | 7.1 | ||
Liabilities in Excess of Other Assets | (5.4) | ||
TOTAL | 100.0% |
% of Net Assets | |||
Consumer, Cyclical | 21.5% | ||
Communications | 18.3 | ||
Consumer, Non-cyclical | 17.8 | ||
Energy | 12.0 | ||
Financial | 10.3 | ||
Industrial | 8.7 | ||
Technology | 3.9 | ||
Basic Materials | 3.6 | ||
Utilities | 2.2 | ||
Short-Term Investments | 7.1 | ||
Liabilities in Excess of Other Assets | (5.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg US High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index | Net
Asset Value |
Market
Value |
Bloomberg US High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index | ||
ONE YEAR | (8.54)% | (8.57)% | (8.34)% | (8.54)% | (8.57)% | (8.34)% | |
FIVE YEARS | 11.96% | 11.85% | 12.23% | 2.28% | 2.27% | 2.34% | |
TEN YEARS | 38.94% | 37.92% | 47.12% | 3.34% | 3.27% | 3.94% |
Description | % of Net Assets | ||
TransDigm,
Inc. 6.25% 3/15/2026 |
0.9% | ||
Sprint
Corp. 7.88% 9/15/2023 |
0.7 | ||
American
Airlines, Inc./AAdvantage Loyalty IP, Ltd. 5.50% 4/20/2026 |
0.7 | ||
Caesars
Entertainment, Inc. 6.25% 7/1/2025 |
0.6 | ||
CCO
Holdings LLC/CCO Holdings Capital Corp. 5.13% 5/1/2027 |
0.6 | ||
TOTAL | 3.5% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.7% | ||
Foreign Government Obligations | 0.1 | ||
Senior Floating Rate Loans | 0.1 | ||
Common Stocks | 0.0 * | ||
Warrants | 0.0 * | ||
Short-Term Investments | 8.4 | ||
Liabilities in Excess of Other Assets | (7.3) | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
% of Net Assets | |||
Consumer, Cyclical | 25.8% | ||
Communications | 15.8 | ||
Energy | 13.6 | ||
Financial | 12.6 | ||
Consumer, Non-cyclical | 12.5 | ||
Industrial | 11.2 | ||
Technology | 2.5 | ||
Basic Materials | 2.3 | ||
Utilities | 2.3 | ||
Diversified | 0.3 | ||
Short-Term Investments | 8.4 | ||
Liabilities in Excess of Other Assets | (7.3) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | Net
Asset Value |
Market
Value |
Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | ||
ONE YEAR | (13.93)% | (13.89)% | (14.01)% | (13.93)% | (13.89)% | (14.01)% | |
SINCE INCEPTION(1) | (13.26)% | (13.14)% | (13.20)% | (8.32)% | (8.24)% | (8.28)% |
(1) | For the period November 9, 2020 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (11/9/20, 11/10/20, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Bank
of America Corp. 1.66% 3/11/2027 |
1.2% | ||
Cisco
Systems, Inc. 5.90% 2/15/2039 |
1.1 | ||
Deutsche
Telekom International Finance B.V. 8.75% 6/15/2030 |
1.0 | ||
Lloyds
Banking Group PLC 2.44% 2/5/2026 |
1.0 | ||
Boston
Properties L.P. 3.80% 2/1/2024 |
0.9 | ||
TOTAL | 5.2% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.0% | ||
Other Assets in Excess of Liabilities | 2.0 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Anheuser-Busch
Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90% 2/1/2046 |
0.9% | ||
CVS
Health Corp. 5.05% 3/25/2048 |
0.7 | ||
T-Mobile
USA, Inc. 3.88% 4/15/2030 |
0.6 | ||
GE
Capital International Funding Co. Unlimited Co. 4.42% 11/15/2035 |
0.6 | ||
Magallanes,
Inc. 5.14% 3/15/2052 |
0.6 | ||
TOTAL | 3.4% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.6% | ||
Other Assets in Excess of Liabilities | 1.4 | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury Obligations
|
$ — | $1,441,957,475 | $— | $1,441,957,475 | ||||
Short-Term Investment
|
1,813,733 | — | — | 1,813,733 | ||||
TOTAL INVESTMENTS
|
$1,813,733 | $1,441,957,475 | $— | $1,443,771,208 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
185,388 | $ 185,388 | $147,906,059 | $146,277,714 | $— | $— | 1,813,733 | $1,813,733 | $ 4,611 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
36,242,881 | 36,242,881 | 543,352,469 | 579,595,350 | — | — | — | — | 34,291 | ||||||||
Total
|
$36,428,269 | $691,258,528 | $725,873,064 | $— | $— | $1,813,733 | $38,902 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury Obligations
|
$ — | $21,023,209,564 | $— | $21,023,209,564 | ||||
Short-Term Investment
|
37,781,225 | — | — | 37,781,225 | ||||
TOTAL INVESTMENTS
|
$37,781,225 | $21,023,209,564 | $— | $21,060,990,789 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
29,161,572 | $29,161,572 | $1,104,399,946 | $1,095,780,293 | $— | $— | 37,781,225 | $37,781,225 | $73,186 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury Obligations
|
$ — | $59,604,250 | $— | $59,604,250 | ||||
Short-Term Investment
|
244,794 | — | — | 244,794 | ||||
TOTAL INVESTMENTS
|
$244,794 | $59,604,250 | $— | $59,849,044 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
3,426 | $3,426 | $1,559,576 | $1,318,208 | $— | $— | 244,794 | $244,794 | $380 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$— | $ 38,753,888 | $— | $ 38,753,888 | ||||
Foreign Government Obligations
|
— | 108,507,675 | — | 108,507,675 | ||||
TOTAL INVESTMENTS
|
$— | $147,261,563 | $— | $147,261,563 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
— | $— | $15,706,644 | $15,706,720 | $76 | $— | — | $— | $187 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $2,664,597,564 | $— | $2,664,597,564 | ||||
Foreign Government Obligations
|
— | 554,454,750 | — | 554,454,750 | ||||
Short-Term Investments
|
100,428,713 | — | — | 100,428,713 | ||||
TOTAL INVESTMENTS
|
$100,428,713 | $3,219,052,314 | $— | $3,319,481,027 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
52,245,493 | $52,261,166 | $ 901,065,715 | $ 908,550,915 | $(19,642) | $(3,111) | 44,757,689 | $ 44,753,213 | $ 91,032 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
38,337,395 | 38,337,395 | 436,043,600 | 418,705,495 | — | — | 55,675,500 | 55,675,500 | 100,039 | ||||||||
Total
|
$90,598,561 | $1,337,109,315 | $1,327,256,410 | $(19,642) | $(3,111) | $100,428,713 | $191,071 |