SPDR Bloomberg 1-10 Year TIPS ETF |
SPDR Bloomberg 1-3 Month T-Bill ETF |
SPDR Bloomberg 3-12 Month T-Bill ETF |
SPDR Bloomberg Emerging Markets USD Bond ETF |
SPDR Bloomberg Investment Grade Floating Rate ETF |
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF |
SPDR Nuveen Bloomberg Municipal Bond ETF |
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF |
SPDR Bloomberg Convertible Securities ETF |
SPDR Bloomberg High Yield Bond ETF |
SPDR Bloomberg Short Term High Yield Bond ETF |
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF |
Portfolio Statistics (Unaudited) | |
|
1 |
|
2 |
|
3 |
|
4 |
|
5 |
|
6 |
|
7 |
|
8 |
|
10 |
|
11 |
|
12 |
Schedules of Investments (Unaudited) | |
|
13 |
|
15 |
|
17 |
|
19 |
|
28 |
|
38 |
|
75 |
|
109 |
|
124 |
|
131 |
|
153 |
|
172 |
|
180 |
|
193 |
|
205 |
|
215 |
Description | % of Net Assets | ||
U.S.
Treasury Inflation-Indexed Notes 0.63% 1/15/2026 |
4.0% | ||
U.S.
Treasury Inflation-Indexed Notes 0.13% 1/15/2030 |
3.7 | ||
U.S.
Treasury Inflation-Indexed Notes 0.25% 1/15/2025 |
3.6 | ||
U.S.
Treasury Inflation-Indexed Notes 0.38% 7/15/2025 |
3.5 | ||
U.S.
Treasury Inflation-Indexed Notes 0.63% 7/15/2032 |
3.5 | ||
TOTAL | 18.3% |
% of Net Assets | |||
U.S. Treasury Obligations | 97.2% | ||
U.S. Government Agency Obligations | 2.4 | ||
Short-Term Investments | 2.1 | ||
Liabilities in Excess of Other Assets | (1.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Bills 5.33% 1/2/2024 |
9.0% | ||
U.S.
Treasury Bills 5.26% 1/4/2024 |
8.5 | ||
U.S.
Treasury Bills 5.27% 1/11/2024 |
8.4 | ||
U.S.
Treasury Bills 5.29% 2/22/2024 |
7.1 | ||
U.S.
Treasury Bills 5.27% 1/25/2024 |
7.0 | ||
TOTAL | 40.0% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.6% | ||
Short-Term Investments | 5.4 | ||
Liabilities in Excess of Other Assets | (5.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Bills 5.27% 5/16/2024 |
6.8% | ||
U.S.
Treasury Bills 5.34% 4/18/2024 |
6.6 | ||
U.S.
Treasury Bills 5.26% 3/21/2024 |
6.3 | ||
U.S.
Treasury Bills 5.33% 4/25/2024 |
4.4 | ||
U.S.
Treasury Bills 5.32% 5/2/2024 |
4.4 | ||
TOTAL | 28.5% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.5% | ||
Short-Term Investments | 10.4 | ||
Liabilities in Excess of Other Assets | (9.9) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Corp.
Nacional del Cobre de Chile 3.70% 1/30/2050 |
0.9% | ||
Oman
Government International Bonds 6.00% 8/1/2029 |
0.8 | ||
Bahrain
Government International Bonds 7.00% 1/26/2026 |
0.8 | ||
Uruguay
Government International Bonds 5.10% 6/18/2050 |
0.7 | ||
Colombia
Government International Bonds 6.13% 1/18/2041 |
0.7 | ||
TOTAL | 3.9% |
% of Net Assets | |||
Foreign Government Obligations | 76.5% | ||
Corporate Bonds & Notes | 21.8 | ||
Short-Term Investments | 1.9 | ||
Liabilities in Excess of Other Assets | (0.2) | ||
TOTAL | 100.0% |
% of Total Investments | |||
Government | 75.8% | ||
Energy | 10.9 | ||
Financial | 4.1 | ||
Basic Materials | 2.8 | ||
Utilities | 1.7 | ||
Industrial | 1.5 | ||
Consumer, Non-cyclical | 1.0 | ||
Communications | 0.3 | ||
Short-Term Investments | 1.9 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
International
Bank for Reconstruction & Development 5.83% 8/19/2027 |
1.8% | ||
International
Bank for Reconstruction & Development 5.73% 1/12/2027 |
1.7 | ||
European
Bank for Reconstruction & Development 5.56% 4/14/2026 |
1.5 | ||
International
Bank for Reconstruction & Development 5.74% 9/23/2026 |
1.4 | ||
Inter-American
Development Bank 5.59% 2/10/2026 |
1.2 | ||
TOTAL | 7.6% |
% of Net Assets | |||
Corporate Bonds & Notes | 71.0% | ||
Foreign Government Obligations | 27.7 | ||
Short-Term Investments | 1.7 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
% of Net Assets | |||
Financial | 61.5% | ||
Government | 23.4 | ||
Consumer, Cyclical | 6.0 | ||
Industrial | 2.6 | ||
Communications | 2.3 | ||
Utilities | 1.2 | ||
Consumer, Non-cyclical | 0.9 | ||
Energy | 0.5 | ||
Technology | 0.3 | ||
Short-Term Investments | 1.7 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Puerto
Rico Sales Tax Financing Corp. Sales Tax Revenue, PR 5.00% 7/1/2058 |
1.9% | ||
Buckeye
Tobacco Settlement Financing Authority Revenue, OH 5.00% 6/1/2055 |
1.7 | ||
Puerto
Rico Sales Tax Financing Corp. Sales Tax Revenue, PR 4.78% 7/1/2058 |
1.2 | ||
Puerto
Rico Sales Tax Financing Corp. Sales Tax Revenue, PR 4.75% 7/1/2053 |
0.9 | ||
New
York Liberty Development Corp. Revenue, NY 5.00% 11/15/2044 |
0.7 | ||
TOTAL | 6.4% |
% of Net Assets | |||
Municipal Bonds & Notes | 97.3% | ||
Short-Term Investment | 1.8 | ||
Other Assets in Excess of Liabilities | 0.9 | ||
TOTAL | 100.0% |
% of Total Investments | |||
Puerto Rico | 11.5% | ||
California | 11.5 | ||
New York | 9.3 | ||
Illinois | 7.6 | ||
Florida | 6.0 | ||
Ohio | 5.3 | ||
Texas | 4.9 | ||
Pennsylvania | 3.7 | ||
Wisconsin | 3.4 | ||
Colorado | 3.2 | ||
TOTAL | 66.4% |
Description | % of Net Assets | ||
University
of California Revenue, CA 5.00% 5/15/2029 |
0.9% | ||
City
of New York, General Obligation, NY 5.25% 4/1/2044 |
0.6 | ||
District
of Columbia Income Tax Revenue, DC 5.00% 7/1/2047 |
0.5 | ||
Massachusetts
Development Finance Agency Revenue, MA 5.00% 11/15/2032 |
0.5 | ||
University
of California Revenue, CA 5.00% 5/15/2043 |
0.5 | ||
TOTAL | 3.0% |
% of Net Assets | |||
Municipal Bonds & Notes | 99.4% | ||
Short-Term Investment | 0.8 | ||
Liabilities in Excess of Other Assets | (0.2) | ||
TOTAL | 100.0% |
% of Total Investments | |||
New York | 20.5% | ||
California | 18.7 | ||
Texas | 11.9 | ||
Washington | 4.3 | ||
Massachusetts | 3.5 | ||
Connecticut | 3.3 | ||
Maryland | 2.9 | ||
Florida | 2.8 | ||
District of Columbia | 2.2 | ||
Ohio | 2.2 | ||
TOTAL | 72.3% |
Description | % of Net Assets | ||
State
of California, General Obligation, CA 5.00% 10/1/2026 |
1.0% | ||
Orange
County Transportation Authority Revenue, CA 5.00% 10/15/2024 |
1.0 | ||
New
York City Municipal Water Finance Authority Revenue, NY 5.00% 6/15/2026 |
1.0 | ||
State
of California, General Obligation, CA 4.00% 10/1/2024 |
0.9 | ||
Chino
Basin Regional Financing Authority Revenue, CA 4.00% 11/1/2025 |
0.9 | ||
TOTAL | 4.8% |
% of Net Assets | |||
Municipal Bonds & Notes | 99.4% | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.5 | ||
TOTAL | 100.0% |
% of Total Investments | |||
California | 20.9% | ||
New York | 16.9 | ||
Texas | 10.2 | ||
Connecticut | 5.3 | ||
Washington | 4.3 | ||
Maryland | 3.8 | ||
Massachusetts | 3.4 | ||
Georgia | 2.5 | ||
Florida | 2.5 | ||
Virginia | 2.4 | ||
TOTAL | 72.2% |
Description | % of Net Assets | ||
Palo
Alto Networks, Inc. 0.38% 6/1/2025 |
2.6% | ||
Wells
Fargo & Co. 7.50% 12/31/2049 |
2.1 | ||
Bank
of America Corp. 7.25% 12/31/2049 |
1.7 | ||
Royal
Caribbean Cruises Ltd. 6.00% 8/15/2025 |
1.4 | ||
Ford
Motor Co. Zero Coupon, 3/15/2026 |
1.0 | ||
TOTAL | 8.8% |
% of Net Assets | |||
Corporate Bonds & Notes | 48.8% | ||
Convertible Bonds | 42.8 | ||
Preferred Stocks | 5.6 | ||
Convertible Preferred Stocks | 1.4 | ||
Convertible Foreign Bonds | 0.8 | ||
Common Stocks | 0.1 | ||
Short-Term Investments | 4.6 | ||
Liabilities in Excess of Other Assets | (4.1) | ||
TOTAL | 100.0% |
% of Net Assets | |||
Technology | 22.7% | ||
Communications | 22.0 | ||
Consumer, Non-cyclical | 16.0 | ||
Consumer, Cyclical | 13.6 | ||
Financial | 8.8 | ||
Utilities | 7.8 | ||
Industrial | 4.3 | ||
Energy | 3.4 | ||
Basic Materials | 0.9 | ||
Short-Term Investments | 4.6 | ||
Liabilities in Excess of Other Assets | (4.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Medline
Borrower LP 3.88% 4/1/2029 |
0.5% | ||
TransDigm,
Inc. 6.25% 3/15/2026 |
0.4 | ||
DISH
Network Corp. 11.75% 11/15/2027 |
0.4 | ||
Cloud
Software Group, Inc. 9.00% 9/30/2029 |
0.4 | ||
Cloud
Software Group, Inc. 6.50% 3/31/2029 |
0.4 | ||
TOTAL | 2.1% |
% of Net Assets | |||
Corporate Bonds & Notes | 97.7% | ||
Common Stocks | 0.1 | ||
Short-Term Investments | 6.5 | ||
Liabilities in Excess of Other Assets | (4.3) | ||
TOTAL | 100.0% |
% of Net Assets | |||
Consumer, Cyclical | 20.2% | ||
Consumer, Non-cyclical | 16.5 | ||
Communications | 16.2 | ||
Industrial | 11.6 | ||
Energy | 11.5 | ||
Financial | 10.6 | ||
Technology | 4.6 | ||
Basic Materials | 4.1 | ||
Utilities | 2.4 | ||
Diversified | 0.1 | ||
Short-Term Investments | 6.5 | ||
Liabilities in Excess of Other Assets | (4.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
TransDigm,
Inc. 6.25% 3/15/2026 |
0.7% | ||
Caesars
Entertainment, Inc. 6.25% 7/1/2025 |
0.6 | ||
CCO
Holdings LLC/CCO Holdings Capital Corp. 5.13% 5/1/2027 |
0.5 | ||
Carnival
Corp. 5.75% 3/1/2027 |
0.5 | ||
Directv
Financing LLC/Directv Financing Co.-Obligor, Inc. 5.88% 8/15/2027 |
0.5 | ||
TOTAL | 2.8% |
% of Net Assets | |||
Corporate Bonds & Notes | 96.5% | ||
Common Stocks | 0.0 * | ||
Warrants | 0.0 * | ||
Short-Term Investments | 7.5 | ||
Liabilities in Excess of Other Assets | (4.0) | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
% of Net Assets | |||
Consumer, Cyclical | 23.9% | ||
Communications | 16.3 | ||
Consumer, Non-cyclical | 13.5 | ||
Industrial | 11.8 | ||
Financial | 11.5 | ||
Energy | 9.6 | ||
Basic Materials | 3.7 | ||
Utilities | 3.1 | ||
Technology | 2.9 | ||
Diversified | 0.2 | ||
Short-Term Investments | 7.5 | ||
Liabilities in Excess of Other Assets | (4.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Anheuser-Busch
Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90% 2/1/2046 |
0.9% | ||
Morgan
Stanley 3.13% 7/27/2026 |
0.8 | ||
CVS
Health Corp. 5.05% 3/25/2048 |
0.7 | ||
T-Mobile
USA, Inc. 3.88% 4/15/2030 |
0.7 | ||
Bank
of America Corp. 4.57% 4/27/2033 |
0.7 | ||
TOTAL | 3.8% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.9% | ||
Short-Term Investments | 1.8 | ||
Liabilities in Excess of Other Assets | (0.7) | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Government Agency Obligations
|
$ — | $ 32,926,175 | $— | $ 32,926,175 | ||||
U.S. Treasury Obligations
|
— | 1,293,914,558 | — | 1,293,914,558 | ||||
Short-Term Investments
|
27,955,799 | — | — | 27,955,799 | ||||
TOTAL INVESTMENTS
|
$27,955,799 | $1,326,840,733 | $— | $1,354,796,532 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
593,843 | $ 593,843 | $ 90,891,799 | $ 91,035,843 | $— | $— | 449,799 | $ 449,799 | $54,927 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
27,417,796 | 27,417,796 | 371,637,875 | 371,549,671 | — | — | 27,506,000 | 27,506,000 | 22,628 | ||||||||
Total
|
$ 28,011,639 | $462,529,674 | $462,585,514 | $— | $— | $27,955,799 | $77,555 | ||||||||||
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury Obligations
|
$ — | $33,206,865,152 | $— | $33,206,865,152 | ||||
Short-Term Investments
|
1,806,441,063 | — | — | 1,806,441,063 | ||||
TOTAL INVESTMENTS
|
$1,806,441,063 | $33,206,865,152 | $— | $35,013,306,215 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
320,751,315 | $ 320,751,315 | $ 2,865,539,144 | $ 3,014,073,647 | $— | $— | 172,216,812 | $ 172,216,812 | $ 9,888,083 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
863,662,500 | 863,662,500 | 8,477,540,620 | 7,706,978,869 | — | — | 1,634,224,251 | 1,634,224,251 | 1,662,391 | ||||||||
Total
|
$1,184,413,815 | $11,343,079,764 | $10,721,052,516 | $— | $— | $1,806,441,063 | $11,550,474 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury Obligations
|
$ — | $2,917,828,726 | $— | $2,917,828,726 | ||||
Short-Term Investments
|
305,760,032 | — | — | 305,760,032 | ||||
TOTAL INVESTMENTS
|
$305,760,032 | $2,917,828,726 | $— | $3,223,588,758 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
8,801,612 | $8,801,612 | $ 317,931,155 | $ 311,126,766 | $— | $— | 15,606,001 | $ 15,606,001 | $701,930 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 1,401,475,230 | 1,111,321,199 | — | — | 290,154,031 | 290,154,031 | 242,029 | ||||||||
Total
|
$8,801,612 | $1,719,406,385 | $1,422,447,965 | $— | $— | $305,760,032 | $943,959 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $ 47,085,928 | $— | $ 47,085,928 | ||||
Foreign Government Obligations
|
— | 165,280,832 | — | 165,280,832 | ||||
Short-Term Investments
|
4,170,115 | — | — | 4,170,115 | ||||
TOTAL INVESTMENTS
|
$4,170,115 | $212,366,760 | $— | $216,536,875 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
468,452 | $ 468,546 | $ 9,529,371 | $ 9,624,240 | $(157) | $(30) | 373,340 | $ 373,490 | $13,949 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,433,087 | 2,433,087 | 21,009,716 | 19,646,178 | — | — | 3,796,625 | 3,796,625 | 9,926 | ||||||||
Total
|
$2,901,633 | $30,539,087 | $29,270,418 | $(157) | $(30) | $ 4,170,115 | $23,875 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $1,651,777,859 | $— | $1,651,777,859 | ||||
Foreign Government Obligations
|
— | 644,732,456 | — | 644,732,456 | ||||
Short-Term Investments
|
39,005,201 | — | — | 39,005,201 | ||||
TOTAL INVESTMENTS
|
$39,005,201 | $2,296,510,315 | $— | $2,335,515,516 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
62,922,391 | $62,934,976 | $291,559,860 | $319,731,647 | $7,404 | $383 | 34,757,073 | $34,770,976 | $836,383 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
14,692,000 | 14,692,000 | 57,941,863 | 68,399,638 | — | — | 4,234,225 | 4,234,225 | 52,478 | ||||||||
Total
|
$77,626,976 | $349,501,723 | $388,131,285 | $7,404 | $383 | $39,005,201 | $888,861 | ||||||||||
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Municipal Bonds & Notes
|
$ — | $2,437,610,848 | $ 0(a) | $2,437,610,848 | ||||
Short-Term Investment
|
45,932,931 | — | — | 45,932,931 | ||||
TOTAL INVESTMENTS
|
$45,932,931 | $2,437,610,848 | $ 0 | $2,483,543,779 |
(a) | The Fund held Level 3 securities that were valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
18,761,758 | $18,761,758 | $380,451,078 | $353,279,905 | $— | $— | 45,932,931 | $45,932,931 | $637,603 | ||||||||
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Municipal Bonds & Notes
|
$ — | $3,784,970,740 | $— | $3,784,970,740 | ||||
Short-Term Investment
|
28,470,488 | — | — | 28,470,488 | ||||
TOTAL INVESTMENTS
|
$28,470,488 | $3,784,970,740 | $— | $3,813,441,228 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
26,196,143 | $26,196,143 | $578,962,803 | $576,688,458 | $— | $— | 28,470,488 | $28,470,488 | $1,000,239 | ||||||||
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Municipal Bonds & Notes
|
$ — | $3,877,918,433 | $— | $3,877,918,433 | ||||
Short-Term Investment
|
2,030,588 | — | — | 2,030,588 | ||||
TOTAL INVESTMENTS
|
$2,030,588 | $3,877,918,433 | $— | $3,879,949,021 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
1,764,422 | $1,764,422 | $409,583,860 | $409,317,694 | $— | $— | 2,030,588 | $2,030,588 | $515,593 | ||||||||
(i) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2023 are shown in the Affiliate Table below. |
(j) | Investment of cash collateral for securities loaned. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $1,796,668,696 | $— | $1,796,668,696 | ||||
Common Stocks
|
2,389,719 | — | — | 2,389,719 | ||||
Convertible Bonds
|
— | 1,573,551,077 | — | 1,573,551,077 | ||||
Convertible Foreign Bonds
|
— | 29,827,252 | — | 29,827,252 | ||||
Convertible Preferred Stocks
|
53,271,194 | — | — | 53,271,194 | ||||
Preferred Stocks
|
202,469,737 | 5,506,961 | — | 207,976,698 | ||||
Short-Term Investments
|
168,585,238 | — | — | 168,585,238 | ||||
TOTAL INVESTMENTS
|
$426,715,888 | $3,405,553,986 | $— | $3,832,269,874 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
57,603,244 | $ 57,614,764 | $194,330,703 | $237,601,401 | $(719) | $(90) | 14,337,522 | $ 14,343,257 | $ 352,566 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
183,073,093 | 183,073,093 | 581,027,962 | 609,859,074 | — | — | 154,241,981 | 154,241,981 | 787,621 | ||||||||
Total
|
$240,687,857 | $775,358,665 | $847,460,475 | $(719) | $(90) | $168,585,238 | $1,140,187 | ||||||||||
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $8,218,300,300 | $ 20,148 | $8,218,320,448 | ||||
Common Stocks
|
58,884 | — | 3,021,217 | 3,080,101 | ||||
Short-Term Investments
|
548,121,374 | — | — | 548,121,374 | ||||
TOTAL INVESTMENTS
|
$548,180,258 | $8,218,300,300 | $3,041,365 | $8,769,521,923 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
13,394,510 | $ 13,397,189 | $1,059,716,276 | $1,023,105,767 | $3,575 | $336 | 49,991,613 | $ 50,011,609 | $1,597,317 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
709,501,256 | 709,501,256 | 945,194,337 | 1,156,585,828 | — | — | 498,109,765 | 498,109,765 | 2,778,047 | ||||||||
Total
|
$722,898,445 | $2,004,910,613 | $2,179,691,595 | $3,575 | $336 | $548,121,374 | $4,375,364 | ||||||||||
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $3,989,592,875 | $239,234 | $3,989,832,109 | ||||
Common Stocks
|
206,918 | 1,856 | 59,220 | 267,994 | ||||
Warrants
|
— | — | 0(a) | — | ||||
Short-Term Investments
|
310,715,440 | — | — | 310,715,440 | ||||
TOTAL INVESTMENTS
|
$310,922,358 | $3,989,594,731 | $298,454 | $4,300,815,543 |
(a) | The Fund held Level 3 securities that were valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
8,163,244 | $ 8,164,877 | $ 531,145,274 | $ 442,902,274 | $3,619 | $3,163 | 96,376,108 | $ 96,414,659 | $1,203,763 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
315,768,078 | 315,768,078 | 505,845,934 | 607,313,231 | — | — | 214,300,781 | 214,300,781 | 1,281,760 | ||||||||
Total
|
$323,932,955 | $1,036,991,208 | $1,050,215,505 | $3,619 | $3,163 | $310,715,440 | $2,485,523 | ||||||||||
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $57,672,120 | $— | $57,672,120 | ||||
Short-Term Investments
|
1,074,314 | — | — | 1,074,314 | ||||
TOTAL INVESTMENTS
|
$1,074,314 | $57,672,120 | $— | $58,746,434 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
299,965 | $ 300,025 | $ 1,062,337 | $ 1,354,888 | $12 | $ 5 | 7,489 | $ 7,491 | $3,436 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
1,149,702 | 1,149,702 | 9,050,625 | 9,133,504 | — | — | 1,066,823 | 1,066,823 | 2,424 | ||||||||
Total
|
$1,449,727 | $10,112,962 | $10,488,392 | $12 | $ 5 | $1,074,314 | $5,860 | ||||||||||
SPDR Bloomberg 1-10 Year TIPS ETF | SPDR Bloomberg 1-3 Month T-Bill ETF | SPDR Bloomberg 3-12 Month T-Bill ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$1,326,840,733 | $33,206,865,152 | $2,917,828,726 | ||
Investments in affiliated issuers, at value
|
27,955,799 | 1,806,441,063 | 305,760,032 | ||
Total Investments
|
1,354,796,532 | 35,013,306,215 | 3,223,588,758 | ||
Foreign currency, at value
|
— | — | — | ||
Cash
|
468 | — | — | ||
Receivable for investments sold
|
15,478,934 | — | — | ||
Receivable for fund shares sold
|
— | 18,276,549 | — | ||
Dividends receivable — affiliated issuers
|
3,525 | 1,390,145 | 135,245 | ||
Interest receivable — unaffiliated issuers
|
4,334,820 | — | — | ||
Securities lending income receivable —
unaffiliated issuers
|
— | 135,500 | 66,397 | ||
Securities lending income receivable — affiliated
issuers
|
7,059 | 354,271 | 119,657 | ||
Receivable for foreign taxes recoverable
|
— | — | — | ||
TOTAL ASSETS
|
1,374,621,338 | 35,033,462,680 | 3,223,910,057 | ||
LIABILITIES | |||||
Payable upon return of securities loaned
|
27,506,000 | 1,634,224,251 | 290,154,031 | ||
Payable for investments purchased
|
13,537,678 | — | — | ||
Payable for fund shares repurchased
|
1,857,124 | 41,122,235 | — | ||
Advisory fee payable
|
168,174 | 3,899,441 | 338,745 | ||
Trustees’ fees and expenses payable
|
477 | — | — | ||
TOTAL LIABILITIES
|
43,069,453 | 1,679,245,927 | 290,492,776 | ||
NET ASSETS
|
$1,331,551,885 | $33,354,216,753 | $2,933,417,281 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$1,455,090,971 | $33,397,440,696 | $2,939,917,536 | ||
Total distributable earnings (loss)
|
(123,539,086) | (43,223,943) | (6,500,255) | ||
NET ASSETS
|
$1,331,551,885 | $33,354,216,753 | $2,933,417,281 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 18.57 | $ 91.38 | $ 99.10 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
71,700,000 | 364,994,503 | 29,600,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ 1,416,540,117 | $33,202,633,566 | $ 2,915,611,171 | ||
Investments in affiliated issuers
|
27,955,799 | 1,806,441,063 | 305,760,032 | ||
Total cost of investments
|
$1,444,495,916 | $35,009,074,629 | $3,221,371,203 | ||
Foreign currency, at cost
|
$ — | $ — | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 26,946,211 | $ 2,532,008,470 | $ 340,429,902 |
SPDR Bloomberg Emerging Markets USD Bond ETF | SPDR Bloomberg Investment Grade Floating Rate ETF | SPDR Nuveen Bloomberg High Yield Municipal Bond ETF | SPDR Nuveen Bloomberg Municipal Bond ETF | SPDR Nuveen Bloomberg Short Term Municipal Bond ETF | ||||
$212,366,760 | $2,296,510,315 | $2,437,610,848 | $3,784,970,740 | $3,877,918,433 | ||||
4,170,115 | 39,005,201 | 45,932,931 | 28,470,488 | 2,030,588 | ||||
216,536,875 | 2,335,515,516 | 2,483,543,779 | 3,813,441,228 | 3,879,949,021 | ||||
1,370 | 157 | — | — | — | ||||
— | 77,404 | 2,585 | 150 | 3,481 | ||||
— | 58,069,773 | — | — | — | ||||
— | — | 5,050,735 | — | — | ||||
1,484 | 156,997 | 164,352 | 168,982 | 58,887 | ||||
3,431,533 | 18,810,962 | 33,059,050 | 43,991,699 | 49,273,124 | ||||
27 | 1,490 | — | — | — | ||||
3,068 | 8,343 | — | — | — | ||||
— | 3,948 | — | — | — | ||||
219,974,357 | 2,412,644,590 | 2,521,820,501 | 3,857,602,059 | 3,929,284,513 | ||||
3,796,625 | 4,234,225 | — | — | — | ||||
— | 24,298,472 | 15,351,882 | 50,692,067 | 27,840,322 | ||||
— | 58,066,956 | — | — | — | ||||
40,486 | 305,115 | 715,235 | 731,299 | 658,845 | ||||
— | 2,520 | 697 | 1,150 | 2,569 | ||||
3,837,111 | 86,907,288 | 16,067,814 | 51,424,516 | 28,501,736 | ||||
$216,137,246 | $2,325,737,302 | $2,505,752,687 | $3,806,177,543 | $3,900,782,777 | ||||
$243,797,378 | $2,340,798,931 | $2,654,395,033 | $3,836,054,002 | $3,982,454,004 | ||||
(27,660,132) | (15,061,629) | (148,642,346) | (29,876,459) | (81,671,227) | ||||
$216,137,246 | $2,325,737,302 | $2,505,752,687 | $3,806,177,543 | $3,900,782,777 | ||||
$ 24.29 | $ 30.56 | $ 25.26 | $ 47.08 | $ 47.83 | ||||
8,900,000 | 76,100,000 | 99,200,000 | 80,851,036 | 81,551,082 | ||||
$224,988,905 | $2,297,461,476 | $2,552,985,215 | $3,759,275,015 | $3,922,977,764 | ||||
4,170,137 | 39,004,701 | 45,932,931 | 28,470,488 | 2,030,588 | ||||
$229,159,042 | $2,336,466,177 | $2,598,918,146 | $3,787,745,503 | $3,925,008,352 | ||||
$ 1,331 | $ 151 | $ — | $ — | $ — | ||||
$ 3,738,285 | $ 15,577,316 | $ — | $ — | $ — |
SPDR Bloomberg Convertible Securities ETF | SPDR Bloomberg High Yield Bond ETF | SPDR Bloomberg Short Term High Yield Bond ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$3,663,684,636 | $ 8,221,400,549 | $3,990,100,103 | ||
Investments in affiliated issuers, at value
|
168,585,238 | 548,121,374 | 310,715,440 | ||
Total Investments
|
3,832,269,874 | 8,769,521,923 | 4,300,815,543 | ||
Foreign currency, at value
|
— | 10,967 | 1,682 | ||
Cash
|
32,859 | 124,825 | — | ||
Receivable for investments sold
|
29,358,257 | 211,061,274 | 31,215,591 | ||
Receivable for fund shares sold
|
43,466,102 | 76,021,884 | 113,291,433 | ||
Dividends receivable — unaffiliated issuers
|
1,399,084 | — | — | ||
Dividends receivable — affiliated issuers
|
76,629 | 312,850 | 587,657 | ||
Interest receivable — unaffiliated issuers
|
10,951,435 | 143,036,686 | 69,242,429 | ||
Securities lending income receivable —
unaffiliated issuers
|
12,282 | 54,492 | 9,276 | ||
Securities lending income receivable — affiliated
issuers
|
99,872 | 477,822 | 223,490 | ||
Receivable from Adviser
|
— | — | — | ||
Receivable for foreign taxes recoverable
|
— | 214,714 | 222,744 | ||
TOTAL ASSETS
|
3,917,666,394 | 9,200,837,437 | 4,515,609,845 | ||
LIABILITIES | |||||
Due to custodian
|
— | — | 175,869 | ||
Payable upon return of securities loaned
|
154,241,981 | 498,109,765 | 214,300,781 | ||
Payable for investments purchased
|
82,292,389 | 101,136,178 | 133,880,474 | ||
Payable for fund shares repurchased
|
— | 190,038,715 | 30,224,356 | ||
Advisory fee payable
|
1,205,756 | 2,835,242 | 1,329,493 | ||
Trustees’ fees and expenses payable
|
1,125 | 2,828 | 84 | ||
TOTAL LIABILITIES
|
237,741,251 | 792,122,728 | 379,911,057 | ||
NET ASSETS
|
$3,679,925,143 | $ 8,408,714,709 | $4,135,698,788 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$4,441,969,339 | $10,681,233,101 | $5,040,919,344 | ||
Total distributable earnings (loss)
|
(762,044,196) | (2,272,518,392) | (905,220,556) | ||
NET ASSETS
|
$3,679,925,143 | $ 8,408,714,709 | $4,135,698,788 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 72.16 | $ 95.04 | $ 25.19 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
51,000,000 | 88,474,605 | 164,200,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$3,848,366,363 | $ 8,436,767,468 | $3,978,823,815 | ||
Investments in affiliated issuers
|
168,585,328 | 548,120,825 | 310,712,277 | ||
Total cost of investments
|
$4,016,951,691 | $ 8,984,888,293 | $4,289,536,092 | ||
Foreign currency, at cost
|
$ — | $ 10,815 | $ 1,682 | ||
* Includes investments in securities on loan, at
value
|
$ 199,788,245 | $ 550,061,376 | $ 236,565,323 |
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF |
$57,672,120 |
1,074,314 |
58,746,434 |
— |
— |
2,763,713 |
— |
— |
616 |
639,482 |
139 |
448 |
976 |
— |
62,151,808 |
— |
1,066,823 |
2,749,354 |
— |
4,393 |
45 |
3,820,615 |
$58,331,193 |
$57,000,248 |
1,330,945 |
$58,331,193 |
$ 97.22 |
600,000 |
$54,948,507 |
1,074,315 |
$56,022,822 |
$ — |
$ 1,847,685 |
SPDR Bloomberg 1-10 Year TIPS ETF | SPDR Bloomberg 1-3 Month T-Bill ETF | SPDR Bloomberg 3-12 Month T-Bill ETF | |||
INVESTMENT INCOME | |||||
Interest income — unaffiliated issuers
|
$ 20,078,340 | $854,486,675 | $71,747,094 | ||
Dividend income — affiliated issuers
|
54,927 | 9,888,083 | 701,930 | ||
Unaffiliated securities lending income
|
294 | 955,238 | 97,221 | ||
Affiliated securities lending income
|
22,628 | 1,662,391 | 242,029 | ||
Foreign taxes withheld
|
— | — | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
20,156,189 | 866,992,387 | 72,788,274 | ||
EXPENSES | |||||
Advisory fee
|
999,627 | 21,674,950 | 1,817,745 | ||
Trustees’ fees and expenses
|
7,068 | 151,240 | 12,561 | ||
Miscellaneous expenses
|
288 | 6,852 | 570 | ||
TOTAL EXPENSES
|
1,006,983 | 21,833,042 | 1,830,876 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 19,149,206 | $845,159,345 | $70,957,398 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(7,519,285) | (983,211) | (1,497,420) | ||
Investments — affiliated issuers
|
— | — | — | ||
In-kind redemptions — unaffiliated issuers
|
(11,920,223) | 157,843 | 112,122 | ||
Foreign currency transactions
|
— | — | — | ||
Net realized gain (loss)
|
(19,439,508) | (825,368) | (1,385,298) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
35,889,992 | (2,653,561) | 3,749,464 | ||
Investments — affiliated issuers
|
— | — | — | ||
Foreign currency translations
|
— | — | — | ||
Net change in unrealized
appreciation/depreciation
|
35,889,992 | (2,653,561) | 3,749,464 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
16,450,484 | (3,478,929) | 2,364,166 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 35,599,690 | $841,680,416 | $73,321,564 |
SPDR Bloomberg Emerging Markets USD Bond ETF | SPDR Bloomberg Investment Grade Floating Rate ETF | SPDR Nuveen Bloomberg High Yield Municipal Bond ETF | SPDR Nuveen Bloomberg Municipal Bond ETF | SPDR Nuveen Bloomberg Short Term Municipal Bond ETF | ||||
$ 5,877,852 | $72,448,527 | $51,136,969 | $ 51,530,836 | $ 29,509,904 | ||||
13,949 | 836,383 | 637,603 | 1,000,239 | 515,593 | ||||
94 | 10,457 | — | — | — | ||||
9,926 | 52,478 | — | — | — | ||||
(744) | (623) | — | — | — | ||||
5,901,077 | 73,347,222 | 51,774,572 | 52,531,075 | 30,025,497 | ||||
230,555 | 1,823,384 | 3,582,993 | 4,179,924 | 3,972,499 | ||||
1,023 | 14,242 | 10,279 | 19,651 | 22,801 | ||||
43 | 526 | 425 | 779 | 861 | ||||
231,621 | 1,838,152 | 3,593,697 | 4,200,354 | 3,996,161 | ||||
$ 5,669,456 | $71,509,070 | $48,180,875 | $ 48,330,721 | $ 26,029,336 | ||||
(727,940) | 121,308 | (4,594,693) | (34,659,653) | (17,287,214) | ||||
(157) | 7,404 | — | — | — | ||||
— | 606,394 | (2,138,115) | (62,945,400) | (18,274,875) | ||||
5 | — | — | — | — | ||||
(728,092) | 735,106 | (6,732,808) | (97,605,053) | (35,562,089) | ||||
7,373,048 | 4,263,622 | 44,457,861 | 176,947,274 | 105,193,583 | ||||
(30) | 383 | — | — | — | ||||
39 | 6 | — | — | — | ||||
7,373,057 | 4,264,011 | 44,457,861 | 176,947,274 | 105,193,583 | ||||
6,644,965 | 4,999,117 | 37,725,053 | 79,342,221 | 69,631,494 | ||||
$12,314,421 | $76,508,187 | $85,905,928 | $127,672,942 | $ 95,660,830 |
SPDR Bloomberg Convertible Securities ETF | SPDR Bloomberg High Yield Bond ETF | SPDR Bloomberg Short Term High Yield Bond ETF | |||
INVESTMENT INCOME | |||||
Interest income — unaffiliated issuers
|
$ (46,784,609) | $ 263,998,270 | $145,192,180 | ||
Dividend income — unaffiliated issuers
|
11,273,935 | — | — | ||
Dividend income — affiliated issuers
|
352,566 | 1,597,317 | 1,203,763 | ||
Unaffiliated securities lending income
|
73,579 | 434,287 | 54,938 | ||
Affiliated securities lending income
|
787,621 | 2,778,047 | 1,281,760 | ||
Foreign taxes withheld
|
(124,125) | (39,232) | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
(34,421,033) | 268,768,689 | 147,732,641 | ||
EXPENSES | |||||
Advisory fee
|
8,301,136 | 15,363,955 | 7,432,452 | ||
Trustees’ fees and expenses
|
21,466 | 42,516 | 18,776 | ||
Miscellaneous expenses
|
926 | 1,625 | 793 | ||
TOTAL EXPENSES
|
8,323,528 | 15,408,096 | 7,452,021 | ||
Expenses waived/reimbursed by the Adviser
|
— | — | — | ||
NET EXPENSES
|
8,323,528 | 15,408,096 | 7,452,021 | ||
NET INVESTMENT INCOME (LOSS)
|
$ (42,744,561) | $ 253,360,593 | $140,280,620 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(15,879,471) | (87,163,369) | (31,887,871) | ||
Investments — affiliated issuers
|
(719) | 3,575 | 3,619 | ||
In-kind redemptions — unaffiliated issuers
|
(6,470,760) | (25,474,392) | 3,535,966 | ||
Net realized gain (loss)
|
(22,350,950) | (112,634,186) | (28,348,286) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
157,161,322 | 426,564,933 | 125,038,196 | ||
Investments — affiliated issuers
|
(90) | 336 | 3,163 | ||
Foreign currency translations
|
— | 152 | (624) | ||
Net change in unrealized
appreciation/depreciation
|
157,161,232 | 426,565,421 | 125,040,735 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
134,810,282 | 313,931,235 | 96,692,449 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 92,065,721 | $ 567,291,828 | $236,973,069 |
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF |
$ 985,602 |
— |
3,436 |
737 |
2,424 |
— |
992,199 |
16,880 |
152 |
7 |
17,039 |
(3,751) |
13,288 |
$ 978,911 |
(58,242) |
12 |
— |
(58,230) |
3,469,603 |
5 |
— |
3,469,608 |
3,411,378 |
$4,390,289 |
SPDR Bloomberg 1-10 Year TIPS ETF | SPDR Bloomberg 1-3 Month T-Bill ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 19,149,206 | $ 57,560,929 | $ 845,159,345 | $ 936,851,595 | |||
Net realized gain (loss)
|
(19,439,508) | (53,169,987) | (825,368) | (21,161,180) | |||
Net change in unrealized
appreciation/depreciation
|
35,889,992 | (22,593,123) | (2,653,561) | 10,141,449 | |||
Net increase (decrease) in net assets resulting
from operations
|
35,599,690 | (18,202,181) | 841,680,416 | 925,831,864 | |||
Net equalization credits and charges
|
366,078 | 1,225,766 | — | — | |||
Distributions to shareholders
|
(26,680,752) | (64,823,871) | (986,467,822) | (828,585,089) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
158,096,951 | 443,718,357 | 17,073,104,267 | 27,017,236,638 | |||
Cost of shares redeemed
|
(194,839,043) | (455,154,892) | (11,751,306,933) | (19,996,142,470) | |||
Net income equalization
|
(366,078) | (1,225,766) | — | — | |||
Other capital
|
1,235 | (2,793) | — | — | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(37,106,935) | (12,665,094) | 5,321,797,334 | 7,021,094,168 | |||
Net increase (decrease) in net assets during the
period
|
(27,821,919) | (94,465,380) | 5,177,009,928 | 7,118,340,943 | |||
Net assets at beginning of period
|
1,359,373,804 | 1,453,839,184 | 28,177,206,825 | 21,058,865,882 | |||
NET ASSETS AT END OF PERIOD
|
$1,331,551,885 | $1,359,373,804 | $ 33,354,216,753 | $ 28,177,206,825 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
8,700,000 | 23,300,000 | 186,400,000 | 295,200,000 | |||
Shares redeemed
|
(10,700,000) | (24,300,000) | (128,350,000) | (218,500,000) | |||
Net increase (decrease) from share
transactions
|
(2,000,000) | (1,000,000) | 58,050,000 | 76,700,000 |
SPDR Bloomberg 3-12 Month T-Bill ETF | SPDR Bloomberg Emerging Markets USD Bond ETF | SPDR Bloomberg Investment Grade Floating Rate ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 70,957,398 | $ 40,330,343 | $ 5,669,456 | $ 7,051,938 | $ 71,509,070 | $ 123,954,089 | |||||
(1,385,298) | (1,967,894) | (728,092) | (12,985,738) | 735,106 | (3,004,690) | |||||
3,749,464 | (1,385,751) | 7,373,057 | 14,857,758 | 4,264,011 | 25,407,982 | |||||
73,321,564 | 36,976,698 | 12,314,421 | 8,923,958 | 76,508,187 | 146,357,381 | |||||
1,206,134 | 4,421,114 | — | 143,554 | (113,985) | (1,373,023) | |||||
(81,321,351) | (35,264,824) | (6,606,529) | (6,889,316) | (82,993,767) | (114,319,277) | |||||
942,302,929 | 2,388,988,660 | 7,259,300 | 104,116,130 | 266,390,949 | 526,692,486 | |||||
(342,258,433) | (109,169,636) | — | (53,715,967) | (400,862,468) | (1,325,899,170) | |||||
(1,206,134) | (4,421,114) | — | (143,554) | 113,985 | 1,373,023 | |||||
— | — | 895 | 152,318 | 2,034 | 8,268 | |||||
598,838,362 | 2,275,397,910 | 7,260,195 | 50,408,927 | (134,355,500) | (797,825,393) | |||||
592,044,709 | 2,281,530,898 | 12,968,087 | 52,587,123 | (140,955,065) | (767,160,312) | |||||
2,341,372,572 | 59,841,674 | 203,169,159 | 150,582,036 | 2,466,692,367 | 3,233,852,679 | |||||
$2,933,417,281 | $2,341,372,572 | $216,137,246 | $203,169,159 | $2,325,737,302 | $ 2,466,692,367 | |||||
9,500,000 | 24,050,000 | 300,000 | 4,400,000 | 8,700,000 | 17,300,000 | |||||
(3,450,000) | (1,100,000) | — | (2,300,000) | (13,100,000) | (43,600,000) | |||||
6,050,000 | 22,950,000 | 300,000 | 2,100,000 | (4,400,000) | (26,300,000) |
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF | SPDR Nuveen Bloomberg Municipal Bond ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 48,180,875 | $ 78,588,331 | $ 48,330,721 | $ 79,557,354 | |||
Net realized gain (loss)
|
(6,732,808) | (56,347,343) | (97,605,053) | (72,874,803) | |||
Net change in unrealized
appreciation/depreciation
|
44,457,861 | 21,211,219 | 176,947,274 | 107,940,019 | |||
Net increase (decrease) in net assets resulting
from operations
|
85,905,928 | 43,452,207 | 127,672,942 | 114,622,570 | |||
Net equalization credits and charges
|
721,948 | 815,124 | (39,678) | 378,260 | |||
Distributions to shareholders
|
(50,943,993) | (76,325,237) | (55,816,828) | (77,439,103) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
538,634,899 | 1,125,648,279 | 675,232,076 | 1,701,866,528 | |||
Cost of shares redeemed
|
(38,233,878) | (795,492,072) | (765,235,340) | (1,403,065,040) | |||
Net income equalization
|
(721,948) | (815,124) | 39,678 | (378,260) | |||
Other capital
|
2,134,584 | 2,882,722 | 501,764 | 1,829,927 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
501,813,657 | 332,223,805 | (89,461,822) | 300,253,155 | |||
Contribution from affiliate (Note 4)
|
— | 56,091 | — | — | |||
Net increase (decrease) in net assets during the
period
|
537,497,540 | 300,221,990 | (17,645,386) | 337,814,882 | |||
Net assets at beginning of period
|
1,968,255,147 | 1,668,033,157 | 3,823,822,929 | 3,486,008,047 | |||
NET ASSETS AT END OF PERIOD
|
$2,505,752,687 | $1,968,255,147 | $3,806,177,543 | $ 3,823,822,929 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
22,200,000 | 45,400,000 | 15,200,000 | 37,400,000 | |||
Shares redeemed
|
(1,600,000) | (31,800,000) | (17,200,000) | (30,500,000) | |||
Net increase (decrease) from share
transactions
|
20,600,000 | 13,600,000 | (2,000,000) | 6,900,000 |
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF | SPDR Bloomberg Convertible Securities ETF | SPDR Bloomberg High Yield Bond ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 26,029,336 | $ 39,799,866 | $ (42,744,561) | $ (99,417,143) | $ 253,360,593 | $ 515,181,133 | |||||
(35,562,089) | (45,822,733) | (22,350,950) | (47,222,954) | (112,634,186) | (296,153,024) | |||||
105,193,583 | 21,873,191 | 157,161,232 | 504,539,046 | 426,565,421 | 391,300,544 | |||||
95,660,830 | 15,850,324 | 92,065,721 | 357,898,949 | 567,291,828 | 610,328,653 | |||||
(150,155) | (318,381) | 1,992,351 | 716,554 | (29,274) | 4,317,760 | |||||
(29,885,446) | (38,442,928) | (52,546,652) | (92,217,183) | (305,041,866) | (514,928,503) | |||||
56,316,823 | 465,150,938 | 575,615,884 | 2,545,694,634 | 14,211,034,511 | 33,497,785,973 | |||||
(359,555,657) | (1,157,297,470) | (1,340,222,860) | (2,145,771,296) | (14,775,604,477) | (31,025,983,768) | |||||
150,155 | 318,381 | (1,992,351) | (716,554) | 29,274 | (4,317,760) | |||||
31,070 | 231,911 | 16,364 | 26,471 | 227,882 | 521,769 | |||||
(303,057,609) | (691,596,240) | (766,582,963) | 399,233,255 | (564,312,810) | 2,468,006,214 | |||||
— | — | 251,498 | — | — | 81,846 | |||||
(237,432,380) | (714,507,225) | (724,820,045) | 665,631,575 | (302,092,122) | 2,567,805,970 | |||||
4,138,215,157 | 4,852,722,382 | 4,404,745,188 | 3,739,113,613 | 8,710,806,831 | 6,143,000,861 | |||||
$3,900,782,777 | $ 4,138,215,157 | $ 3,679,925,143 | $ 4,404,745,188 | $ 8,408,714,709 | $ 8,710,806,831 | |||||
1,200,000 | 9,900,000 | 8,200,000 | 37,500,000 | 155,800,000 | 365,600,000 | |||||
(7,700,000) | (24,600,000) | (20,100,000) | (32,500,000) | (162,200,000) | (338,600,000) | |||||
(6,500,000) | (14,700,000) | (11,900,000) | 5,000,000 | (6,400,000) | 27,000,000 |
SPDR Bloomberg Short Term High Yield Bond ETF | SPDR MarketAxess Investment Grade 400 Corporate Bond ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 140,280,620 | $ 237,519,750 | $ 978,911 | $ 2,894,827 | |||
Net realized gain (loss)
|
(28,348,286) | (201,227,525) | (58,230) | (2,630,024) | |||
Net change in unrealized
appreciation/depreciation
|
125,040,735 | 273,120,272 | 3,469,608 | 1,627,844 | |||
Net increase (decrease) in net assets resulting
from operations
|
236,973,069 | 309,412,497 | 4,390,289 | 1,892,647 | |||
Net equalization credits and charges
|
(1,303,466) | (1,209,455) | (150,204) | (117,731) | |||
Distributions to shareholders
|
(160,580,802) | (236,049,073) | (1,216,586) | (3,317,276) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
4,034,997,269 | 9,457,271,316 | 26,548,169 | 4,783,839 | |||
Cost of shares redeemed
|
(3,733,099,987) | (9,180,536,135) | — | (78,214,147) | |||
Net income equalization
|
1,303,466 | 1,209,455 | 150,204 | 117,731 | |||
Other capital
|
46,870 | 200,070 | — | — | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
303,247,618 | 278,144,706 | 26,698,373 | (73,312,577) | |||
Net increase (decrease) in net assets during the
period
|
378,336,419 | 350,298,675 | 29,721,872 | (74,854,937) | |||
Net assets at beginning of period
|
3,757,362,369 | 3,407,063,694 | 28,609,321 | 103,464,258 | |||
NET ASSETS AT END OF PERIOD
|
$ 4,135,698,788 | $ 3,757,362,369 | $58,331,193 | $ 28,609,321 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
164,400,000 | 385,800,000 | 300,000 | 50,000 | |||
Shares redeemed
|
(152,700,000) | (374,700,000) | — | (800,000) | |||
Net increase (decrease) from share
transactions
|
11,700,000 | 11,100,000 | 300,000 | (750,000) |
SPDR Bloomberg 1-10 Year TIPS ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 18.44 | $ 19.46 | $ 21.12 | $ 20.30 | $ 19.59 | $ 19.27 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.26 | 0.77 | 1.28 | 0.72 | 0.12 | 0.44 | |||||
Net realized and unrealized gain (loss) (b)
|
0.23 | (0.96) | (1.62) | 0.70 | 0.99 | 0.43 | |||||
Total from investment operations
|
0.49 | (0.19) | (0.34) | 1.42 | 1.11 | 0.87 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.02 | (0.09) | (0.13) | (0.01) | (0.01) | |||||
Other capital (a)
|
0.00(c) | (0.00)(c) | 0.00(c) | 0.00(c) | 0.00(c) | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.37) | (0.85) | (1.23) | (0.47) | (0.27) | (0.54) | |||||
Return of capital
|
— | — | — | — | (0.12) | — | |||||
Total distributions
|
(0.37) | (0.85) | (1.23) | (0.47) | (0.39) | (0.54) | |||||
Net asset value, end of period
|
$ 18.57 | $ 18.44 | $ 19.46 | $ 21.12 | $ 20.30 | $ 19.59 | |||||
Total return (d)
|
2.75% | (0.95)% | (2.21)% | 6.42% | 5.74% | 4.57% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,331,552 | $1,359,374 | $1,453,839 | $779,454 | $389,784 | $340,829 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(e) | 0.16% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
2.87%(e) | 4.08% | 6.17% | 3.45% | 0.61% | 2.32% | |||||
Portfolio turnover rate (f)
|
9%(g) | 15% | 15% | 15% | 17% | 20% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Bloomberg 1-3 Month T-Bill ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 91.80 | $ 91.46 | $ 91.47 | $ 91.53 | $ 91.60 | $ 91.57 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
2.42 | 3.40 | 0.09 | (0.06) | 0.88 | 1.97 | |||||
Net realized and unrealized gain (loss) (b)
|
(0.03) | (0.19) | (0.07) | 0.00(c) | 0.32 | (0.05) | |||||
Total from investment operations
|
2.39 | 3.21 | 0.02 | (0.06) | 1.20 | 1.92 | |||||
Other capital (a)
|
— | — | — | 0.00(c) | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(2.81) | (2.87) | (0.03) | (0.00)(c) | (1.27) | (1.89) | |||||
Net asset value, end of period
|
$ 91.38 | $ 91.80 | $ 91.46 | $ 91.47 | $ 91.53 | $ 91.60 | |||||
Total return (d)
|
2.65% | 3.56% | 0.03% | (0.06)% | 1.32% | 2.13% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$33,354,217 | $28,177,207 | $21,058,866 | $11,950,062 | $16,109,124 | $9,306,387 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.14%(e) | 0.14% | 0.14% | 0.14% | 0.14% | 0.14% | |||||
Net investment income (loss)
|
5.24%(e) | 3.71% | 0.09% | (0.07)% | 0.96% | 2.15% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
SPDR Bloomberg 3-12 Month T-Bill ETF | |||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
For
the Period 9/23/20*- 6/30/21 | ||||
Net asset value, beginning of period
|
$ 99.42 | $ 99.74 | $100.05 | $100.07 | |||
Income (loss) from investment operations: | |||||||
Net investment income (loss) (a)
|
2.62 | 4.55 | 0.56 | (0.04) | |||
Net realized and unrealized gain (loss) (b)
|
0.03 | (1.91) | (0.71) | 0.02 | |||
Total from investment operations
|
2.65 | 2.64 | (0.15) | (0.02) | |||
Net equalization credits and charges (a)
|
0.04 | 0.50 | (0.09) | 0.00(c) | |||
Distributions to shareholders from: | |||||||
Net investment income
|
(3.01) | (3.46) | (0.07) | — | |||
Net asset value, end of period
|
$ 99.10 | $ 99.42 | $ 99.74 | $100.05 | |||
Total return (d)
|
2.74% | 3.22% | (0.24)% | (0.02)% | |||
Ratios and Supplemental Data: | |||||||
Net assets, end of period (in 000s)
|
$2,933,417 | $2,341,373 | $59,842 | $10,005 | |||
Ratios to average net assets: | |||||||
Total expenses
|
0.14%(e) | 0.14% | 0.14% | 0.14%(e) | |||
Net investment income (loss)
|
5.25%(e) | 4.58% | 0.56% | (0.05)%(e) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
SPDR Bloomberg Emerging Markets USD Bond ETF | |||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
For
the Period 4/7/21*- 6/30/21 | ||||
Net asset value, beginning of period
|
$ 23.62 | $ 23.17 | $ 30.71 | $ 30.00 | |||
Income (loss) from investment operations: | |||||||
Net investment income (loss) (a)
|
0.66 | 1.21 | 1.18 | 0.27 | |||
Net realized and unrealized gain (loss) (b)
|
0.78 | 0.38 | (7.52) | 0.60 | |||
Total from investment operations
|
1.44 | 1.59 | (6.34) | 0.87 | |||
Net equalization credits and charges (a)
|
— | 0.02 | 0.00(c) | 0.01 | |||
Other capital (a)
|
0.00(c) | 0.03 | 0.00(c) | 0.00(c) | |||
Distributions to shareholders from: | |||||||
Net investment income
|
(0.77) | (1.19) | (1.20) | (0.17) | |||
Net asset value, end of period
|
$ 24.29 | $ 23.62 | $ 23.17 | $ 30.71 | |||
Total return (d)
|
6.25% | 7.34% | (21.31)% | 2.93% | |||
Ratios and Supplemental Data: | |||||||
Net assets, end of period (in 000s)
|
$216,137 | $203,169 | $150,582 | $181,186 | |||
Ratios to average net assets: | |||||||
Total expenses
|
0.23%(e) | 0.24% | 0.23% | 0.23%(e) | |||
Net investment income (loss)
|
5.66%(e) | 5.20% | 4.18% | 3.81%(e) | |||
Portfolio turnover rate (f)
|
4%(g) | 7% | 10% | 17% |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Bloomberg Investment Grade Floating Rate ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 30.64 | $ 30.28 | $ 30.64 | $ 30.47 | $ 30.72 | $ 30.74 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.91 | 1.29 | 0.15 | 0.16 | 0.68 | 0.87 | |||||
Net realized and unrealized gain (loss) (b)
|
0.06 | 0.29 | (0.37) | 0.19 | (0.21) | (0.03) | |||||
Total from investment operations
|
0.97 | 1.58 | (0.22) | 0.35 | 0.47 | 0.84 | |||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.01) | 0.00(c) | 0.00(c) | (0.01) | 0.00(c) | |||||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.05) | (1.21) | (0.14) | (0.18) | (0.71) | (0.86) | |||||
Net asset value, end of period
|
$ 30.56 | $ 30.64 | $ 30.28 | $ 30.64 | $ 30.47 | $ 30.72 | |||||
Total return (d)
|
3.21% | 5.29% | (0.73)% | 1.14% | 1.52% | 2.83% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,325,737 | $2,466,692 | $3,233,853 | $2,478,487 | $2,657,416 | $4,061,612 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(e) | 0.16% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
5.88%(e) | 4.25% | 0.50% | 0.52% | 2.23% | 2.85% | |||||
Portfolio turnover rate (f)
|
16%(g) | 28% | 41% | 41% | 27% | 19% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23(a) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 25.04 | $ 25.66 | $ 30.34 | $ 28.15 | $ 29.22 | $ 28.28 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.58 | 1.00 | 0.93 | 1.02 | 1.12 | 1.22 | |||||
Net realized and unrealized gain (loss) (c)
|
0.21 | (0.15) | (4.72) | 2.17 | (1.09) | 0.86 | |||||
Total from investment operations
|
0.79 | 0.85 | (3.79) | 3.19 | 0.03 | 2.08 | |||||
Net equalization credits and charges (b)
|
0.01 | 0.01 | 0.01 | 0.02 | 0.02 | 0.02 | |||||
Contribution from affiliate (Note 4)
|
— | 0.00(d) | — | — | — | — | |||||
Other capital (b)
|
0.03 | 0.04 | 0.01 | 0.01 | 0.00(d) | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.61) | (1.52) | (0.91) | (1.03) | (1.12) | (1.17) | |||||
Net asset value, end of period
|
$ 25.26 | $ 25.04 | $ 25.66 | $ 30.34 | $ 28.15 | $ 29.22 | |||||
Total return (e)
|
3.38% | 1.45%(f) | (12.76)% | 11.70% | 0.08% | 7.70% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,505,753 | $1,968,255 | $1,668,033 | $1,796,065 | $1,198,908 | $824,048 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(g) | 0.36% | 0.35% | 0.35% | 0.35% | 0.37% | |||||
Net investment income (loss)
|
4.71%(g) | 3.99% | 3.20% | 3.49% | 3.87% | 4.33% | |||||
Portfolio turnover rate (h)
|
4%(i) | 9% | 12% | 14% | 19% | 18% |
(a) | Effective on January 12, 2023, the SPDR Nuveen Bloomberg High Yield Municipal Bond 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) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | If an affiliate had not made a contribution during the year ended June 30, 2023, the total return would have remained 1.45%. |
(g) | Annualized. |
(h) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(i) | Not annualized. |
SPDR Nuveen Bloomberg Municipal Bond ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 46.15 | $ 45.90 | $ 52.09 | $ 51.76 | $ 50.24 | $ 48.11 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.60 | 0.99 | 0.83 | 0.96 | 1.06 | 1.10 | |||||
Net realized and unrealized gain (loss) (b)
|
1.02 | 0.20 | (6.19) | 0.33 | 1.51 | 2.13 | |||||
Total from investment operations
|
1.62 | 1.19 | (5.36) | 1.29 | 2.57 | 3.23 | |||||
Net equalization credits and charges (a)
|
0.00(c) | 0.00(c) | (0.00)(c) | 0.00(c) | 0.01 | 0.00(c) | |||||
Other capital (a)
|
0.01 | 0.02 | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.70) | (0.96) | (0.83) | (0.96) | (1.06) | (1.10) | |||||
Net asset value, end of period
|
$ 47.08 | $ 46.15 | $ 45.90 | $ 52.09 | $ 51.76 | $ 50.24 | |||||
Total return (d)
|
3.58% | 2.68% | (10.42)% | 2.64% | 5.20% | 6.82% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,806,178 | $3,823,823 | $3,486,008 | $3,732,082 | $3,361,883 | $2,926,367 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.23%(e) | 0.24% | 0.23% | 0.28% | 0.30% | 0.30% | |||||
Net expenses
|
0.23%(e) | 0.24% | 0.23% | 0.23% | 0.23% | 0.23% | |||||
Net investment income (loss)
|
2.66%(e) | 2.15% | 1.66% | 1.84% | 2.08% | 2.27% | |||||
Portfolio turnover rate (f)
|
13%(g) | 17% | 3% | 9% | 15% | 22% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 47.00 | $ 47.23 | $ 49.52 | $ 49.82 | $ 48.93 | $ 47.98 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.31 | 0.41 | 0.31 | 0.48 | 0.66 | 0.65 | |||||
Net realized and unrealized gain (loss) (b)
|
0.88 | (0.24) | (2.23) | (0.25) | 0.90 | 0.94 | |||||
Total from investment operations
|
1.19 | 0.17 | (1.92) | 0.23 | 1.56 | 1.59 | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.00)(c) | 0.00(c) | 0.00(c) | 0.00(c) | (0.00)(c) | |||||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.36) | (0.40) | (0.32) | (0.49) | (0.67) | (0.64) | |||||
Net realized gains
|
— | — | (0.05) | (0.04) | — | — | |||||
Total distributions
|
(0.36) | (0.40) | (0.37) | (0.53) | (0.67) | (0.64) | |||||
Net asset value, end of period
|
$ 47.83 | $ 47.00 | $ 47.23 | $ 49.52 | $ 49.82 | $ 48.93 | |||||
Total return (d)
|
2.55% | 0.35% | (3.91)% | 0.47% | 3.21% | 3.34% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,900,783 | $4,138,215 | $4,852,722 | $4,815,522 | $4,012,868 | $3,613,514 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(e) | 0.21% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
1.31%(e) | 0.87% | 0.64% | 0.96% | 1.34% | 1.36% | |||||
Portfolio turnover rate (f)
|
12%(g) | 18% | 19% | 20% | 23% | 35% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Bloomberg Convertible Securities ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 70.03 | $ 64.58 | $ 86.87 | $ 60.23 | $ 52.93 | $ 53.09 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
(0.71) | (1.62) | (1.97) | (0.73) | 0.34 | (0.30) | |||||
Net realized and unrealized gain (loss) (b)
|
3.72 | 8.54 | (18.65) | 29.30 | 8.56 | 2.88 | |||||
Total from investment operations
|
3.01 | 6.92 | (20.62) | 28.57 | 8.90 | 2.58 | |||||
Net equalization credits and charges (a)
|
0.03 | 0.01 | (0.01) | (0.03) | 0.12 | 0.04 | |||||
Contribution from affiliate (Note 4)
|
0.00(c) | — | — | — | — | — | |||||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.91) | (1.48) | (1.66) | (1.90) | (1.72) | (2.78) | |||||
Net asset value, end of period
|
$ 72.16 | $ 70.03 | $ 64.58 | $ 86.87 | $ 60.23 | $ 52.93 | |||||
Total return (d)
|
4.43% | 10.83% | (24.12)% | 47.75% | 17.45% | 5.51% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,679,925 | $4,404,745 | $3,739,114 | $6,628,386 | $4,644,076 | $3,858,397 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.40%(e) | 0.41% | 0.40% | 0.40% | 0.40% | 0.40% | |||||
Net investment income (loss)
|
(2.06)%(e) | (2.42)% | (2.44)% | (0.93)% | 0.62% | (0.58)% | |||||
Portfolio turnover rate (f)
|
13%(g) | 7% | 13% | 30% | 41% | 36% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Bloomberg High Yield Bond ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19(a) | ||||||
Net asset value, beginning of period
|
$ 91.81 | $ 90.51 | $ 109.83 | $ 101.03 | $ 108.73 | $ 106.80 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
3.04 | 5.86 | 4.20 | 4.56 | 5.40 | 6.08 | |||||
Net realized and unrealized gain (loss) (c)
|
3.77 | 1.28 | (18.85) | 9.36 | (7.31) | 1.84 | |||||
Total from investment operations
|
6.81 | 7.14 | (14.65) | 13.92 | (1.91) | 7.92 | |||||
Net equalization credits and charges (b)
|
(0.00)(d) | 0.05 | 0.02 | (0.04) | 0.00(d) | 0.06 | |||||
Contribution from affiliate (Note 4)
|
— | 0.00(d) | 0.00(d) | — | — | — | |||||
Other capital (b)
|
0.00(d) | 0.01 | 0.01 | 0.04 | 0.04 | 0.03 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(3.58) | (5.90) | (4.70) | (5.12) | (5.83) | (6.08) | |||||
Net asset value, end of period
|
$ 95.04 | $ 91.81 | $ 90.51 | $ 109.83 | $ 101.03 | $ 108.73 | |||||
Total return (e)
|
7.61% | 8.18%(f) | (13.82)%(g) | 13.99% | (1.81)% | 7.81% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$8,408,715 | $8,710,807 | $6,143,001 | $9,738,733 | $10,555,187 | $9,402,239 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.40%(h) | 0.40% | 0.40% | 0.40% | 0.40% | 0.40% | |||||
Net investment income (loss)
|
6.60%(h) | 6.39% | 3.99% | 4.26% | 5.13% | 5.72% | |||||
Portfolio turnover rate (i)
|
15%(j) | 28% | 35% | 48% | 50% | 44% |
(a) | On May 6, 2019, the SPDR Bloomberg High Yield Bond ETF underwent a 1-for-3 reverse share split. The capital share activity presented here has been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | If an affiliate had not made a contribution during the year ended June 30, 2023, the total return would have remained 8.18%. |
(g) | If the Adviser had not made a contribution during the year ended June 30, 2022, the total return would have remained (13.82)%. |
(h) | Annualized. |
(i) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(j) | Not annualized. |
SPDR Bloomberg Short Term High Yield Bond ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 24.64 | $ 24.10 | $ 27.53 | $ 25.16 | $ 27.21 | $ 27.33 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.93 | 1.65 | 1.01 | 1.14 | 1.37 | 1.54 | |||||
Net realized and unrealized gain (loss) (b)
|
0.70 | 0.55 | (3.26) | 2.53 | (1.93) | (0.11) | |||||
Total from investment operations
|
1.63 | 2.20 | (2.25) | 3.67 | (0.56) | 1.43 | |||||
Net equalization credits and charges (a)
|
(0.01) | (0.01) | (0.00)(c) | (0.01) | (0.01) | (0.01) | |||||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.00(c) | 0.01 | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.07) | (1.65) | (1.18) | (1.30) | (1.48) | (1.54) | |||||
Net asset value, end of period
|
$ 25.19 | $ 24.64 | $ 24.10 | $ 27.53 | $ 25.16 | $ 27.21 | |||||
Total return (d)
|
6.78% | 9.37% | (8.54)% | 14.79% | (2.10)% | 5.37% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$4,135,699 | $3,757,362 | $3,407,064 | $5,057,540 | $3,037,341 | $3,038,813 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.40%(e) | 0.41% | 0.40% | 0.40% | 0.40% | 0.40% | |||||
Net investment income (loss)
|
7.55%(e) | 6.72% | 3.79% | 4.26% | 5.27% | 5.67% | |||||
Portfolio turnover rate (f)
|
31%(g) | 65% | 59% | 74% | 90% | 65% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF | |||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
For
the Period 5/12/22*- 6/30/22 | |||
Net asset value, beginning of period
|
$ 95.36 | $ 98.54 | $ 100.60 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
2.44 | 4.52 | 0.93 | ||
Net realized and unrealized gain (loss) (b)
|
2.60 | (2.04) | (2.78) | ||
Total from investment operations
|
5.04 | 2.48 | (1.85) | ||
Net equalization credits and charges (a)
|
(0.37) | (0.18) | 0.00(c) | ||
Distributions to shareholders from: | |||||
Net investment income
|
(2.81) | (5.48) | (0.21) | ||
Net asset value, end of period
|
$ 97.22 | $ 95.36 | $ 98.54 | ||
Total return (d)
|
5.08% | 2.47% | (1.84)% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$58,331 | $28,609 | $103,464 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.09%(e) | 0.10% | 0.09%(e) | ||
Net expenses
|
0.07%(e) | 0.08% | 0.07%(e) | ||
Net investment income (loss)
|
5.22%(e) | 4.70% | 4.18%(e) | ||
Portfolio turnover rate (f)
|
40%(g) | 89% | 37%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
Annual Rate | |
SPDR Bloomberg 1-10 Year TIPS ETF
|
0.15% |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
0.135 |
SPDR Bloomberg 3-12 Month T-Bill ETF
|
0.135 |
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
0.23 |
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
0.15 |
SPDR Nuveen Bloomberg High Yield Municipal Bond
ETF
|
0.35 |
SPDR Nuveen Bloomberg Municipal Bond ETF
|
0.23 |
SPDR Nuveen Bloomberg Short Term Municipal Bond
ETF
|
0.20 |
SPDR Bloomberg Convertible Securities ETF
|
0.40 |
SPDR Bloomberg High Yield Bond ETF
|
0.40 |
SPDR Bloomberg Short Term High Yield Bond
ETF
|
0.40 |
SPDR MarketAxess Investment Grade 400 Corporate
Bond ETF
|
0.09 |
U.S. Government Obligations | Other Securities | ||||||
Purchases | Sales | Purchases | Sales | ||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$121,678,412 | $135,350,049 | $ — | $ — | |||
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
— | — | 8,040,795 | 8,077,657 | |||
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
— | — | 394,017,442 | 375,259,786 | |||
SPDR Nuveen Bloomberg High Yield Municipal Bond
ETF
|
— | — | 581,666,126 | 77,200,553 | |||
SPDR Nuveen Bloomberg Municipal Bond ETF
|
— | — | 778,098,599 | 457,262,365 |
U.S. Government Obligations | Other Securities | ||||||
Purchases | Sales | Purchases | Sales | ||||
SPDR Nuveen Bloomberg Short Term Municipal Bond
ETF
|
$ — | $ — | $ 545,149,502 | $ 452,222,788 | |||
SPDR Bloomberg Convertible Securities ETF
|
— | — | 578,384,061 | 520,799,102 | |||
SPDR Bloomberg High Yield Bond ETF
|
— | — | 1,587,939,161 | 1,168,022,472 | |||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
— | — | 1,108,294,478 | 1,194,581,195 | |||
SPDR MarketAxess Investment Grade 400 Corporate
Bond ETF
|
— | — | 15,868,354 | 16,208,035 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$ 157,204,865 | $ 195,952,112 | $ (11,920,223) | ||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
17,024,245,444 | 11,692,861,347 | 157,843 | ||
SPDR Bloomberg 3-12 Month T-Bill ETF
|
940,152,438 | 341,656,206 | 112,122 | ||
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
6,973,966 | — | — | ||
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
206,970,654 | 364,006,119 | 606,394 | ||
SPDR Nuveen Bloomberg High Yield Municipal Bond
ETF
|
— | 37,537,989 | (2,138,115) | ||
SPDR Nuveen Bloomberg Municipal Bond ETF
|
322,213,812 | 773,075,974 | (62,945,400) | ||
SPDR Nuveen Bloomberg Short Term Municipal Bond
ETF
|
5,017,221 | 361,189,419 | (18,274,875) | ||
SPDR Bloomberg Convertible Securities ETF
|
536,695,094 | 1,284,847,598 | (6,470,760) | ||
SPDR Bloomberg High Yield Bond ETF
|
13,352,957,586 | 14,387,676,554 | (25,474,392) | ||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
3,856,149,950 | 3,619,982,203 | 3,535,966 | ||
SPDR MarketAxess Investment Grade 400 Corporate
Bond ETF
|
26,286,412 | — | — |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$ 1,445,817,125 | $ 1,373,998 | $ 92,394,591 | $ (91,020,593) | |||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
35,009,087,878 | 4,231,586 | 13,249 | 4,218,337 | |||
SPDR Bloomberg 3-12 Month T-Bill ETF
|
3,221,435,962 | 2,234,723 | 81,927 | 2,152,796 | |||
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
229,217,863 | 2,264,996 | 14,945,984 | (12,680,988) | |||
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
2,336,701,831 | 2,079,934 | 3,266,249 | (1,186,315) | |||
SPDR Nuveen Bloomberg High Yield Municipal Bond
ETF
|
2,600,668,268 | 40,077,927 | 157,202,416 | (117,124,489) | |||
SPDR Nuveen Bloomberg Municipal Bond ETF
|
3,787,223,167 | 96,793,121 | 70,575,060 | 26,218,061 | |||
SPDR Nuveen Bloomberg Short Term Municipal Bond
ETF
|
3,925,022,763 | 21,906,050 | 66,979,792 | (45,073,742) | |||
SPDR Bloomberg Convertible Securities ETF
|
4,298,045,618 | 361,084,549 | 826,860,293 | (465,775,744) | |||
SPDR Bloomberg High Yield Bond ETF
|
9,013,778,964 | 83,761,197 | 328,018,238 | (244,257,041) | |||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
4,298,269,052 | 81,894,585 | 79,348,094 | 2,546,491 | |||
SPDR MarketAxess Investment Grade 400 Corporate
Bond ETF
|
56,125,275 | 2,737,224 | 116,065 | 2,621,159 |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$ 26,946,211 | $ 27,506,000 | $ — | $ 27,506,000 | ||||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
2,532,008,470 | 1,634,224,251 | 948,722,948 | 2,582,947,199 | ||||
SPDR Bloomberg 3-12 Month T-Bill ETF
|
340,429,902 | 290,154,031 | 56,981,625 | 347,135,656 | ||||
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
3,738,285 | 3,796,625 | — | 3,796,625 | ||||
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
15,577,316 | 4,234,225 | 11,659,620 | 15,893,845 | ||||
SPDR Bloomberg Convertible Securities ETF
|
199,788,245 | 154,241,981 | 50,530,690 | 204,772,671 | ||||
SPDR Bloomberg High Yield Bond ETF
|
550,061,376 | 498,109,765 | 63,748,575 | 561,858,340 | ||||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
236,565,323 | 214,300,781 | 27,318,240 | 241,619,021 | ||||
SPDR MarketAxess Investment Grade 400 Corporate
Bond ETF
|
1,847,685 | 1,066,823 | 822,750 | 1,889,573 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of December 31, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
U.S. Treasury Obligations | $ 27,506,000 | $— | $— | $— | $ 27,506,000 | $ 27,506,000 | |||||||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
U.S. Treasury Obligations | 1,634,224,251 | — | — | — | 1,634,224,251 | 1,634,224,251 | |||||||
SPDR Bloomberg 3-12 Month T-Bill ETF
|
U.S. Treasury Obligations | 290,154,031 | — | — | — | 290,154,031 | 290,154,031 | |||||||
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
Corporate Bonds & Notes | 3,328,075 | — | — | — | 3,328,075 | 3,328,075 | |||||||
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
Foreign Government Obligations | 468,550 | — | — | — | 468,550 | 468,550 | |||||||
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
Corporate Bonds & Notes | 3,201,500 | — | — | — | 3,201,500 | 3,201,500 | |||||||
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
Foreign Government Obligations | 1,032,725 | — | — | — | 1,032,725 | 1,032,725 | |||||||
SPDR Bloomberg Convertible Securities ETF
|
Convertible Preferred Stocks | 678,522 | — | — | — | 678,522 | 678,522 | |||||||
SPDR Bloomberg Convertible Securities ETF
|
Corporate Bonds & Notes | 131,046,760 | — | — | — | 131,046,760 | 131,046,760 | |||||||
SPDR Bloomberg Convertible Securities ETF
|
Preferred Stocks | 22,516,699 | — | — | — | 22,516,699 | 22,516,699 | |||||||
SPDR Bloomberg High Yield Bond ETF
|
Corporate Bonds & Notes | 498,109,765 | — | — | — | 498,109,765 | 498,109,765 | |||||||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
Common Stocks | 14,000 | — | — | — | 14,000 | 14,000 | |||||||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
Corporate Bonds & Notes | 214,195,035 | — | — | — | 214,195,035 | 214,195,035 |
Remaining Contractual Maturity of the Agreements as of December 31, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
Warrants | $ 5,851 | $— | $— | $— | $ 5,851 | $ 5,851 | |||||||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
Corporate Bonds & Notes | 85,895 | — | — | — | 85,895 | 85,895 | |||||||
SPDR Marketaxess Investment Grade 400 Corporate
Bond ETF
|
Corporate Bonds & Notes | 1,066,823 | — | — | — | 1,066,823 | 1,066,823 |
SPDR Bloomberg Investment Grade Floating Rate ETF |
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF |
SPDR Nuveen Bloomberg Municipal Bond ETF |
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF |
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 Bloomberg 1-10 Year TIPS ETF
|
0.15% | $1,027.50 | $0.76 | $1,024.40 | $0.76 | ||||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
0.14 | 1,026.50 | 0.71 | 1,024.40 | 0.71 | ||||
SPDR Bloomberg 3-12 Month T-Bill ETF
|
0.14 | 1,027.40 | 0.71 | 1,024.40 | 0.71 | ||||
SPDR Bloomberg Emerging Markets USD Bond
ETF
|
0.23 | 1,062.50 | 1.19 | 1,024.00 | 1.17 | ||||
SPDR Bloomberg Investment Grade Floating Rate
ETF
|
0.15 | 1,032.10 | 0.77 | 1,024.40 | 0.76 | ||||
SPDR Nuveen Bloomberg High Yield Municipal Bond
ETF
|
0.35 | 1,033.80 | 1.79 | 1,023.40 | 1.78 | ||||
SPDR Nuveen Bloomberg Municipal Bond ETF
|
0.23 | 1,035.80 | 1.18 | 1,024.00 | 1.17 | ||||
SPDR Nuveen Bloomberg Short Term Municipal Bond
ETF
|
0.20 | 1,025.50 | 1.02 | 1,024.10 | 1.02 | ||||
SPDR Bloomberg Convertible Securities ETF
|
0.40 | 1,044.30 | 2.06 | 1,023.10 | 2.03 | ||||
SPDR Bloomberg High Yield Bond ETF
|
0.40 | 1,076.10 | 2.09 | 1,023.10 | 2.03 | ||||
SPDR Bloomberg Short Term High Yield Bond
ETF
|
0.40 | 1,067.80 | 2.08 | 1,023.10 | 2.03 | ||||
SPDR MarketAxess Investment Grade 400 Corporate
Bond ETF
|
0.07 | 1,050.80 | 0.36 | 1,024.80 | 0.36 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 184, then divided by 366. |