SPDR SSGA Multi-Asset Real Return ETF |
SPDR SSGA Income Allocation ETF |
SPDR SSGA Global Allocation ETF |
SPDR SSGA Ultra Short Term Bond ETF |
SPDR Loomis Sayles Opportunistic Bond ETF |
SPDR Nuveen Municipal Bond ETF |
SPDR Nuveen Municipal Bond ESG ETF |
SPDR SSGA Fixed Income Sector Rotation ETF |
SPDR SSGA US Sector Rotation ETF |
SPDR DoubleLine Emerging Markets Fixed Income ETF |
SPDR DoubleLine Short Duration Total Return Tactical ETF |
SPDR DoubleLine Total Return Tactical ETF |
Portfolio Statistics (Unaudited) | |
|
1 |
|
2 |
|
3 |
|
4 |
|
5 |
|
7 |
|
8 |
|
9 |
|
10 |
|
11 |
|
12 |
|
13 |
Schedules of Investments (Unaudited) | |
|
15 |
|
17 |
|
19 |
|
21 |
|
27 |
|
41 |
|
46 |
|
50 |
|
52 |
|
54 |
|
59 |
|
72 |
|
114 |
|
127 |
|
139 |
|
150 |
Description | % of Net Assets | ||
SPDR S&P Global Natural Resources ETF | 27.9% | ||
SPDR S&P Global Infrastructure ETF | 24.5 | ||
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF | 17.1 | ||
SPDR Bloomberg 1-10 Year TIPS ETF | 7.8 | ||
The Energy Select Sector SPDR Fund | 6.5 | ||
TOTAL | 83.8% |
% of Net Assets | |||
Natural Resources | 34.3% | ||
International Equity | 24.7 | ||
Commodities | 17.1 | ||
Inflation Linked | 7.8 | ||
Domestic Equity | 6.5 | ||
International Fixed Income | 3.6 | ||
Real Estate | 1.1 | ||
Short Term Investments | 9.3 | ||
Liabilities in Excess of Other Assets | (4.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SPDR Portfolio Long Term Treasury ETF | 13.1% | ||
SPDR Bloomberg Emerging Markets Local Bond ETF | 12.1 | ||
SPDR Bloomberg High Yield Bond ETF | 11.0 | ||
SPDR Blackstone Senior Loan ETF | 9.8 | ||
Schwab U.S. Dividend Equity ETF | 9.1 | ||
TOTAL | 55.1% |
% of Net Assets | |||
Domestic Fixed Income | 39.0% | ||
Domestic Equity | 30.3 | ||
International Fixed Income | 12.1 | ||
International Equity | 11.4 | ||
Inflation Linked | 3.0 | ||
Real Estate | 2.1 | ||
Short Term Investments | 16.5 | ||
Liabilities in Excess of Other Assets | (14.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SPDR S&P 500 ETF Trust | 24.9% | ||
SPDR Portfolio Developed World ex-U.S. ETF | 15.5 | ||
SPDR Portfolio Emerging Markets ETF | 8.9 | ||
SPDR Portfolio Aggregate Bond ETF | 6.9 | ||
SPDR Bloomberg 1-10 Year TIPS ETF | 5.9 | ||
TOTAL | 62.1% |
% of Net Assets | |||||
Domestic Equity | 41.1% | ||||
International Equity | 27.4 | ||||
Domestic Fixed Income | 16.4 | ||||
International Fixed Income | 6.0 | ||||
Inflation Linked | 5.9 | ||||
Commodities | 0.0* | ||||
Short Term Investments | 7.9 | ||||
Liabilities in Excess of Other Assets | (4.7) | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
U.S.
Treasury Bills 5.27% 1/25/2024 |
6.9% | ||
U.S.
Treasury Notes 4.75% 7/31/2025 |
4.2 | ||
American
Express Credit Account Master Trust 3.39% 5/15/2027 |
3.1 | ||
Parker-Hannifin
Corp. 3.65% 6/15/2024 |
1.9 | ||
Hyundai
Auto Lease Securitization Trust 5.05% 1/15/2026 |
1.7 | ||
TOTAL | 17.8% |
% of Net Assets | |||
Corporate Bonds & Notes | 66.6% | ||
U.S. Treasury Obligations | 13.0 | ||
Asset-Backed Securities | 8.7 | ||
Commercial Mortgage Backed Securities | 2.2 | ||
Mortgage-Backed Securities | 1.8 | ||
Short-Term Investment | 6.7 | ||
Other Assets in Excess of Liabilities | 1.0 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SPDR
Blackstone Senior Loan ETF |
4.5% | ||
OneMain
Direct Auto Receivables Trust ABS 0.87% 7/14/2028 |
1.3 | ||
UniCredit
SpA 7.30% 4/2/2034 |
1.1 | ||
Credit
Suisse AG 4.75% 8/9/2024 |
1.1 | ||
HSBC
USA, Inc. 5.63% 3/17/2025 |
1.0 | ||
TOTAL | 9.0% |
% of Net Assets | |||
Banks | 12.4% | ||
Asset-Backed Securities | 11.9 | ||
Commercial Services | 4.5 | ||
Money Market Fund | 4.5 | ||
Media | 3.8 | ||
Software | 3.6 | ||
Pipelines | 3.5 | ||
Oil & Gas | 3.0 | ||
Diversified Financial Services | 2.8 | ||
Telecommunications | 2.8 | ||
Electric | 2.5 | ||
Retail | 2.4 | ||
Investment Company Security | 2.3 | ||
Insurance | 2.2 | ||
Semiconductors | 2.1 | ||
Internet | 2.1 | ||
Auto Manufacturers | 1.9 | ||
Real Estate Investment Trusts | 1.8 | ||
Home Builders | 1.7 | ||
Airlines | 1.7 | ||
Pharmaceuticals | 1.6 | ||
Transportation | 1.5 | ||
Leisure Time | 1.4 | ||
Construction Materials | 1.4 | ||
Auto Parts & Equipment | 1.3 | ||
Chemicals | 1.1 | ||
IT Services | 1.0 | ||
Health Care Products | 0.9 | ||
Oil & Gas Services | 0.8 | ||
Advertising | 0.7 | ||
Computers | 0.7 | ||
Food | 0.7 | ||
Health Care Services | 0.7 | ||
Mining | 0.6 | ||
Aerospace & Defense | 0.6 | ||
Engineering & Construction | 0.6 | ||
Energy-Alternate Sources | 0.5 | ||
Environmental Control | 0.4 | ||
Entertainment | 0.4 | ||
Office Furnishings | 0.3 | ||
Packaging & Containers | 0.3 | ||
Office & Business Equipment | 0.3 | ||
Biotechnology | 0.2 | ||
Machinery, Construction & Mining | 0.2 | ||
Commercial Mortgage Backed Securities | 0.2 | ||
Iron/Steel | 0.2 | ||
Household Products & Wares | 0.2 | ||
Miscellaneous Manufacturer | 0.2 | ||
Distribution & Wholesale | 0.2 | ||
Home Furnishings | 0.2 |
% of Net Assets | |||
Beverages | 0.1% | ||
Electronics | 0.1 | ||
Coal | 0.1 | ||
Electrical Components & Equipment | 0.1 | ||
Real Estate | 0.1 | ||
Metal Fabricate & Hardware | 0.1 | ||
Machinery-Diversified | 0.1 | ||
Hand & Machine Tools | 0.0* | ||
Short-Term Investment | 4.1 | ||
Other Assets in Excess of Liabilities | 2.3 | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
New Jersey Economic Development Authority Revenue, NJ | 2.3% | ||
Southfield Public Schools, General Obligation, MI | 2.2 | ||
City of New York, General Obligation, NY | 2.2 | ||
New Mexico Hospital Equipment Loan Council Revenue, NM | 2.0 | ||
Medford Hospital Facilities Authority Revenue, OR | 2.0 | ||
TOTAL | 10.7% |
% of Net Assets | |||
Municipal Bonds & Notes | 98.9% | ||
Short-Term Investment | 0.0 * | ||
Other Assets in Excess of Liabilities | 1.1 | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Idaho Housing & Finance Association Revenue, ID | 2.5% | ||
New York City Transitional Finance Authority Future Tax Secured Revenue, NY | 2.3 | ||
City of Dallas, General Obligation, TX AGM | 2.3 | ||
Pennsylvania Turnpike Commission Revenue, PA | 2.3 | ||
Medford Hospital Facilities Authority Revenue, OR | 2.0 | ||
TOTAL | 11.4% |
% of Net Assets | |||
Municipal Bonds & Notes | 99.2% | ||
Other Assets in Excess of Liabilities | 0.8 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SPDR Portfolio Intermediate Term Treasury ETF | 38.6% | ||
SPDR Portfolio Mortgage-Backed Bond ETF | 34.2 | ||
SPDR Portfolio Long Term Treasury ETF | 11.9 | ||
SPDR Bloomberg High Yield Bond ETF | 5.5 | ||
SPDR Portfolio Intermediate Term Corporate Bond ETF | 5.1 | ||
TOTAL | 95.3% |
% of Net Assets | |||
Domestic Fixed Income | 99.8% | ||
Short Term Investments | 9.7 | ||
Liabilities in Excess of Other Assets | (9.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
The Technology Select Sector SPDR Fund | 36.2% | ||
The Financial Select Sector SPDR Fund | 11.6 | ||
The Consumer Discretionary Select Sector SPDR Fund | 11.6 | ||
The Communication Services Select Sector SPDR Fund | 11.6 | ||
The Consumer Staples Select Sector SPDR Fund | 11.4 | ||
TOTAL | 82.4% |
% of Net Assets | |||
Domestic Equity | 99.9% | ||
Short Term Investments | 12.1 | ||
Liabilities in Excess of Other Assets | (12.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Minejesa
Capital BV 5.63% 8/10/2037 |
2.5% | ||
Chile
Electricity PEC SpA Zero Coupon, 1/25/2028 |
2.3 | ||
Banco
Internacional del Peru SAA Interbank VRN 4.00% 7/8/2030 |
2.1 | ||
BBVA
Bancomer SA VRN 5.88% 9/13/2034 |
2.1 | ||
Mexico
Generadora de Energia S de Real 5.50% 12/6/2032 |
2.0 | ||
TOTAL | 11.0% |
% of Net Assets | |||
Corporate Bonds & Notes | 86.4% | ||
Foreign Government Obligations | 8.4 | ||
Short-Term Investments | 4.0 | ||
Other Assets in Excess of Liabilities | 1.2 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Notes 4.25% 10/15/2025 |
14.8% | ||
U.S.
Treasury Notes 3.00% 7/15/2025 |
14.5 | ||
U.S.
Treasury Bills 5.24% 4/2/2024 |
1.9 | ||
Citigroup
Mortgage Loan Trust, Inc. CMO 4.50% 7/25/2037 |
1.5 | ||
Regatta
XXIII Funding Ltd. 6.83% 1/20/2035 |
1.5 | ||
TOTAL | 34.2% |
% of Net Assets | |||
U.S. Treasury Obligations | 31.2% | ||
Asset-Backed Securities | 23.6 | ||
Corporate Bonds & Notes | 15.5 | ||
Mortgage-Backed Securities | 11.0 | ||
Commercial Mortgage Backed Securities | 5.5 | ||
Senior Floating Rate Loans | 4.8 | ||
U.S. Government Agency Obligations | 3.2 | ||
Foreign Government Obligations | 0.3 | ||
Short-Term Investment | 2.0 | ||
Other Assets in Excess of Liabilities | 2.9 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Bonds 4.75% 11/15/2043 |
6.8% | ||
U.S.
Treasury Bonds 4.13% 8/15/2053 |
5.8 | ||
U.S.
Treasury Bonds 4.75% 11/15/2053 |
4.6 | ||
Federal
National Mortgage Association REMICS 3.00% 1/25/2043 |
0.9 | ||
Federal
Home Loan Mortgage Corp. REMICS CMO, REMIC 4.00% 7/15/2044 |
0.8 | ||
TOTAL | 18.9% |
% of Net Assets | |||
U.S. Government Agency Obligations | 29.8% | ||
U.S. Treasury Obligations | 20.7 | ||
Mortgage-Backed Securities | 18.5 | ||
Asset-Backed Securities | 12.4 | ||
Commercial Mortgage Backed Securities | 3.2 | ||
Banks | 1.9 | ||
Electric | 1.0 | ||
Retail | 0.7 | ||
Pipelines | 0.6 | ||
Oil & Gas | 0.6 | ||
Commercial Services | 0.6 | ||
Real Estate Investment Trusts | 0.6 | ||
Diversified Financial Services | 0.5 | ||
Health Care Services | 0.5 | ||
Telecommunications | 0.5 | ||
Insurance | 0.5 | ||
Media | 0.5 | ||
Pharmaceuticals | 0.4 | ||
Software | 0.4 | ||
Food | 0.4 | ||
Internet | 0.3 | ||
Mining | 0.3 | ||
Chemicals | 0.3 | ||
Foreign Government Obligations | 0.3 | ||
Semiconductors | 0.2 | ||
Entertainment | 0.2 | ||
Packaging & Containers | 0.2 | ||
Transportation | 0.2 | ||
Aerospace & Defense | 0.2 | ||
Leisure Time | 0.2 | ||
Construction Materials | 0.2 | ||
Lodging | 0.2 | ||
Airlines | 0.2 | ||
Auto Manufacturers | 0.1 | ||
Beverages | 0.1 | ||
Environmental Control | 0.1 | ||
Advertising | 0.1 | ||
Engineering & Construction | 0.1 | ||
Health Care Products | 0.1 | ||
Auto Parts & Equipment | 0.1 | ||
Computers | 0.1 | ||
Iron/Steel | 0.1 | ||
Agriculture | 0.1 | ||
Oil & Gas Services | 0.1 | ||
Household Products | 0.1 | ||
Home Builders | 0.1 | ||
Electronics | 0.1 | ||
Water | 0.1 | ||
Forest Products & Paper | 0.1 |
% of Net Assets | |||
Trucking & Leasing | 0.1% | ||
Machinery-Diversified | 0.1 | ||
Biotechnology | 0.0* | ||
Metal Fabricate & Hardware | 0.0* | ||
Household Products & Wares | 0.0* | ||
Distribution & Wholesale | 0.0* | ||
Housewares | 0.0* | ||
Holding Companies-Diversified | 0.0* | ||
Miscellaneous Manufacturer | 0.0* | ||
Energy-Alternate Sources | 0.0* | ||
Investment Company Security | 0.0* | ||
Coal | 0.0* | ||
Home Furnishings | 0.0* | ||
Machinery, Construction & Mining | 0.0* | ||
Electrical Components & Equipment | 0.0* | ||
IT Services | 0.0* | ||
Real Estate | 0.0* | ||
Short-Term Investment | 0.2 | ||
Other Assets in Excess of Liabilities | 0.7 | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products
|
$484,234,735 | $— | $— | $484,234,735 | ||||
Short-Term Investments
|
47,404,437 | — | — | 47,404,437 | ||||
TOTAL INVESTMENTS
|
$531,639,172 | $— | $— | $531,639,172 |
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 | |||||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
2,108,232 | $ 38,917,963 | $ 12,014,203 | $ 11,791,996 | $ (377,300) | $ 720,505 | 2,123,904 | $ 39,483,375 | $ 728,094 | ||||||||
SPDR Dow Jones International Real Estate
ETF
|
106,095 | 2,627,973 | 565,318 | 624,233 | 24,198 | 275,442 | 105,119 | 2,868,698 | 38,907 | ||||||||
SPDR Dow Jones REIT ETF
|
118,899 | 10,753,226 | 694,273 | 8,755,813 | (549,598) | 711,412 | 29,936 | 2,853,500 | 86,852 | ||||||||
SPDR FTSE International Government
Inflation-Protected Bond ETF
|
327,586 | 13,679,991 | 7,857,166 | 3,815,241 | 23,940 | 314,682 | 430,628 | 18,060,538 | 518,487 | ||||||||
SPDR Gold MiniShares Trust
|
276,756 | 10,541,636 | 7,535,592 | 3,384,917 | 191,728 | 804,741 | 383,495 | 15,688,780 | — | ||||||||
SPDR S&P Global Infrastructure ETF
|
2,501,429 | 133,501,265 | 29,360,203 | 38,674,297 | (210,163) | 789,166 | 2,332,514 | 124,766,174 | 2,934,489 | ||||||||
SPDR S&P Global Natural Resources ETF
|
2,741,886 | 147,815,074 | 33,027,706 | 46,596,380 | (52,170) | 8,107,681 | 2,511,949 | 142,301,911 | 2,588,120 | ||||||||
SPDR S&P Metals & Mining ETF
|
332,119 | 16,878,288 | 3,090,295 | 6,223,104 | 768,515 | 2,051,138 | 276,870 | 16,565,132 | 79,023 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
21,584,135 | 21,584,135 | 19,131,756 | 15,571,119 | — | — | 25,144,772 | 25,144,772 | 777,786 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
32,724,798 | 32,724,798 | 502,576,595 | 513,041,728 | — | — | 22,259,665 | 22,259,665 | 123,222 | ||||||||
The Energy Select Sector SPDR Fund
|
395,864 | 32,132,281 | 10,207,424 | 10,406,579 | 1,393,643 | (156,228) | 395,641 | 33,170,541 | 565,478 | ||||||||
Total
|
$461,156,630 | $626,060,531 | $658,885,407 | $1,212,793 | $13,618,539 | $443,163,086 | $8,440,458 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products
|
$76,850,968 | $— | $— | $76,850,968 | ||||
Short-Term Investments
|
12,946,190 | — | — | 12,946,190 | ||||
TOTAL INVESTMENTS
|
$89,797,158 | $— | $— | $89,797,158 |
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 | |||||||||
SPDR Blackstone Senior Loan ETF
|
173,309 | $ 7,256,448 | $ 1,264,188 | $ 816,414 | $ (51,319) | $ 63,097 | 184,021 | $ 7,716,000 | $ 378,483 | ||||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
— | — | 2,322,509 | 44,782 | 324 | 65,609 | 126,071 | 2,343,660 | 15,669 | ||||||||
SPDR Bloomberg Convertible Securities ETF
|
52,305 | 3,658,735 | 506,460 | 315,550 | (25,559) | 152,822 | 55,120 | 3,976,908 | 47,375 | ||||||||
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
406,911 | 8,610,237 | 1,367,297 | 510,977 | (40,455) | 86,253 | 447,851 | 9,512,355 | 268,500 | ||||||||
SPDR Bloomberg High Yield Bond ETF
|
93,779 | 8,630,481 | 4,949,710 | 5,054,356 | (203,542) | 298,895 | 91,008 | 8,621,188 | 287,123 | ||||||||
SPDR Bloomberg International Corporate Bond
ETF
|
50,932 | 1,445,450 | 12,392 | 1,484,866 | 60,894 | (33,870) | — | — | 2,463 | ||||||||
SPDR Dow Jones REIT ETF
|
15,848 | 1,433,293 | 245,702 | 154,216 | 3,181 | 85,045 | 16,922 | 1,613,005 | 34,219 | ||||||||
SPDR ICE Preferred Securities ETF
|
127,166 | 4,256,246 | 687,119 | 248,109 | (23,324) | 31,963 | 140,331 | 4,703,895 | 165,422 | ||||||||
SPDR Portfolio Long Term Treasury ETF
|
307,978 | 9,208,542 | 1,705,296 | 394,125 | (25,224) | (196,945) | 354,843 | 10,297,544 | 186,227 | ||||||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
134,956 | 5,004,168 | 5,177,786 | 3,525,644 | (203,615) | 701,988 | 182,564 | 7,154,683 | 171,373 | ||||||||
SPDR S&P Global Infrastructure ETF
|
107,500 | 5,737,275 | 873,303 | 399,343 | (9,829) | 32,854 | 116,550 | 6,234,260 | 138,663 | ||||||||
SPDR S&P International Dividend ETF
|
163,925 | 5,637,381 | 449,840 | 3,449,795 | 34,972 | 66,836 | 77,053 | 2,739,234 | 60,026 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
814,508 | 814,508 | 6,756,423 | 5,915,335 | — | — | 1,655,596 | 1,655,596 | 66,840 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
5,978,695 | 5,978,695 | 110,865,989 | 105,554,090 | — | — | 11,290,594 | 11,290,594 | 56,955 | ||||||||
Total
|
$67,671,459 | $137,184,014 | $127,867,602 | $(483,496) | $1,354,547 | $77,858,922 | $1,879,338 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products
|
$232,393,022 | $— | $— | $232,393,022 | ||||
Short-Term Investments
|
18,934,982 | — | — | 18,934,982 | ||||
TOTAL INVESTMENTS
|
$251,328,004 | $— | $— | $251,328,004 |
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 | |||||||||
SPDR Blackstone Senior Loan ETF
|
83,240 | $ 3,485,259 | $ 503,698 | $ 495,982 | $ 203 | $ 3,952 | 83,404 | $ 3,497,130 | $ 182,121 | ||||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
740,764 | 13,674,503 | 2,101,591 | 1,679,200 | (43,988) | 131,599 | 763,018 | 14,184,505 | 274,464 | ||||||||
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
325,324 | 6,883,856 | 997,756 | 694,308 | (18,818) | 31,470 | 338,981 | 7,199,956 | 215,372 | ||||||||
SPDR Bloomberg High Yield Bond ETF
|
50,020 | 4,603,341 | 2,601,927 | 4,776,631 | (155,390) | 85,814 | 24,903 | 2,359,061 | 117,060 | ||||||||
SPDR Bloomberg International Corporate Bond
ETF
|
244,384 | 6,935,618 | 809,133 | 853,964 | (5,583) | 361,897 | 242,135 | 7,247,101 | 96,590 | ||||||||
SPDR Bloomberg International Treasury Bond
ETF
|
507,878 | 11,452,649 | 6,185,536 | 10,714,541 | (235,263) | 589,652 | 313,979 | 7,278,033 | 72,515 | ||||||||
SPDR Gold Shares
|
37,649 | 6,711,687 | 3,131,449 | 2,938,417 | (213,407) | 549,634 | 37,877 | 7,240,946 | — | ||||||||
SPDR Portfolio Aggregate Bond ETF
|
270,297 | 6,857,435 | 20,533,846 | 11,288,443 | (58,716) | 596,623 | 649,015 | 16,640,745 | 226,116 | ||||||||
SPDR Portfolio Developed World ex-U.S. ETF
|
1,116,902 | 36,343,991 | 7,547,830 | 8,351,598 | 501,079 | 1,189,479 | 1,094,701 | 37,230,781 | 380,320 | ||||||||
SPDR Portfolio Emerging Markets ETF
|
462,602 | 15,904,257 | 6,798,033 | 1,959,511 | (40,407) | 630,382 | 602,450 | 21,332,754 | 326,699 | ||||||||
SPDR Portfolio Europe ETF
|
384,632 | 14,812,178 | 2,741,323 | 17,370,706 | 1,273,915 | (1,456,710) | — | — | — | ||||||||
SPDR Portfolio Intermediate Term Treasury
ETF
|
— | — | 5,915,133 | 197,932 | 1,021 | 186,786 | 206,758 | 5,905,008 | 37,050 | ||||||||
SPDR Portfolio Long Term Treasury ETF
|
154,046 | 4,605,975 | 3,798,575 | 4,352,925 | (665,475) | 250,840 | 125,327 | 3,636,990 | 51,819 | ||||||||
SPDR Portfolio S&P 600 Small Cap ETF
|
148,000 | 5,748,320 | 9,669,740 | 3,590,629 | (62,192) | 633,530 | 293,949 | 12,398,769 | 108,806 | ||||||||
SPDR S&P 500 ETF Trust
|
125,343 | 55,562,045 | 27,890,529 | 27,775,979 | 2,389,988 | 1,660,396 | 125,659 | 59,726,979 | 436,976 | ||||||||
SPDR S&P International Small Cap ETF
|
220,444 | 6,725,747 | 929,489 | 608,282 | (8,408) | 282,134 | 230,500 | 7,320,680 | 82,725 | ||||||||
SPDR S&P MidCap 400 ETF Trust
|
9,792 | 4,689,487 | 614,610 | 708,718 | 152,853 | 118,557 | 9,592 | 4,866,789 | 33,511 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
10,331,839 | 10,331,839 | 16,883,998 | 19,935,006 | — | — | 7,280,831 | 7,280,831 | 373,146 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
41,508,999 | 41,508,999 | 973,495,590 | 1,003,350,438 | — | — | 11,654,151 | 11,654,151 | 160,935 | ||||||||
The Communication Services Select Sector SPDR
Fund
|
— | — | 9,439,412 | 4,876,012 | 17,730 | 234,484 | 66,276 | 4,815,614 | 11,416 | ||||||||
The Consumer Discretionary Select Sector SPDR
Fund
|
28,532 | 4,845,019 | 2,543,790 | 7,177,879 | (21,964) | (188,966) | — | — | 8,266 | ||||||||
The Energy Select Sector SPDR Fund
|
— | — | 5,571,530 | 393,018 | (10,286) | (440,908) | 56,385 | 4,727,318 | 79,653 | ||||||||
The Financial Select Sector SPDR Fund
|
— | — | 2,277,038 | 2,449,648 | 184,007 | 1,312 | 338 | 12,709 | 61 | ||||||||
The Health Care Select Sector SPDR Fund
|
35,191 | 4,670,901 | — | 4,583,236 | (8,069) | (79,596) | — | — | — | ||||||||
The Industrial Select Sector SPDR Fund
|
44,587 | 4,785,077 | 2,656,602 | 7,267,828 | 83,647 | (257,498) | — | — | 18,918 | ||||||||
The Technology Select Sector SPDR Fund
|
— | — | 4,601,687 | 257,967 | 9,047 | 397,640 | 24,680 | 4,750,407 | 10,329 | ||||||||
Total
|
$271,138,183 | $1,120,239,845 | $1,148,648,798 | $3,065,524 | $ 5,512,503 | $251,307,257 | $3,304,868 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
2 Yr. U.S. Treasury Note Futures (short) | (123) | 03/28/2024 | $(25,157,626) | $(25,327,429) | $(169,803) | |||||
5 Yr. U.S. Treasury Note Futures (long) | 188 | 03/28/2024 | 19,947,094 | 20,449,040 | 501,946 | |||||
$ 332,143 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $384,215,765 | $— | $384,215,765 | ||||
Asset-Backed Securities
|
— | 50,138,778 | — | 50,138,778 | ||||
U.S. Treasury Obligations
|
— | 74,785,980 | — | 74,785,980 | ||||
Mortgage-Backed Securities
|
— | 10,173,542 | — | 10,173,542 | ||||
Commercial Mortgage Backed Securities
|
— | 12,849,974 | — | 12,849,974 | ||||
Short-Term Investment
|
38,837,338 | — | — | 38,837,338 | ||||
TOTAL INVESTMENTS
|
$38,837,338 | $532,164,039 | $— | $571,001,377 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 501,946 | $ — | $— | $ 501,946 | ||||
Futures Contracts - Unrealized Depreciation
|
(169,803) | — | — | (169,803) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 332,143 | $ — | $— | $ 332,143 |
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
|
49,808,408 | $49,808,408 | $360,887,436 | $371,858,506 | $— | $— | 38,837,338 | $38,837,338 | $1,978,818 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
U.S. Treasury Bond Futures (long) | 9 | 03/19/2024 | $1,047,407 | $1,124,438 | $ 77,031 | |||||
10 Yr. U.S. Treasury Ultra Futures (long) | 27 | 03/19/2024 | 3,065,066 | 3,186,422 | 121,355 | |||||
2 Yr. U.S. Treasury Note Futures (long) | 10 | 03/28/2024 | 2,041,057 | 2,059,141 | 18,084 | |||||
Ultra U.S. Treasury Bond Futures (long) | 10 | 03/19/2024 | 1,225,925 | 1,335,937 | 110,013 | |||||
5 Yr. U.S. Treasury Note Futures (long) | 23 | 03/28/2024 | 2,482,097 | 2,501,634 | 19,537 | |||||
$346,020 |
Counterparty | Notional
Amount (000s omitted) |
Fund
Pays/ Receives Fixed Rate/ Payment Frequency |
Floating
Rate |
Contract
Annual Fixed Rate |
Termination
Date |
Market
Value |
Unamortized
Upfront Payments Received (Paid) |
Unrealized
Appreciation (Depreciation) | ||||||||
LCH Limited | $440 | Pays/Annually | 1 month SOFR | 2.94% | 01/18/53 | $ 31,954 | $— | $ 31,954 | ||||||||
LCH Limited | 1,870 | Receives/Annually | 1 month SOFR | 3.36% | 01/18/28 | (17,221) | — | (17,221) | ||||||||
$ 14,733 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $22,133,898 | $— | $22,133,898 | ||||
Asset-Backed Securities
|
— | 4,515,592 | — | 4,515,592 | ||||
Commercial Mortgage Backed Securities
|
— | 82,362 | — | 82,362 | ||||
Convertible Bonds
|
— | 172,451 | — | 172,451 | ||||
Mutual Funds and Exchange Traded Products
|
1,698,417 | — | — | 1,698,417 | ||||
Senior Floating Rate Loans
|
— | 6,876,275 | — | 6,876,275 | ||||
Short-Term Investment
|
1,564,328 | — | — | 1,564,328 | ||||
TOTAL INVESTMENTS
|
$3,262,745 | $33,780,578 | $— | $37,043,323 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Centrally Cleared IRS Swap Agreements -
Unrealized Appreciation
|
$ — | $ 31,954 | $— | $ 31,954 | ||||
Centrally Cleared IRS Swap Agreements -
Unrealized Depreciation
|
— | (17,221) | — | (17,221) | ||||
Futures Contracts - Unrealized Appreciation
|
346,020 | — | — | 346,020 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 346,020 | $ 14,733 | $— | $ 360,753 |
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 | |||||||||
SPDR Blackstone Senior Loan ETF
|
23,140 | $ 968,872 | $ 727,005 | $ — | $— | $2,540 | 40,506 | $1,698,417 | $ 73,310 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
585,448 | 585,448 | 8,673,574 | 7,694,694 | — | — | 1,564,328 | 1,564,328 | 40,887 | ||||||||
Total
|
$1,554,320 | $9,400,579 | $7,694,694 | $— | $2,540 | $3,262,745 | $114,197 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Municipal Bonds & Notes
|
$ — | $49,004,984 | $— | $49,004,984 | ||||
Short-Term Investment
|
8,206 | — | — | 8,206 | ||||
TOTAL INVESTMENTS
|
$8,206 | $49,004,984 | $— | $49,013,190 |
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
|
167,594 | $167,594 | $10,424,487 | $10,583,875 | $— | $— | 8,206 | $8,206 | $15,834 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Municipal Bonds & Notes
|
$— | $40,149,540 | $— | $40,149,540 | ||||
TOTAL INVESTMENTS
|
$— | $40,149,540 | $— | $40,149,540 |
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
|
263,694 | $263,694 | $5,942,036 | $6,205,730 | $— | $— | — | $— | $10,799 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products
|
$202,193,518 | $— | $— | $202,193,518 | ||||
Short-Term Investments
|
19,667,368 | — | — | 19,667,368 | ||||
TOTAL INVESTMENTS
|
$221,860,886 | $— | $— | $221,860,886 |
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 | |||||||||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
127,586 | $ 11,714,947 | $ 5,728,607 | $ 17,409,126 | $ (2,525) | $ (31,903) | — | $ — | $ 85,099 | ||||||||
SPDR Bloomberg High Yield Bond ETF
|
98,180 | 9,035,505 | 11,361,638 | 9,378,197 | (152,161) | 221,172 | 117,048 | 11,087,957 | 231,803 | ||||||||
SPDR Bloomberg International Treasury Bond
ETF
|
558,817 | 12,601,323 | 6,948,052 | 19,310,360 | (13,037) | (142,414) | 3,605 | 83,564 | 98,573 | ||||||||
SPDR Portfolio Intermediate Term Corporate Bond
ETF
|
434,649 | 13,956,579 | 19,044,210 | 23,048,123 | (105,937) | 397,544 | 312,040 | 10,244,273 | 469,158 | ||||||||
SPDR Portfolio Intermediate Term Treasury
ETF
|
1,951,784 | 55,215,969 | 38,399,728 | 16,339,891 | (401,708) | 1,411,318 | 2,741,086 | 78,285,416 | 1,304,705 | ||||||||
SPDR Portfolio Long Term Corporate Bond ETF
|
265,123 | 6,166,761 | 9,984,000 | 7,290,203 | (168,457) | 353,167 | 380,213 | 9,045,268 | 135,628 | ||||||||
SPDR Portfolio Long Term Treasury ETF
|
623,115 | 18,631,139 | 15,176,644 | 9,420,882 | (1,463,778) | 1,249,608 | 832,968 | 24,172,731 | 281,429 | ||||||||
SPDR Portfolio Mortgage Backed Bond ETF
|
2,371,611 | 51,961,997 | 26,054,115 | 9,300,202 | (1,137,754) | 1,696,153 | 3,138,845 | 69,274,309 | 1,029,342 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
300,805 | 300,805 | 1,521,298 | 1,411,755 | — | — | 410,348 | 410,348 | 9,336 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
48,283,244 | 48,283,244 | 582,067,552 | 611,093,776 | — | — | 19,257,020 | 19,257,020 | 207,858 | ||||||||
Total
|
$227,868,269 | $716,285,844 | $724,002,515 | $(3,445,357) | $5,154,645 | $221,860,886 | $3,852,931 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products
|
$421,242,767 | $— | $— | $421,242,767 | ||||
Short-Term Investments
|
51,114,001 | — | — | 51,114,001 | ||||
TOTAL INVESTMENTS
|
$472,356,768 | $— | $— | $472,356,768 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
385,530 | $ 385,530 | $ 4,247,460 | $ 3,838,421 | $ — | $ — | 794,569 | $ 794,569 | $ 15,760 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
91,543,951 | 91,543,951 | 796,927,975 | 838,152,494 | — | — | 50,319,432 | 50,319,432 | 144,935 | ||||||||
The Communication Services Select Sector SPDR
Fund
|
96,107 | 6,254,643 | 57,213,191 | 18,726,142 | 455,484 | 3,461,773 | 669,680 | 48,658,949 | 198,928 | ||||||||
The Consumer Discretionary Select Sector SPDR
Fund
|
295,657 | 50,205,515 | 57,631,415 | 59,025,695 | 176,360 | (43,722) | 273,720 | 48,943,873 | 192,385 | ||||||||
The Consumer Staples Select Sector SPDR
Fund
|
421,950 | 31,296,031 | 61,231,968 | 43,682,233 | (1,840,109) | 1,154,249 | 668,609 | 48,159,906 | 423,873 | ||||||||
The Energy Select Sector SPDR Fund
|
167,682 | 13,610,748 | 19,088,615 | 13,668,592 | (83,203) | (496,983) | 220,069 | 18,450,585 | 297,951 | ||||||||
The Financial Select Sector SPDR Fund
|
— | — | 67,194,883 | 23,378,985 | 554,781 | 4,611,668 | 1,302,722 | 48,982,347 | 386,560 | ||||||||
The Health Care Select Sector SPDR Fund
|
462,115 | 61,336,524 | 37,509,648 | 83,939,533 | 593,657 | (422,123) | 110,560 | 15,078,173 | 238,714 | ||||||||
The Industrial Select Sector SPDR Fund
|
649,374 | 69,690,818 | 30,071,849 | 62,833,326 | 3,025,583 | 203,753 | 352,300 | 40,158,677 | 361,241 | ||||||||
The Materials Select Sector SPDR Fund
|
— | — | 41,177,550 | 40,394,490 | (783,060) | — | — | — | 50,090 | ||||||||
The Technology Select Sector SPDR Fund
|
382,122 | 66,435,731 | 96,288,340 | 23,483,022 | 1,956,201 | 11,613,007 | 793,902 | 152,810,257 | 495,331 | ||||||||
Total
|
$390,759,491 | $1,268,582,894 | $1,211,122,933 | $ 4,055,694 | $20,081,622 | $472,356,768 | $2,805,768 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $73,003,677 | $— | $73,003,677 | ||||
Foreign Government Obligations
|
— | 7,105,713 | — | 7,105,713 | ||||
Short-Term Investments
|
3,359,417 | — | — | 3,359,417 | ||||
TOTAL INVESTMENTS
|
$3,359,417 | $80,109,390 | $— | $83,468,807 |
% of Net Assets | ||
Banks | 20.7% | |
Electric | 17.4 | |
Mining | 9.9 | |
Foreign Government Obligations | 8.4 | |
Pipelines | 6.5 | |
Chemicals | 5.4 | |
Food | 4.8 | |
Oil & Gas | 4.4 | |
Telecommunications | 3.8 | |
Commercial Services | 3.6 | |
Iron/Steel | 2.3 | |
Oil & Gas Services | 1.9 | |
Transportation | 1.4 | |
Holding Companies-Diversified | 1.4 | |
Diversified Financial Services | 1.0 | |
Construction Materials | 0.9 | |
Energy-Alternate Sources | 0.6 | |
Agriculture | 0.2 | |
Engineering & Construction | 0.2 | |
Short-Term Investments | 4.0 | |
Other Assets in Excess of Liabilities | 1.2 | |
TOTAL | 100.0% |
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
|
2,452,803 | $2,452,803 | $20,202,494 | $19,295,880 | $— | $— | 3,359,417 | $3,359,417 | $47,601 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $ 24,163,847 | $— | $ 24,163,847 | ||||
Asset-Backed Securities
|
— | 36,734,593 | — | 36,734,593 | ||||
Foreign Government Obligations
|
— | 493,136 | — | 493,136 | ||||
U.S. Government Agency Obligations
|
— | 5,025,747 | — | 5,025,747 | ||||
U.S. Treasury Obligations
|
— | 48,420,663 | — | 48,420,663 | ||||
Mortgage-Backed Securities
|
— | 17,055,553 | — | 17,055,553 | ||||
Commercial Mortgage Backed Securities
|
— | 8,487,778 | — | 8,487,778 | ||||
Senior Floating Rate Loans
|
— | 7,473,042 | — | 7,473,042 | ||||
Short-Term Investment
|
3,064,421 | — | — | 3,064,421 | ||||
TOTAL INVESTMENTS
|
$3,064,421 | $147,854,359 | $— | $150,918,780 |
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
|
3,869,754 | $3,869,754 | $31,034,863 | $31,840,196 | $— | $— | 3,064,421 | $3,064,421 | $110,126 |
Borrower | Unfunded
Loan Commitment ($) |
Value ($) | Unrealized
Appreciation/Depreciation ($) | |||
OMNIA Partners LLC | 12,452 | 12,545 | 93 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $ 391,679,440 | $ — | $ 391,679,440 | ||||
Asset-Backed Securities
|
— | 396,757,461 | — | 396,757,461 | ||||
Foreign Government Obligations
|
— | 8,255,870 | — | 8,255,870 | ||||
U.S. Government Agency Obligations
|
— | 952,688,923 | — | 952,688,923 | ||||
U.S. Treasury Obligations
|
— | 662,446,466 | — | 662,446,466 | ||||
Mortgage-Backed Securities
|
— | 589,327,997 | — | 589,327,997 | ||||
Commercial Mortgage Backed Securities
|
— | 102,247,863 | — | 102,247,863 | ||||
Common Stocks
|
— | — | 73,243 | 73,243 | ||||
Senior Floating Rate Loans
|
— | 60,512,652 | — | 60,512,652 | ||||
Warrants
|
— | 1,160 | — | 1,160 | ||||
Short-Term Investment
|
6,857,025 | — | — | 6,857,025 | ||||
TOTAL INVESTMENTS
|
$6,857,025 | $3,163,917,832 | $73,243 | $3,170,848,100 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Unfunded Loans - Unrealized Appreciation
|
$ — | $ 93 | $ — | $ 93 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ — | $ 93 | $ — | $ 93 |
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
|
30,238,919 | $30,238,919 | $429,685,776 | $453,067,670 | $— | $— | 6,857,025 | $6,857,025 | $1,093,316 |
SPDR SSGA Multi-Asset Real Return ETF | SPDR SSGA Income Allocation ETF | SPDR SSGA Global Allocation ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ 88,476,086 | $ 11,938,236 | $ 20,747 | ||
Investments in affiliated issuers, at value
|
443,163,086 | 77,858,922 | 251,307,257 | ||
Total Investments
|
531,639,172 | 89,797,158 | 251,328,004 | ||
Foreign currency, at value
|
— | — | — | ||
Net cash at broker
|
— | — | — | ||
Cash
|
— | — | 167 | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | — | — | ||
Receivable for investments sold
|
— | — | — | ||
Receivable for fund shares sold
|
— | — | 24,875 | ||
Dividends receivable — affiliated issuers
|
118,537 | 8,671 | 284,192 | ||
Interest receivable — unaffiliated issuers
|
— | — | — | ||
Securities lending income receivable —
unaffiliated issuers
|
2,660 | 1,795 | 687 | ||
Securities lending income receivable — affiliated
issuers
|
28,823 | 8,781 | 17,731 | ||
Receivable from Adviser
|
— | — | — | ||
Receivable for foreign taxes recoverable
|
— | — | — | ||
TOTAL ASSETS
|
531,789,192 | 89,816,405 | 251,655,656 | ||
LIABILITIES | |||||
Deposit from Broker
|
— | — | — | ||
Due to custodian
|
— | — | — | ||
Payable upon return of securities loaned
|
22,259,665 | 11,290,594 | 11,654,151 | ||
Payable for investments purchased
|
— | — | — | ||
Payable for fund shares repurchased
|
125,061 | — | — | ||
Payable for accumulated variation margin on swap
contracts
|
— | — | — | ||
Advisory fee payable
|
49,280 | 11,107 | 29,822 | ||
Trustees’ fees and expenses payable
|
439 | 74 | 111 | ||
TOTAL LIABILITIES
|
22,434,445 | 11,301,775 | 11,684,084 | ||
NET ASSETS
|
$509,354,747 | $ 78,514,630 | $239,971,572 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$603,036,460 | $100,438,824 | $231,650,750 | ||
Total distributable earnings (loss)
|
(93,681,713) | (21,924,194) | 8,320,822 | ||
NET ASSETS
|
$509,354,747 | $ 78,514,630 | $239,971,572 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 27.24 | $ 31.03 | $ 41.45 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
18,700,000 | 2,530,000 | 5,790,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ 112,757,035 | $ 12,201,901 | $ 21,091 | ||
Investments in affiliated issuers
|
442,732,060 | 81,067,204 | 230,048,804 | ||
Total cost of investments
|
$555,489,095 | $ 93,269,105 | $230,069,895 | ||
Foreign currency, at cost
|
$ — | $ — | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 22,286,672 | $ 14,748,000 | $ 13,670,034 |
SPDR SSGA Ultra Short Term Bond ETF | SPDR Loomis Sayles Opportunistic Bond ETF | SPDR Nuveen Municipal Bond ETF | SPDR Nuveen Municipal Bond ESG ETF | |||
$532,164,039 | $33,780,578 | $49,004,984 | $40,149,540 | |||
38,837,338 | 3,262,745 | 8,206 | — | |||
571,001,377 | 37,043,323 | 49,013,190 | 40,149,540 | |||
— | 523 | — | — | |||
— | 513,094 | — | — | |||
239 | 45,412 | — | — | |||
332,509 | 346,175 | — | — | |||
— | 4,798 | 472 | — | |||
— | — | — | — | |||
347,516 | 7,566 | 994 | 1,584 | |||
4,984,715 | 413,343 | 577,877 | 465,461 | |||
— | — | — | — | |||
— | — | — | — | |||
— | 2,007 | — | — | |||
— | 3,134 | — | — | |||
576,666,356 | 38,379,375 | 49,592,533 | 40,616,585 | |||
56,211 | — | — | — | |||
— | — | 21,444 | 130,431 | |||
— | — | — | — | |||
— | 444,130 | — | — | |||
— | — | — | — | |||
— | 6,576 | — | — | |||
105,751 | 17,455 | 16,637 | 14,285 | |||
74 | 17 | 22 | 19 | |||
162,036 | 468,178 | 38,103 | 144,735 | |||
$576,504,320 | $ 37,911,197 | $49,554,430 | $40,471,850 | |||
$576,185,703 | $42,219,364 | $51,826,482 | $40,254,191 | |||
318,617 | (4,308,167) | (2,272,052) | 217,659 | |||
$576,504,320 | $ 37,911,197 | $49,554,430 | $40,471,850 | |||
$ 40.39 | $ 26.15 | $ 27.53 | $ 29.98 | |||
14,275,000 | 1,450,000 | 1,800,000 | 1,350,000 | |||
$530,475,219 | $33,630,477 | $49,678,863 | $39,598,910 | |||
38,837,338 | 3,252,104 | 8,206 | — | |||
$569,312,557 | $36,882,581 | $49,687,069 | $39,598,910 | |||
$ — | $ 504 | $ — | $ — | |||
$ — | $ — | $ — | $ — |
SPDR SSGA Fixed Income Sector Rotation ETF | SPDR SSGA US Sector Rotation ETF | SPDR DoubleLine Emerging Markets Fixed Income ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ — | $ — | $ 80,109,390 | ||
Investments in affiliated issuers, at value
|
221,860,886 | 472,356,768 | 3,359,417 | ||
Total Investments
|
221,860,886 | 472,356,768 | 83,468,807 | ||
Foreign currency, at value
|
— | — | 362 | ||
Cash
|
— | — | 99 | ||
Receivable for investments sold
|
— | — | — | ||
Receivable for fund shares sold
|
— | 545 | — | ||
Dividends receivable — affiliated issuers
|
1,682 | 4,752 | 12,586 | ||
Interest receivable — unaffiliated issuers
|
— | — | 1,084,236 | ||
Securities lending income receivable —
unaffiliated issuers
|
— | 3,135 | — | ||
Securities lending income receivable — affiliated
issuers
|
25,147 | 25,225 | — | ||
Unrealized appreciation on unfunded loan
commitments
|
— | — | — | ||
Receivable from Adviser
|
— | 35,093 | — | ||
Other receivable
|
— | — | — | ||
TOTAL ASSETS
|
221,887,715 | 472,425,518 | 84,566,090 | ||
LIABILITIES | |||||
Due to custodian
|
— | — | — | ||
Payable upon return of securities loaned
|
19,257,020 | 50,319,432 | — | ||
Payable for investments purchased
|
— | — | — | ||
Payable for fund shares repurchased
|
104 | — | — | ||
Advisory fee payable
|
81,932 | 241,396 | 44,907 | ||
Trustees’ fees and expenses payable
|
44 | 145 | 31 | ||
TOTAL LIABILITIES
|
19,339,100 | 50,560,973 | 44,938 | ||
NET ASSETS
|
$202,548,615 | $421,864,545 | $ 84,521,152 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$224,066,124 | $392,196,262 | $ 98,414,700 | ||
Total distributable earnings (loss)
|
(21,517,509) | 29,668,283 | (13,893,548) | ||
NET ASSETS
|
$202,548,615 | $421,864,545 | $ 84,521,152 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 26.00 | $ 45.81 | $ 41.74 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
7,790,000 | 9,210,000 | 2,025,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ — | $ — | $ 86,166,069 | ||
Investments in affiliated issuers
|
220,691,119 | 424,584,597 | 3,359,417 | ||
Total cost of investments
|
$ 220,691,119 | $424,584,597 | $ 89,525,486 | ||
Foreign currency, at cost
|
$ — | $ — | $ 265 | ||
* Includes investments in securities on loan, at
value
|
$ 18,837,690 | $ 57,934,124 | $ — |
SPDR DoubleLine Short Duration Total Return Tactical ETF | SPDR DoubleLine Total Return Tactical ETF | |
$147,854,359 | $3,163,991,075 | |
3,064,421 | 6,857,025 | |
150,918,780 | 3,170,848,100 | |
— | 449 | |
— | 27,886 | |
27,343 | 4,050,711 | |
3,503,375 | — | |
18,408 | 214,433 | |
1,266,009 | 22,052,411 | |
— | — | |
— | — | |
— | 93 | |
— | — | |
1,751 | — | |
155,735,666 | 3,197,194,083 | |
155,751 | — | |
— | — | |
163,327 | 2,944,683 | |
— | — | |
57,762 | 1,510,439 | |
46 | 984 | |
376,886 | 4,456,106 | |
$155,358,780 | $3,192,737,977 | |
$164,404,664 | $3,745,819,842 | |
(9,045,884) | (553,081,865) | |
$155,358,780 | $3,192,737,977 | |
$ 46.72 | $ 40.29 | |
3,325,000 | 79,250,000 | |
$150,973,555 | $3,334,884,348 | |
3,064,421 | 6,857,025 | |
$154,037,976 | $3,341,741,373 | |
$ — | $ 434 | |
$ — | $ — |
SPDR SSGA Multi-Asset Real Return ETF | SPDR SSGA Income Allocation ETF | SPDR SSGA Global Allocation ETF | |||
INVESTMENT INCOME | |||||
Interest income — unaffiliated issuers
|
$ — | $ — | $ — | ||
Dividend income — unaffiliated issuers
|
3,878,738 | 392,721 | 2,850 | ||
Dividend income — affiliated issuers
|
8,317,236 | 1,822,383 | 3,143,933 | ||
Unaffiliated securities lending income
|
5,798 | 29,530 | 9,444 | ||
Affiliated securities lending income
|
123,222 | 56,955 | 160,935 | ||
Other income
|
— | — | — | ||
Foreign taxes withheld
|
— | — | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
12,324,994 | 2,301,589 | 3,317,162 | ||
EXPENSES | |||||
Advisory fee
|
315,893 | 63,016 | 174,901 | ||
Trustees’ fees and expenses
|
3,168 | 427 | 1,259 | ||
Miscellaneous expenses
|
115 | 15 | 50 | ||
TOTAL EXPENSES
|
319,176 | 63,458 | 176,210 | ||
NET INVESTMENT INCOME (LOSS)
|
$12,005,818 | $2,238,131 | $ 3,140,952 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(2,963,852) | (318,702) | (564,206) | ||
Investments — affiliated issuers
|
(3,343,074) | (514,774) | 598,448 | ||
In-kind redemptions — unaffiliated issuers
|
(431,091) | 11,121 | 6,509 | ||
In-kind redemptions — affiliated issuers
|
4,555,867 | 31,278 | 2,467,076 | ||
Foreign currency transactions
|
— | — | — | ||
Futures contracts
|
— | — | — | ||
Swap contracts
|
— | — | — | ||
Net realized gain (loss)
|
(2,182,150) | (791,077) | 2,507,827 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
1,765,806 | 920,529 | (344) | ||
Investments — affiliated issuers
|
13,618,539 | 1,354,547 | 5,512,503 | ||
Foreign currency translations
|
— | — | — | ||
Futures contracts
|
— | — | — | ||
Swap contracts
|
— | — | — | ||
Net change in unrealized
appreciation/depreciation
|
15,384,345 | 2,275,076 | 5,512,159 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
13,202,195 | 1,483,999 | 8,019,986 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$25,208,013 | $3,722,130 | $11,160,938 |
SPDR SSGA Ultra Short Term Bond ETF | SPDR Loomis Sayles Opportunistic Bond ETF | SPDR Nuveen Municipal Bond ETF | SPDR Nuveen Municipal Bond ESG ETF | SPDR SSGA Fixed Income Sector Rotation ETF | SPDR SSGA US Sector Rotation ETF | SPDR DoubleLine Emerging Markets Fixed Income ETF | ||||||
$13,223,890 | $1,056,365 | $ 654,082 | $ 640,730 | $ — | $ — | $ 2,278,658 | ||||||
— | — | — | — | — | — | — | ||||||
1,978,818 | 114,197 | 15,834 | 10,799 | 3,645,073 | 2,660,833 | 47,601 | ||||||
— | — | — | — | 13,558 | 16,718 | — | ||||||
— | — | — | — | 207,858 | 144,935 | — | ||||||
— | 1,809 | — | — | — | — | — | ||||||
— | — | — | — | — | — | (3,079) | ||||||
15,202,708 | 1,172,371 | 669,916 | 651,529 | 3,866,489 | 2,822,486 | 2,323,180 | ||||||
597,048 | 87,043 | 89,291 | 79,545 | 332,387 | 976,289 | 255,216 | ||||||
2,959 | 189 | 251 | 211 | 931 | 1,632 | 448 | ||||||
127 | 1,398 | — | — | 38 | 71 | — | ||||||
600,134 | 88,630 | 89,542 | 79,756 | 333,356 | 977,992 | 255,664 | ||||||
$14,602,574 | $1,083,741 | $ 580,374 | $ 571,773 | $ 3,533,133 | $ 1,844,494 | $ 2,067,516 | ||||||
(213,049) | (266,990) | (127,180) | (50,601) | — | — | (1,975,505) | ||||||
— | — | — | — | (3,532,172) | (302,976) | — | ||||||
— | 11 | — | — | — | — | — | ||||||
— | — | — | — | 86,815 | 4,358,670 | — | ||||||
— | (70) | — | — | — | — | — | ||||||
(947,774) | (139,661) | — | — | — | — | — | ||||||
— | (26,038) | — | — | — | — | — | ||||||
(1,160,823) | (432,748) | (127,180) | (50,601) | (3,445,357) | 4,055,694 | (1,975,505) | ||||||
4,982,935 | 1,100,901 | 1,369,065 | 920,876 | — | — | 4,032,710 | ||||||
— | 2,540 | — | — | 5,154,645 | 20,081,622 | — | ||||||
— | 30 | — | — | — | — | 97 | ||||||
627,537 | 337,014 | — | — | — | — | — | ||||||
— | 41,925 | — | — | — | — | — | ||||||
5,610,472 | 1,482,410 | 1,369,065 | 920,876 | 5,154,645 | 20,081,622 | 4,032,807 | ||||||
4,449,649 | 1,049,662 | 1,241,885 | 870,275 | 1,709,288 | 24,137,316 | 2,057,302 | ||||||
$19,052,223 | $2,133,403 | $1,822,259 | $1,442,048 | $ 5,242,421 | $25,981,810 | $ 4,124,818 |
SPDR DoubleLine Short Duration Total Return Tactical ETF | SPDR DoubleLine Total Return Tactical ETF | ||
INVESTMENT INCOME | |||
Interest income — unaffiliated issuers
|
$3,414,677 | $ 79,318,775 | |
Dividend income — affiliated issuers
|
110,126 | 1,093,316 | |
Other income
|
4,131 | — | |
Foreign taxes withheld
|
(310) | (220) | |
TOTAL INVESTMENT INCOME (LOSS)
|
3,528,624 | 80,411,871 | |
EXPENSES | |||
Advisory fee
|
303,477 | 8,616,032 | |
Trustees’ fees and expenses
|
698 | 16,433 | |
Miscellaneous expenses
|
— | 671 | |
TOTAL EXPENSES
|
304,175 | 8,633,136 | |
NET INVESTMENT INCOME (LOSS)
|
$3,224,449 | $ 71,778,735 | |
REALIZED AND UNREALIZED GAIN (LOSS) | |||
Net realized gain (loss) on: | |||
Investments — unaffiliated issuers
|
(938,254) | (84,133,765) | |
Foreign currency transactions
|
31 | — | |
Net realized gain (loss)
|
(938,223) | (84,133,765) | |
Net change in unrealized appreciation/depreciation on: | |||
Investments — unaffiliated issuers
|
2,566,674 | 100,690,486 | |
Unfunded loan commitments
|
— | 1,336 | |
Foreign currency translations
|
2 | 15 | |
Net change in unrealized
appreciation/depreciation
|
2,566,676 | 100,691,837 | |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
1,628,453 | 16,558,072 | |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$4,852,902 | $ 88,336,807 |
SPDR SSGA Multi-Asset Real Return ETF | SPDR SSGA Income Allocation 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)
|
$ 12,005,818 | $ 32,244,820 | $ 2,238,131 | $ 3,969,162 | |||
Net realized gain (loss)
|
(2,182,150) | (7,099,501) | (791,077) | (7,712,792) | |||
Net change in unrealized
appreciation/depreciation
|
15,384,345 | (21,673,762) | 2,275,076 | 6,382,967 | |||
Net increase (decrease) in net assets resulting
from operations
|
25,208,013 | 3,471,557 | 3,722,130 | 2,639,337 | |||
Net equalization credits and charges
|
(43,372) | (320,063) | 24,892 | (50,204) | |||
Distributions to shareholders
|
(11,884,832) | (32,025,253) | (1,844,478) | (4,182,212) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
81,001,723 | 282,817,522 | 7,512,017 | 21,883,439 | |||
Cost of shares redeemed
|
(118,603,593) | (188,661,245) | (2,048,586) | (44,726,185) | |||
Net income equalization
|
43,372 | 320,063 | (24,892) | 50,204 | |||
Other capital
|
— | — | — | — | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(37,558,498) | 94,476,340 | 5,438,539 | (22,792,542) | |||
Net increase (decrease) in net assets during the
period
|
(24,278,689) | 65,602,581 | 7,341,083 | (24,385,621) | |||
Net assets at beginning of period
|
533,633,436 | 468,030,855 | 71,173,547 | 95,559,168 | |||
NET ASSETS AT END OF PERIOD
|
$ 509,354,747 | $ 533,633,436 | $78,514,630 | $ 71,173,547 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
3,040,000 | 10,100,000 | 250,000 | 720,000 | |||
Shares redeemed
|
(4,370,000) | (6,830,000) | (70,000) | (1,480,000) | |||
Net increase (decrease) from share
transactions
|
(1,330,000) | 3,270,000 | 180,000 | (760,000) |
SPDR SSGA Global Allocation ETF | SPDR SSGA Ultra Short Term Bond ETF | SPDR Loomis Sayles Opportunistic 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 | |||||
$ 3,140,952 | $ 7,250,037 | $ 14,602,574 | $ 15,375,828 | $ 1,083,741 | $ 1,788,774 | |||||
2,507,827 | (6,495,520) | (1,160,823) | 1,170,140 | (432,748) | (3,090,968) | |||||
5,512,159 | 19,510,144 | 5,610,472 | 1,622,725 | 1,482,410 | 2,523,647 | |||||
11,160,938 | 20,264,661 | 19,052,223 | 18,168,693 | 2,133,403 | 1,221,453 | |||||
25,389 | 73,146 | 231,896 | 398,172 | 2,638 | (426) | |||||
(3,129,222) | (14,220,211) | (16,832,997) | (13,852,204) | (1,270,150) | (1,679,743) | |||||
20,194,347 | 27,236,038 | 112,565,889 | 366,334,053 | 7,555,401 | 7,602,349 | |||||
(18,145,032) | (44,224,301) | (91,703,177) | (120,141,901) | — | (6,390,149) | |||||
(25,389) | (73,146) | (231,896) | (398,172) | (2,638) | 426 | |||||
— | 529 | 52,111 | 133,928 | 15,123 | 20,414 | |||||
2,023,926 | (17,060,880) | 20,682,927 | 245,927,908 | 7,567,886 | 1,233,040 | |||||
10,081,031 | (10,943,284) | 23,134,049 | 250,642,569 | 8,433,777 | 774,324 | |||||
229,890,541 | 240,833,825 | 553,370,271 | 302,727,702 | 29,477,420 | 28,703,096 | |||||
$239,971,572 | $229,890,541 | $576,504,320 | $ 553,370,271 | $ 37,911,197 | $29,477,420 | |||||
510,000 | 710,000 | 2,800,000 | 9,150,000 | 300,000 | 300,000 | |||||
(470,000) | (1,140,000) | (2,275,000) | (3,000,000) | — | (250,000) | |||||
40,000 | (430,000) | 525,000 | 6,150,000 | 300,000 | 50,000 |
SPDR Nuveen Municipal Bond ETF | SPDR Nuveen Municipal Bond ESG 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)
|
$ 580,374 | $ 759,775 | $ 571,773 | $ 921,669 | |||
Net realized gain (loss)
|
(127,180) | (1,181,504) | (50,601) | (87,678) | |||
Net change in unrealized
appreciation/depreciation
|
1,369,065 | 1,363,270 | 920,876 | 106,461 | |||
Net increase (decrease) in net assets resulting
from operations
|
1,822,259 | 941,541 | 1,442,048 | 940,452 | |||
Net equalization credits and charges
|
5,957 | 10,872 | (1,011) | 3,028 | |||
Distributions to shareholders
|
(638,404) | (530,211) | (661,175) | (974,780) | |||
Return of capital
|
— | (389,728) | — | — | |||
Total Distributions to shareholders
|
(638,404) | (919,939) | (661,175) | (974,780) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
5,293,893 | 7,988,301 | 2,900,625 | 4,356,963 | |||
Cost of shares redeemed
|
— | — | — | — | |||
Net income equalization
|
(5,957) | (10,872) | 1,011 | (3,028) | |||
Other capital
|
5,294 | 118 | 102 | 2,864 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
5,293,230 | 7,977,547 | 2,901,738 | 4,356,799 | |||
Net increase (decrease) in net assets during the
period
|
6,483,042 | 8,010,021 | 3,681,600 | 4,325,499 | |||
Net assets at beginning of period
|
43,071,388 | 35,061,367 | 36,790,250 | 32,464,751 | |||
NET ASSETS AT END OF PERIOD
|
$49,554,430 | $43,071,388 | $40,471,850 | $36,790,250 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
200,000 | 300,000 | 100,000 | 150,000 | |||
Shares redeemed
|
— | — | — | — | |||
Net increase (decrease) from share
transactions
|
200,000 | 300,000 | 100,000 | 150,000 |
SPDR SSGA Fixed Income Sector Rotation ETF | SPDR SSGA US Sector Rotation ETF | SPDR DoubleLine Emerging Markets Fixed Income 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 | |||||
$ 3,533,133 | $ 3,781,818 | $ 1,844,494 | $ 3,204,355 | $ 2,067,516 | $ 3,313,548 | |||||
(3,445,357) | (12,530,626) | 4,055,694 | (13,285,540) | (1,975,505) | (5,095,150) | |||||
5,154,645 | 5,722,938 | 20,081,622 | 47,025,282 | 4,032,807 | 4,727,940 | |||||
5,242,421 | (3,025,870) | 25,981,810 | 36,944,097 | 4,124,818 | 2,946,338 | |||||
(280,319) | (760,410) | (813,180) | (400,836) | 11,161 | 10,499 | |||||
(4,070,618) | (3,737,844) | (1,862,310) | (4,093,813) | (2,318,406) | (3,330,606) | |||||
— | — | — | — | — | — | |||||
(4,070,618) | (3,737,844) | (1,862,310) | (4,093,813) | (2,318,406) | (3,330,606) | |||||
34,957,732 | 110,570,222 | 128,073,242 | 107,269,046 | 8,094,038 | 22,282,311 | |||||
(13,152,784) | (42,780,089) | (29,452,550) | (44,239,964) | (4,940,087) | (16,630,979) | |||||
280,319 | 760,410 | 813,180 | 400,836 | (11,161) | (10,499) | |||||
— | — | — | — | 29,222 | 83,477 | |||||
22,085,267 | 68,550,543 | 99,433,872 | 63,429,918 | 3,172,012 | 5,724,310 | |||||
22,976,751 | 61,026,419 | 122,740,192 | 95,879,366 | 4,989,585 | 5,350,541 | |||||
179,571,864 | 118,545,445 | 299,124,353 | 203,244,987 | 79,531,567 | 74,181,026 | |||||
$202,548,615 | $179,571,864 | $421,864,545 | $299,124,353 | $84,521,152 | $ 79,531,567 | |||||
1,370,000 | 4,210,000 | 3,000,000 | 2,680,000 | 200,000 | 550,000 | |||||
(520,000) | (1,640,000) | (690,000) | (1,120,000) | (125,000) | (400,000) | |||||
850,000 | 2,570,000 | 2,310,000 | 1,560,000 | 75,000 | 150,000 |
SPDR DoubleLine Short Duration Total Return Tactical ETF | SPDR DoubleLine Total Return Tactical 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)
|
$ 3,224,449 | $ 4,623,179 | $ 71,778,735 | $ 101,053,600 | |||
Net realized gain (loss)
|
(938,223) | (1,185,399) | (84,133,765) | (73,961,637) | |||
Net change in unrealized
appreciation/depreciation
|
2,566,676 | 522,664 | 100,691,837 | (12,300,046) | |||
Net increase (decrease) in net assets resulting
from operations
|
4,852,902 | 3,960,444 | 88,336,807 | 14,791,917 | |||
Net equalization credits and charges
|
52,921 | (29,009) | — | — | |||
Distributions to shareholders
|
(3,864,579) | (4,502,769) | (93,185,925) | (117,444,339) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
38,267,433 | 16,211,354 | 333,396,102 | 1,101,213,991 | |||
Cost of shares redeemed
|
(11,593,298) | (19,702,219) | (124,052,177) | (258,273,252) | |||
Net income equalization
|
(52,921) | 29,009 | — | — | |||
Other capital
|
65,490 | 51,328 | 802,857 | 2,456,789 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
26,686,704 | (3,410,528) | 210,146,782 | 845,397,528 | |||
Contribution from affiliate (Note 5)
|
— | 7,309 | — | — | |||
Net increase (decrease) in net assets during the
period
|
27,727,948 | (3,974,553) | 205,297,664 | 742,745,106 | |||
Net assets at beginning of period
|
127,630,832 | 131,605,385 | 2,987,440,313 | 2,244,695,207 | |||
NET ASSETS AT END OF PERIOD
|
$155,358,780 | $127,630,832 | $3,192,737,977 | $2,987,440,313 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
825,000 | 350,000 | 8,500,000 | 27,100,000 | |||
Shares redeemed
|
(250,000) | (425,000) | (3,100,000) | (6,350,000) | |||
Net increase (decrease) from share
transactions
|
575,000 | (75,000) | 5,400,000 | 20,750,000 |
SPDR SSGA Multi-Asset Real Return 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
|
$ 26.64 | $ 27.93 | $ 28.52 | $ 21.25 | $ 25.18 | $ 26.62 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.61 | 1.61 | 2.99 | 0.65 | 0.78 | 0.69 | |||||
Net realized and unrealized gain (loss) (b)
|
0.60 | (1.37) | (0.44) | 7.15 | (3.89) | (1.43) | |||||
Total from investment operations
|
1.21 | 0.24 | 2.55 | 7.80 | (3.11) | (0.74) | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.02) | 0.34 | 0.02 | (0.02) | 0.00(c) | |||||
Other capital (a)
|
— | — | 0.00(c) | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.61) | (1.51) | (3.48) | (0.55) | (0.80) | (0.70) | |||||
Net asset value, end of period
|
$ 27.24 | $ 26.64 | $ 27.93 | $ 28.52 | $ 21.25 | $ 25.18 | |||||
Total return (d)
|
4.53% | 0.78% | 10.57% | 37.12% | (12.71)% | (2.71)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$509,355 | $533,633 | $468,031 | $130,358 | $53,750 | $112,792 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (e)
|
0.12%(f) | 0.11% | 0.05% | 0.08% | 0.08% | 0.12% | |||||
Net investment income (loss)
|
4.50%(f) | 5.79% | 10.09% | 2.56% | 3.30% | 2.76% | |||||
Portfolio turnover rate (g)
|
9%(h) | 30% | 38% | 49% | 30% | 28% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | 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) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR SSGA Income Allocation 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
|
$ 30.29 | $ 30.73 | $ 35.62 | $ 30.37 | $ 33.32 | $ 32.42 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.93 | 1.45 | 1.33 | 1.35 | 1.43 | 1.53 | |||||
Net realized and unrealized gain (loss) (b)
|
0.55 | (0.33) | (4.92) | 5.18 | (2.95) | 0.91 | |||||
Total from investment operations
|
1.48 | 1.12 | (3.59) | 6.53 | (1.52) | 2.44 | |||||
Net equalization credits and charges (a)
|
0.01 | (0.02) | (0.01) | 0.04 | 0.03 | 0.03 | |||||
Other capital (a)
|
— | — | — | — | — | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.75) | (1.54) | (1.29) | (1.32) | (1.46) | (1.57) | |||||
Net asset value, end of period
|
$ 31.03 | $ 30.29 | $ 30.73 | $ 35.62 | $ 30.37 | $ 33.32 | |||||
Total return (d)
|
5.04% | 3.79% | (10.41)% | 21.90% | (4.56)% | 7.93% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$78,515 | $71,174 | $95,559 | $125,039 | $126,039 | $104,613 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (e)
|
0.18%(f) | 0.09% | 0.12% | 0.16% | 0.18% | 0.18% | |||||
Net investment income (loss)
|
6.24%(f) | 4.78% | 3.85% | 4.02% | 4.41% | 4.71% | |||||
Portfolio turnover rate (g)
|
26%(h) | 89% | 58% | 60% | 38% | 71% |
(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) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR SSGA Global Allocation 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
|
$ 39.98 | $ 38.97 | $ 46.04 | $ 36.88 | $ 38.33 | $ 37.72 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.54 | 1.21 | 1.61 | 0.91 | 1.07 | 1.03 | |||||
Net realized and unrealized gain (loss) (b)
|
1.46 | 2.14 | (6.71) | 9.16 | (1.44) | 0.57 | |||||
Total from investment operations
|
2.00 | 3.35 | (5.10) | 10.07 | (0.37) | 1.60 | |||||
Net equalization credits and charges (a)
|
0.00(c) | 0.01 | 0.00(c) | (0.00)(c) | 0.00(c) | 0.01 | |||||
Other capital (a)
|
— | 0.00(c) | — | — | 0.00(c) | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.53) | (1.51) | (1.62) | (0.91) | (1.08) | (1.00) | |||||
Net realized gains
|
— | (0.84) | (0.35) | — | — | — | |||||
Total distributions
|
(0.53) | (2.35) | (1.97) | (0.91) | (1.08) | (1.00) | |||||
Net asset value, end of period
|
$ 41.45 | $ 39.98 | $ 38.97 | $ 46.04 | $ 36.88 | $ 38.33 | |||||
Total return (d)
|
5.07% | 9.15% | (11.58)% | 27.51% | (1.00)% | 4.37% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$239,972 | $229,891 | $240,834 | $282,690 | $237,850 | $255,687 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (e)
|
0.15%(f) | 0.11% | 0.11% | 0.17% | 0.09% | 0.15% | |||||
Net investment income (loss)
|
2.72%(f) | 3.12% | 3.59% | 2.16% | 2.84% | 2.76% | |||||
Portfolio turnover rate (g)
|
58%(h) | 144% | 153% | 110% | 94% | 71% |
(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) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR SSGA Ultra Short Term 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
|
$ 40.25 | $ 39.83 | $ 40.46 | $ 40.26 | $ 40.41 | $ 40.27 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.99 | 1.44 | 0.21 | 0.27 | 0.81 | 1.02 | |||||
Net realized and unrealized gain (loss) (b)
|
0.26 | 0.18 | (0.63) | 0.25 | (0.11) | 0.04 | |||||
Total from investment operations
|
1.25 | 1.62 | (0.42) | 0.52 | 0.70 | 1.06 | |||||
Net equalization credits and charges (a)
|
0.02 | 0.04 | (0.01) | 0.00(c) | 0.02 | 0.03 | |||||
Other capital (a)
|
0.00(c) | 0.01 | 0.01 | 0.01 | 0.03 | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.13) | (1.25) | (0.21) | (0.33) | (0.90) | (0.97) | |||||
Net asset value, end of period
|
$ 40.39 | $ 40.25 | $ 39.83 | $ 40.46 | $ 40.26 | $ 40.41 | |||||
Total return (d)
|
3.21% | 4.24% | (1.05)% | 1.34% | 1.86% | 2.79% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$576,504 | $553,370 | $302,728 | $402,603 | $298,907 | $167,719 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(e) | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
4.89%(e) | 3.59% | 0.51% | 0.67% | 2.02% | 2.54% | |||||
Portfolio turnover rate (f)
|
35%(g) | 34% | 68% | 76% | 71% | 100% |
(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 Loomis Sayles Opportunistic Bond ETF | |||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
For
the Period 9/28/2021*- 6/30/22 | |||
Net asset value, beginning of period
|
$ 25.63 | $ 26.09 | $ 30.00 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
0.82 | 1.45 | 0.67 | ||
Net realized and unrealized gain (loss) (b)
|
0.66 | (0.57) | (4.05) | ||
Total from investment operations
|
1.48 | 0.88 | (3.38) | ||
Net equalization credits and charges (a)
|
0.00(c) | (0.00)(c) | (0.02) | ||
Other capital (a)
|
0.01 | 0.02 | 0.06 | ||
Distributions to shareholders from: | |||||
Net investment income
|
(0.97) | (1.36) | (0.57) | ||
Net asset value, end of period
|
$ 26.15 | $ 25.63 | $ 26.09 | ||
Total return (d)
|
5.93% | 3.58% | (11.25)% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$37,911 | $29,477 | $28,703 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.53%(e) | 0.53% | 0.55%(e) | ||
Net expenses
|
0.53%(e) | 0.53% | 0.51%(e) | ||
Net investment income (loss)
|
6.45%(e) | 5.62% | 3.11%(e) | ||
Portfolio turnover rate (f)
|
29%(g) | 137% | 101%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Nuveen Municipal Bond ETF | |||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
For
the Period 2/3/21*- 6/30/21 | ||||
Net asset value, beginning of period
|
$ 26.92 | $ 26.97 | $ 30.11 | $ 30.00 | |||
Income (loss) from investment operations: | |||||||
Net investment income (loss) (a)
|
0.35 | 0.51 | 0.17 | 0.07 | |||
Net realized and unrealized gain (loss) (b)
|
0.64 | 0.04 | (2.80) | 0.11 | |||
Total from investment operations
|
0.99 | 0.55 | (2.63) | 0.18 | |||
Net equalization credits and charges (a)
|
0.00(c) | 0.01 | (0.00)(c) | 0.00(c) | |||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.01 | 0.03 | |||
Distributions to shareholders from: | |||||||
Net investment income
|
(0.38) | (0.36) | (0.30) | (0.10) | |||
Net realized gains
|
— | — | (0.22) | — | |||
Return of capital
|
— | (0.25) | — | — | |||
Total distributions
|
(0.38) | (0.61) | (0.52) | (0.10) | |||
Net asset value, end of period
|
$ 27.53 | $ 26.92 | $ 26.97 | $ 30.11 | |||
Total return (d)
|
3.74% | 2.10% | (8.83)% | 0.69% | |||
Ratios and Supplemental Data: | |||||||
Net assets, end of period (in 000s)
|
$49,554 | $43,071 | $35,061 | $45,164 | |||
Ratios to average net assets: | |||||||
Total expenses
|
0.40%(e) | 0.40% | 0.40% | 0.40%(e) | |||
Net investment income (loss)
|
2.60%(e) | 1.90% | 0.57% | 0.57%(e) | |||
Portfolio turnover rate (f)
|
22%(g) | 52% | 49% | 51%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Nuveen Municipal Bond ESG ETF | |||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
For
the Period 4/5/2022*- 6/30/22 | |||
Net asset value, beginning of period
|
$ 29.43 | $ 29.51 | $ 30.00 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
0.45 | 0.77 | 0.14 | ||
Net realized and unrealized gain (loss) (b)
|
0.62 | (0.03) | (0.57) | ||
Total from investment operations
|
1.07 | 0.74 | (0.43) | ||
Net equalization credits and charges (a)
|
(0.00)(c) | 0.00(c) | 0.00(c) | ||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.03 | ||
Distributions to shareholders from: | |||||
Net investment income
|
(0.52) | (0.82) | (0.09) | ||
Net asset value, end of period
|
$ 29.98 | $ 29.43 | $ 29.51 | ||
Total return (d)
|
3.70% | 2.53% | (1.31)% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$40,472 | $36,790 | $32,465 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.43%(e) | 0.44% | 0.43%(e) | ||
Net investment income (loss)
|
3.09%(e) | 2.62% | 2.00%(e) | ||
Portfolio turnover rate (f)
|
16%(g) | 50% | 5%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR SSGA Fixed Income Sector Rotation 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 |
For
the Period 4/3/2019*- 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 25.87 | $ 27.13 | $ 31.31 | $ 31.98 | $ 31.08 | $ 30.10 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.51 | 0.69 | 0.52 | 0.63 | 0.81 | 0.15 | |||||
Net realized and unrealized gain (loss) (b)
|
0.24 | (1.14) | (4.02) | (0.37) | 1.31 | 0.99 | |||||
Total from investment operations
|
0.75 | (0.45) | (3.50) | 0.26 | 2.12 | 1.14 | |||||
Net equalization credits and charges (a)
|
(0.04) | (0.14) | (0.14) | (0.16) | (0.17) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.58) | (0.67) | (0.54) | (0.77) | (1.05) | (0.16) | |||||
Net asset value, end of period
|
$ 26.00 | $ 25.87 | $ 27.13 | $ 31.31 | $ 31.98 | $ 31.08 | |||||
Total return (d)
|
2.81% | (2.12)% | (11.78)% | 0.29% | 6.42% | 3.81% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$202,549 | $179,572 | $118,545 | $82,974 | $47,014 | $10,877 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (e)
|
0.38%(f) | 0.36% | 0.39% | 0.39% | 0.31% | 0.31%(f) | |||||
Net investment income (loss)
|
3.99%(f) | 2.62% | 1.76% | 1.99% | 2.57% | 1.98%(f) | |||||
Portfolio turnover rate (g)
|
55%(h) | 110% | 75% | 79% | 150% | 32%(h) |
* | 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) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR SSGA US Sector Rotation 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 |
For
the Period 4/3/2019*- 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 43.35 | $ 38.06 | $ 44.38 | $ 32.83 | $ 30.73 | $ 30.09 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.23 | 0.54 | 0.47 | 0.36 | 0.57 | 0.23 | |||||
Net realized and unrealized gain (loss) (b)
|
2.57 | 5.51 | (5.07) | 11.62 | 1.98 | 0.55 | |||||
Total from investment operations
|
2.80 | 6.05 | (4.60) | 11.98 | 2.55 | 0.78 | |||||
Net equalization credits and charges (a)
|
(0.10) | (0.07) | (0.03) | (0.04) | 0.03 | (0.03) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.24) | (0.69) | (0.46) | (0.39) | (0.48) | (0.11) | |||||
Net realized gains
|
— | — | (1.23) | — | — | — | |||||
Total distributions
|
(0.24) | (0.69) | (1.69) | (0.39) | (0.48) | (0.11) | |||||
Net asset value, end of period
|
$ 45.81 | $ 43.35 | $ 38.06 | $ 44.38 | $ 32.83 | $ 30.73 | |||||
Total return (c)
|
6.28% | 15.91% | (11.02)% | 36.48% | 8.52% | 2.50% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$421,865 | $299,124 | $203,245 | $174,396 | $68,617 | $14,136 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (d)
|
0.57%(e) | 0.57% | 0.54% | 0.52% | 0.49% | 0.49%(e) | |||||
Net investment income (loss)
|
1.07%(e) | 1.37% | 1.06% | 0.89% | 1.79% | 3.12%(e) | |||||
Portfolio turnover rate (f)
|
99%(g) | 203% | 202% | 263% | 154% | 39%(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) | Total return is calculated assuming a purchase of Units at net asset value per Unit on the first day and a sale at net asset value per Unit on the last day of each period reported. Distributions are assumed, for the purposes of this calculation, to be reinvested at the net asset value per Unit on the respective payment dates of the Trust. Broker commission charges are not included in this calculation. |
(d) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR DoubleLine Emerging Markets Fixed Income ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 40.79 | $ 41.21 | $ 50.99 | $ 49.09 | $ 51.02 | $ 48.25 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.07 | 1.85 | 1.49 | 1.48 | 1.87 | 1.98 | |||||
Net realized and unrealized gain (loss) (b)
|
1.04 | (0.47) | (8.60) | 1.83 | (2.06) | 2.60 | |||||
Total from investment operations
|
2.11 | 1.38 | (7.11) | 3.31 | (0.19) | 4.58 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.01 | (0.01) | 0.03 | 0.04 | 0.03 | |||||
Other capital (a)
|
0.02 | 0.05 | 0.03 | 0.09 | 0.13 | 0.08 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.19) | (1.86) | (1.47) | (1.53) | (1.91) | (1.92) | |||||
Net realized gains
|
— | — | (1.22) | — | — | — | |||||
Total distributions
|
(1.19) | (1.86) | (2.69) | (1.53) | (1.91) | (1.92) | |||||
Net asset value, end of period
|
$ 41.74 | $ 40.79 | $ 41.21 | $ 50.99 | $ 49.09 | $ 51.02 | |||||
Total return (c)
|
5.40% | 3.63% | (14.57)% | 7.09% | (0.04)% | 9.99% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$84,521 | $79,532 | $74,181 | $123,643 | $94,494 | $65,050 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.65%(d) | 0.66% | 0.65% | 0.72% | 0.75% | 0.75% | |||||
Net expenses
|
0.65%(d) | 0.66% | 0.65% | 0.65% | 0.65% | 0.65% | |||||
Net investment income (loss)
|
5.27%(d) | 4.57% | 3.12% | 2.95% | 3.77% | 4.06% | |||||
Portfolio turnover rate (e)
|
26%(f) | 48% | 38% | 77% | 54% | 37% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR DoubleLine Short Duration Total Return Tactical 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
|
$ 46.41 | $ 46.59 | $ 49.69 | $ 49.57 | $ 49.53 | $ 48.81 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.12 | 1.68 | 0.69 | 0.68 | 1.08 | 1.30 | |||||
Net realized and unrealized gain (loss) (b)
|
0.46 | (0.22) | (2.96) | 0.14 | 0.07 | 0.62 | |||||
Total from investment operations
|
1.58 | 1.46 | (2.27) | 0.82 | 1.15 | 1.92 | |||||
Net equalization credits and charges (a)
|
0.02 | (0.01) | (0.01) | 0.01 | 0.00(c) | 0.03 | |||||
Contribution from affiliate (Note 5)
|
— | 0.00(c) | — | — | — | — | |||||
Other capital (a)
|
0.02 | 0.02 | 0.07 | 0.01 | 0.03 | 0.06 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.31) | (1.65) | (0.73) | (0.72) | (1.14) | (1.29) | |||||
Net realized gains
|
— | — | (0.16) | — | — | — | |||||
Total distributions
|
(1.31) | (1.65) | (0.89) | (0.72) | (1.14) | (1.29) | |||||
Net asset value, end of period
|
$ 46.72 | $ 46.41 | $ 46.59 | $ 49.69 | $ 49.57 | $ 49.53 | |||||
Total return (d)
|
3.56% | 3.24% | (4.52)% | 1.70% | 2.43% | 4.18% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$155,359 | $127,631 | $131,605 | $160,239 | $142,519 | $121,344 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(e) | 0.46% | 0.45% | 0.49% | 0.50% | 0.50% | |||||
Net expenses
|
0.45%(e) | 0.46% | 0.45% | 0.45% | 0.45% | 0.45% | |||||
Net investment income (loss)
|
4.78%(e) | 3.63% | 1.41% | 1.36% | 2.18% | 2.65% | |||||
Portfolio turnover rate (f)
|
17%(g) | 34% | 104% | 58% | 43% | 62% |
(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 DoubleLine Total Return Tactical ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 40.45 | $ 42.27 | $ 48.46 | $ 49.40 | $ 48.96 | $ 47.60 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.90 | 1.68 | 1.30 | 1.09 | 1.37 | 1.56 | |||||
Net realized and unrealized gain (loss) (b)
|
0.10 | (1.55) | (5.91) | (0.70) | 0.59 | 1.44 | |||||
Total from investment operations
|
1.00 | 0.13 | (4.61) | 0.39 | 1.96 | 3.00 | |||||
Net equalization credits and charges (a)
|
— | — | (0.00)(c) | 0.00(c) | (0.00)(c) | 0.00(c) | |||||
Contribution from affiliate
|
— | — | — | 0.00(c) | — | — | |||||
Other capital (a)
|
0.01 | 0.04 | 0.01 | 0.00(c) | 0.03 | 0.04 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.17) | (1.99) | (1.59) | (1.33) | (1.55) | (1.68) | |||||
Net asset value, end of period
|
$ 40.29 | $ 40.45 | $ 42.27 | $ 48.46 | $ 49.40 | $ 48.96 | |||||
Total return (d)
|
2.61% | 0.49% | (9.75)% | 0.81%(e) | 4.13% | 6.53% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,192,738 | $2,987,440 | $2,244,695 | $3,188,671 | $3,191,242 | $3,336,881 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.55%(f) | 0.56% | 0.55% | 0.62% | 0.65% | 0.65% | |||||
Net expenses
|
0.55%(f) | 0.56% | 0.55% | 0.55% | 0.55% | 0.55% | |||||
Net investment income (loss)
|
4.58%(f) | 4.11% | 2.79% | 2.22% | 2.80% | 3.27% | |||||
Portfolio turnover rate (g)
|
50%(h) | 113% | 119% | 82%(g) | 25% | 47% |
(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) | If an affiliate had not made a contribution during the year ended ended June 30, 2021, the total return would have remained 0.81%. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
Asset Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR SSGA Ultra Short Term Bond ETF | |||||||||||
Futures Contracts
|
$332,509 | $— | $— | $— | $— | $332,509 | |||||
SPDR Loomis Sayles Opportunistic Bond ETF | |||||||||||
Futures Contracts
|
346,175 | — | — | — | — | 346,175 |
Liability Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Loomis Sayles Opportunistic Bond ETF | |||||||||||
Swap Contracts
|
$6,576 | $— | $— | $— | $— | $6,576 |
Net Realized Gain (Loss) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR SSGA Ultra Short Term Bond ETF | |||||||||||
Futures Contracts
|
$(947,774) | $— | $ — | $— | $— | $(947,774) | |||||
SPDR Loomis Sayles Opportunistic Bond ETF | |||||||||||
Futures Contracts
|
(139,661) | — | — | — | — | (139,661) | |||||
Swap Contracts
|
(13,028) | — | (13,010) | — | — | (26,038) |
Net Change in Unrealized Appreciation/Depreciation | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR SSGA Ultra Short Term Bond ETF | |||||||||||
Futures Contracts
|
$627,537 | $— | $— | $— | $— | $627,537 | |||||
SPDR Loomis Sayles Opportunistic Bond ETF | |||||||||||
Futures Contracts
|
337,014 | — | — | — | — | 337,014 | |||||
Swap Contracts
|
41,925 | — | — | — | — | 41,925 |
Annual Rate | |
SPDR SSGA Multi-Asset Real Return ETF
|
0.50 *% |
SPDR SSGA Income Allocation ETF
|
0.50 * |
SPDR SSGA Global Allocation ETF
|
0.35 * |
Annual Rate | |
SPDR SSGA Ultra Short Term Bond ETF
|
0.20% |
SPDR Loomis Sayles Opportunistic Bond ETF
|
0.55 * |
SPDR Nuveen Municipal Bond ETF
|
0.40 |
SPDR Nuveen Municipal Bond ESG ETF
|
0.43 |
SPDR SSGA Fixed Income Sector Rotation ETF
|
0.50 * |
SPDR SSGA US Sector Rotation ETF
|
0.70 * |
SPDR DoubleLine Emerging Markets Fixed Income
ETF
|
0.65 |
SPDR DoubleLine Short Duration Total Return
Tactical ETF
|
0.45 |
SPDR DoubleLine Total Return Tactical ETF
|
0.55 |
* | The Advisory fees were reduced for SPDR SSGA Multi-Asset Real Return ETF, SPDR SSGA Income Allocation ETF, SPDR SSGA Global Allocation ETF, SPDR Loomis Sayles Opportunistic Bond ETF, SPDR SSGA Fixed Income Sector Rotation ETF and SPDR SSGA US Sector Rotation ETF by the acquired fund fees and expenses and for the period ended December 31, 2023, the net annualized advisory fees were 0.12%, 0.18%, 0.15%, 0.52%, 0.38% and 0.57%, respectively. |
U.S. Government Obligations | Other Securities | ||||||
Purchases | Sales | Purchases | Sales | ||||
SPDR SSGA Multi-Asset Real Return ETF
|
$ — | $ — | $ 46,033,947 | $ 50,178,499 | |||
SPDR SSGA Income Allocation ETF
|
— | — | 18,193,678 | 18,499,018 | |||
SPDR SSGA Global Allocation ETF
|
— | — | 128,526,304 | 125,378,320 | |||
SPDR SSGA Ultra Short Term Bond ETF
|
34,488,586 | 27,683,535 | 153,286,384 | 98,289,076 | |||
SPDR Loomis Sayles Opportunistic Bond ETF
|
— | — | 15,423,862 | 9,118,284 | |||
SPDR Nuveen Municipal Bond ETF
|
— | — | 15,422,800 | 9,768,843 | |||
SPDR Nuveen Municipal Bond ESG ETF
|
— | — | 6,943,439 | 5,882,599 | |||
SPDR SSGA Fixed Income Sector Rotation ETF
|
— | — | 97,756,975 | 98,344,928 | |||
SPDR SSGA US Sector Rotation ETF
|
— | — | 339,786,133 | 340,117,887 | |||
SPDR DoubleLine Emerging Markets Fixed Income
ETF
|
— | — | 20,733,590 | 20,061,696 | |||
SPDR DoubleLine Short Duration Total Return
Tactical ETF
|
33,687,800 | 7,015,431 | 24,725,991 | 13,262,445 | |||
SPDR DoubleLine Total Return Tactical ETF
|
1,560,534,613 | 1,361,094,585 | 179,494,670 | 175,791,706 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR SSGA Multi-Asset Real Return ETF
|
$ 77,013,521 | $113,858,583 | $4,124,776 | ||
SPDR SSGA Income Allocation ETF
|
7,320,978 | 1,994,987 | 42,399 | ||
SPDR SSGA Global Allocation ETF
|
17,888,080 | 15,960,372 | 2,473,585 | ||
SPDR Loomis Sayles Opportunistic Bond ETF
|
— | 7,252 | 11 | ||
SPDR Nuveen Municipal Bond ESG ETF
|
2,876,026 | — | — | ||
SPDR SSGA Fixed Income Sector Rotation ETF
|
34,940,019 | 13,152,057 | 86,815 | ||
SPDR SSGA US Sector Rotation ETF
|
127,621,327 | 29,014,133 | 4,358,670 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR SSGA Multi-Asset Real Return ETF
|
$ 558,588,983 | $ 4,482,513 | $ 31,432,324 | $ (26,949,811) | |||
SPDR SSGA Income Allocation ETF
|
93,941,359 | 1,727,797 | 5,871,998 | (4,144,201) | |||
SPDR SSGA Global Allocation ETF
|
233,349,227 | 24,155,581 | 6,176,804 | 17,978,777 | |||
SPDR SSGA Ultra Short Term Bond ETF
|
569,027,945 | 3,675,577 | 1,370,002 | 2,305,575 | |||
SPDR Loomis Sayles Opportunistic Bond ETF
|
36,911,821 | 1,128,019 | 635,764 | 492,255 | |||
SPDR Nuveen Municipal Bond ETF
|
49,687,069 | 974,303 | 1,648,182 | (673,879) | |||
SPDR Nuveen Municipal Bond ESG ETF
|
39,598,910 | 778,152 | 227,522 | 550,630 | |||
SPDR SSGA Fixed Income Sector Rotation ETF
|
221,002,229 | 1,501,660 | 643,003 | 858,657 | |||
SPDR SSGA US Sector Rotation ETF
|
426,056,686 | 47,772,172 | 1,472,090 | 46,300,082 | |||
SPDR DoubleLine Emerging Markets Fixed Income
ETF
|
89,556,815 | 1,130,253 | 7,218,261 | (6,088,008) | |||
SPDR DoubleLine Short Duration Total Return
Tactical ETF
|
154,097,999 | 861,650 | 4,040,869 | (3,179,219) | |||
SPDR DoubleLine Total Return Tactical ETF
|
3,341,951,253 | 72,991,109 | 244,094,262 | (171,103,153) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR SSGA Multi-Asset Real Return ETF
|
$ 22,286,672 | $ 22,259,665 | $ 738,150 | $ 22,997,815 | ||||
SPDR SSGA Income Allocation ETF
|
14,748,000 | 11,290,594 | 3,864,000 | 15,154,594 | ||||
SPDR SSGA Global Allocation ETF
|
13,670,034 | 11,654,151 | 2,368,610 | 14,022,761 | ||||
SPDR SSGA Fixed Income Sector Rotation ETF
|
18,837,690 | 19,257,020 | 114,050 | 19,371,070 | ||||
SPDR SSGA US Sector Rotation ETF
|
57,934,124 | 50,319,432 | 8,846,400 | 59,165,832 |
* | 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 SSGA Multi-Asset Real Return ETF
|
Mutual Funds and Exchange Traded Products | $22,259,665 | $— | $— | $— | $22,259,665 | $22,259,665 | |||||||
SPDR SSGA Income Allocation ETF
|
Mutual Funds and Exchange Traded Products | 11,290,594 | — | — | — | 11,290,594 | 11,290,594 | |||||||
SPDR SSGA Global Allocation ETF
|
Mutual Funds and Exchange Traded Products | 11,654,151 | — | — | — | 11,654,151 | 11,654,151 | |||||||
SPDR SSGA Fixed Income Sector Rotation ETF
|
Mutual Funds and Exchange Traded Products | 19,257,020 | — | — | — | 19,257,020 | 19,257,020 | |||||||
SPDR SSGA US Sector Rotation ETF
|
Mutual Funds and Exchange Traded Products | 50,319,432 | — | — | — | 50,319,432 | 50,319,432 |
SPDR SSGA Ultra Short Term Bond ETF |
SPDR Loomis Sayles Opportunistic Bond ETF |
SPDR Nuveen Municipal Bond ETF |
SPDR Nuveen Municipal Bond ESG ETF |
SPDR DoubleLine Emerging Markets Fixed Income ETF |
SPDR DoubleLine Short Duration Total Return Tactical ETF |
SPDR DoubleLine Total Return Tactical 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 SSGA Multi-Asset Real Return ETF
|
0.12% | $1,045.30 | $0.62 | $1,024.50 | $0.61 | ||||
SPDR SSGA Income Allocation ETF
|
0.18 | 1,050.40 | 0.93 | 1,024.20 | 0.92 | ||||
SPDR SSGA Global Allocation ETF
|
0.15 | 1,050.70 | 0.77 | 1,024.40 | 0.76 | ||||
SPDR SSGA Ultra Short Term Bond ETF
|
0.20 | 1,032.10 | 1.02 | 1,024.10 | 1.02 | ||||
SPDR Loomis Sayles Opportunistic Bond ETF
|
0.53 | 1,059.30 | 2.74 | 1,022.50 | 2.69 | ||||
SPDR Nuveen Municipal Bond ETF
|
0.40 | 1,037.40 | 2.05 | 1,023.10 | 2.03 | ||||
SPDR Nuveen Municipal Bond ESG ETF
|
0.43 | 1,037.00 | 2.20 | 1,023.00 | 2.19 | ||||
SPDR SSGA Fixed Income Sector Rotation ETF
|
0.38 | 1,028.10 | 1.94 | 1,023.20 | 1.93 | ||||
SPDR SSGA US Sector Rotation ETF
|
0.57 | 1,062.80 | 2.96 | 1,022.30 | 2.90 | ||||
SPDR DoubleLine Emerging Markets Fixed Income
ETF
|
0.65 | 1,054.00 | 3.36 | 1,021.90 | 3.30 | ||||
SPDR DoubleLine Short Duration Total Return
Tactical ETF
|
0.45 | 1,035.60 | 2.30 | 1,022.90 | 2.29 | ||||
SPDR DoubleLine Total Return Tactical ETF
|
0.55 | 1,026.10 | 2.80 | 1,022.40 | 2.80 |
(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. |