SPDR Bloomberg SASB Corporate Bond ESG Select ETF |
|
1 |
|
2 |
|
10 |
|
13 |
|
14 |
|
19 |
Description | % of Net Assets | ||
Bank
of America Corp. 1.66% 3/11/2027 |
1.5% | ||
Cisco
Systems, Inc. 5.90% 2/15/2039 |
1.2 | ||
Deutsche
Telekom International Finance B.V. 8.75% 6/15/2030 |
1.0 | ||
AT&T,
Inc. 6.55% 2/15/2039 |
0.9 | ||
Lloyds
Banking Group PLC 2.44% 2/5/2026 |
0.9 | ||
TOTAL | 5.5% |
% of Net Assets | |||
Corporate Bonds & Notes | 99.0% | ||
Other Assets in Excess of Liabilities | 1.0 | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$— | $29,299,495 | $— | $29,299,495 |
ASSETS | |
Investments in unaffiliated issuers, at
value
|
$29,299,495 |
Cash
|
378,303 |
Receivable for investments sold
|
371,542 |
Interest receivable — unaffiliated issuers
|
242,983 |
TOTAL ASSETS
|
30,292,323 |
LIABILITIES | |
Payable for investments purchased
|
707,983 |
Advisory fee payable
|
3,021 |
Trustees’ fees and expenses payable
|
4 |
TOTAL LIABILITIES
|
711,008 |
NET ASSETS
|
$29,581,315 |
NET ASSETS CONSIST OF: | |
Paid-in Capital
|
$30,002,161 |
Total distributable earnings (loss)
|
(420,846) |
NET ASSETS
|
$29,581,315 |
NET ASSET VALUE PER SHARE | |
Net asset value per share
|
$ 24.65 |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
1,200,000 |
COST OF INVESTMENTS: | |
Investments in unaffiliated issuers
|
$ 29,678,311 |
INVESTMENT INCOME | |
Interest income — unaffiliated issuers
|
$ 297,836 |
EXPENSES | |
Advisory fee
|
18,074 |
Trustees’ fees and expenses
|
150 |
TOTAL EXPENSES
|
18,224 |
NET INVESTMENT INCOME (LOSS)
|
$ 279,612 |
REALIZED AND UNREALIZED GAIN (LOSS) | |
Net realized gain (loss) on: | |
Investments — unaffiliated issuers
|
(8,257) |
Net change in unrealized appreciation/depreciation on: | |
Investments — unaffiliated issuers
|
(248,125) |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(256,382) |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 23,230 |
Six
Months Ended 12/31/21 (Unaudited) |
For
the Period 11/9/20*- 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 279,612 | $ 331,625 | |
Net realized gain (loss)
|
(8,257) | 8,070 | |
Net change in unrealized
appreciation/depreciation
|
(248,125) | (130,691) | |
Net increase (decrease) in net assets resulting
from operations
|
23,230 | 209,004 | |
Net equalization credits and charges
|
— | 4,209 | |
Distributions to shareholders
|
(351,870) | (301,210) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
— | 30,001,526 | |
Net income equalization
|
— | (4,209) | |
Other Capital
|
— | 635 | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
— | 29,997,952 | |
Net increase (decrease) in net assets during the
period
|
(328,640) | 29,909,955 | |
Net assets at beginning of period
|
29,909,955 | — | |
NET ASSETS AT END OF PERIOD
|
$29,581,315 | $29,909,955 | |
SHARES OF BENEFICIAL INTEREST: |
* | Commencement of operations. |
SPDR Bloomberg SASB Corporate Bond ESG Select ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
For
the Period 11/09/20*- 6/30/21 | ||
Net asset value, beginning of period
|
$ 24.92 | $ 25.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.23 | 0.30 | |
Net realized and unrealized gain (loss) (b)
|
(0.21) | (0.11) | |
Total from investment operations
|
0.02 | 0.19 | |
Net equalization credits and charges (a)
|
— | 0.00(c) | |
Other capital (a)
|
— | 0.00(c) | |
Distributions to shareholders from: | |||
Net investment income
|
(0.29) | (0.27) | |
Net asset value, end of period
|
$ 24.65 | $ 24.92 | |
Total return (d)
|
0.07% | 0.78% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$29,581 | $29,910 | |
Ratios to average net assets: | |||
Total expenses
|
0.12%(e) | 0.12%(e) | |
Net investment income (loss)
|
1.86%(e) | 1.85%(e) | |
Portfolio turnover rate (f)
|
13%(g) | 16%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
Annual Rate | |
SPDR Bloomberg SASB Corporate Bond ESG Select
ETF
|
0.12% |
Purchases | Sales | ||
SPDR Bloomberg SASB Corporate Bond ESG Select
ETF
|
$4,079,577 | $3,923,709 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR Bloomberg SASB Corporate Bond ESG Select
ETF
|
$29,697,885 | $136,898 | $535,288 | $(398,390) |
SPDR Bloomberg SASB Corporate Bond ESG Select ETF | |
Annualized Expense Ratio
|
0.12% |
Actual: | |
Ending Account Value
|
$1,000.70 |
Expenses Paid During Period
|
0.61 |
Hypothetical (assuming a 5% return before expenses): | |
Ending Account Value
|
1,024.60 |
Expenses Paid During Period(a)
|
0.61 |
(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 365. |
• | the Program supported the Fund's ability to honor redemption requests timely; |
• | the Program supported SSGA FM's management of the Fund's liquidity profile, including during periods of market volatility and net redemptions; |
• | no material liquidity issues were identified during the period; |
• | there were no material changes to the Program during the period; |
• | the implementation of the Program was effective to manage the Fund's liquidity risk; and |
• | the Program operated adequately during the period. |