SPDR Bloomberg 1-10 Year TIPS ETF (Formerly, SPDR Bloomberg Barclays 1-10 Year TIPS ETF) |
SPDR Bloomberg 1-3 Month T-Bill ETF (Formerly, SPDR Bloomberg Barclays 1-3 Month T-Bill ETF) |
SPDR Bloomberg 3-12 Month T-Bill ETF (Formerly, SPDR Bloomberg Barclays 3-12 Month T-Bill ETF) |
Portfolio Statistics (Unaudited) | |
|
1 |
|
2 |
|
3 |
Schedules of Investments (Unaudited) | |
|
4 |
|
6 |
|
8 |
|
10 |
|
17 |
|
20 |
|
31 |
Description | % of Net Assets | ||
Treasury
Inflation Protected Indexed Notes 0.63% 1/15/2026 |
4.2% | ||
Treasury
Inflation Protected Indexed Notes 0.63% 4/15/2023 |
4.1 | ||
Treasury
Inflation Protected Indexed Notes 0.63% 1/15/2024 |
4.0 | ||
Treasury
Inflation Protected Indexed Notes 0.38% 1/15/2027 |
3.7 | ||
Treasury
Inflation Protected Indexed Notes 0.13% 1/15/2030 |
3.7 | ||
TOTAL | 19.7% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.7% | ||
Short-Term Investments | 2.1 | ||
Liabilities in Excess of Other Assets | (1.8) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Bill 0.05% 1/27/2022 |
12.6% | ||
U.S.
Treasury Bill 0.05% 2/24/2022 |
12.6 | ||
U.S.
Treasury Bill 0.06% 2/3/2022 |
9.5 | ||
U.S.
Treasury Bill 0.05% 2/10/2022 |
9.5 | ||
U.S.
Treasury Bill 0.05% 2/17/2022 |
9.5 | ||
TOTAL | 53.7% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.8% | ||
Short-Term Investment | 0.2 | ||
Liabilities in Excess of Other Assets | (0.0) * | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
U.S.
Treasury Bill 0.05% 3/3/2022 |
10.3% | ||
U.S.
Treasury Bill 0.07% 5/19/2022 |
8.4 | ||
U.S.
Treasury Bill 0.07% 3/24/2022 |
7.8 | ||
U.S.
Treasury Bill 0.06% 4/21/2022 |
7.8 | ||
U.S.
Treasury Bill 0.12% 5/26/2022 |
5.0 | ||
TOTAL | 39.3% |
% of Net Assets | |||
U.S. Treasury Obligations | 100.0% | ||
Short-Term Investment | 0.0 * | ||
Liabilities in Excess of Other Assets | (0.0) * | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Security Description | Principal
Amount |
Value | |||
U.S. TREASURY OBLIGATIONS — 99.7% | |||||
Treasury Inflation Protected Indexed Bonds: | |||||
1.75%, 1/15/2028
|
$ 16,275,529 | $ 19,550,063 | |||
2.00%, 1/15/2026
|
21,919,430 | 25,389,667 | |||
2.38%, 1/15/2025
|
34,376,901 | 39,188,423 | |||
2.38%, 1/15/2027
|
18,864,537 | 22,821,059 | |||
2.50%, 1/15/2029
|
15,495,850 | 19,827,338 | |||
3.63%, 4/15/2028
|
23,878,035 | 31,768,571 | |||
3.88%, 4/15/2029
|
27,540,348 | 38,394,939 | |||
Treasury Inflation Protected Indexed Notes: | |||||
0.13%, 1/15/2023
|
35,885,332 | 37,078,317 | |||
0.13%, 7/15/2024
|
39,647,887 | 42,296,434 | |||
0.13%, 10/15/2024
|
28,947,094 | 30,939,378 | |||
0.13%, 4/15/2025
|
32,479,542 | 34,780,063 | |||
0.13%, 10/15/2025
|
26,431,215 | 28,533,466 | |||
0.13%, 4/15/2026 (a)
|
31,898,835 | 34,459,372 | |||
0.13%, 7/15/2026
|
37,685,457 | 40,980,984 | |||
0.13%, 10/15/2026
|
10,390,788 | 11,315,734 | |||
0.13%, 1/15/2030
|
38,468,163 | 42,745,336 | |||
0.13%, 7/15/2030
|
37,901,549 | 42,416,425 | |||
0.13%, 1/15/2031 (a)
|
37,095,794 | 41,546,082 | |||
0.13%, 7/15/2031
|
35,622,154 | 40,051,124 | |||
0.25%, 1/15/2025
|
35,331,436 | 37,879,017 | |||
0.25%, 7/15/2029
|
36,657,010 | 41,108,796 | |||
0.38%, 7/15/2023
|
40,292,534 | 42,388,213 | |||
0.38%, 7/15/2025
|
36,687,930 | 39,895,760 | |||
0.38%, 1/15/2027
|
39,477,113 | 43,490,358 | |||
0.38%, 7/15/2027
|
32,436,455 | 36,051,687 | |||
0.50%, 4/15/2024
|
26,733,882 | 28,523,165 | |||
0.50%, 1/15/2028
|
37,292,487 | 41,775,506 | |||
0.63%, 4/15/2023
|
45,727,577 | 47,823,768 | |||
0.63%, 1/15/2024
|
43,230,246 | 46,051,089 | |||
0.63%, 1/15/2026
|
43,932,855 | 48,307,497 | |||
0.75%, 7/15/2028
|
34,210,412 | 39,228,986 | |||
0.88%, 1/15/2029
|
34,711,019 | 40,189,234 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$1,132,091,606)
|
1,156,795,851 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 2.1% | ||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares 0.03% (b) (c)
|
237,783 | $ 237,783 | ||||
State Street Navigator Securities Lending
Portfolio II (d) (e)
|
23,677,471 | 23,677,471 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$23,915,254)
|
23,915,254 | |||||
TOTAL INVESTMENTS — 101.8% (Cost
$1,156,006,860)
|
1,180,711,105 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.8)%
|
(21,073,123) | |||||
NET ASSETS — 100.0%
|
$ 1,159,637,982 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(d) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury Obligations
|
$ — | $1,156,795,851 | $— | $1,156,795,851 | ||||
Short-Term Investments
|
23,915,254 | — | — | 23,915,254 | ||||
TOTAL INVESTMENTS
|
$23,915,254 | $1,156,795,851 | $— | $ 1,180,711,105 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
185,388 | $ 185,388 | $ 56,879,053 | $ 56,826,658 | $— | $— | 237,783 | $ 237,783 | $ 173 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
36,242,881 | 36,242,881 | 284,256,071 | 296,821,481 | — | — | 23,677,471 | 23,677,471 | 17,347 | ||||||||
Total
|
$36,428,269 | $341,135,124 | $353,648,139 | $— | $— | $23,915,254 | $17,520 |
Security Description | Principal
Amount |
Value | |||
U.S. TREASURY OBLIGATIONS — 99.8% (a) | |||||
U.S. Treasury Bill: | |||||
0.03%, 1/18/2022
|
$ 677,624,000 | $ 677,619,765 | |||
0.04%, 1/6/2022
|
1,182,696,000 | 1,182,695,610 | |||
0.05%, 1/4/2022
|
677,640,000 | 677,640,562 | |||
0.05%, 1/13/2022
|
1,145,766,000 | 1,145,761,222 | |||
0.05%, 1/20/2022
|
1,219,683,000 | 1,219,675,804 | |||
0.05%, 1/25/2022
|
677,624,000 | 677,616,234 | |||
0.05%, 1/27/2022
|
1,712,560,000 | 1,712,528,609 | |||
0.05%, 2/10/2022
|
1,293,626,000 | 1,293,581,616 | |||
0.05%, 2/17/2022
|
1,293,609,000 | 1,293,560,490 | |||
0.05%, 2/24/2022
|
1,712,439,000 | 1,712,370,982 | |||
0.06%, 1/11/2022
|
677,656,000 | 677,655,248 | |||
0.06%, 2/3/2022
|
1,293,673,000 | 1,293,639,584 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$13,564,169,462)
|
13,564,345,726 |
Shares | |||
SHORT-TERM INVESTMENT — 0.2% | |||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares 0.03% (b) (c) (Cost $22,773,774)
|
22,773,774 | 22,773,774 | |
TOTAL INVESTMENTS — 100.0% (Cost
$13,586,943,236)
|
13,587,119,500 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.0)%
(d)
|
(1,550,806) | ||
NET ASSETS — 100.0%
|
$13,585,568,694 |
(a) | Rate shown is the discount rate at time of purchase, not a coupon rate. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(d) | 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: | ||||||||
U.S. Treasury Obligations
|
$ — | $13,564,345,726 | $— | $13,564,345,726 | ||||
Short-Term Investment
|
22,773,774 | — | — | 22,773,774 | ||||
TOTAL INVESTMENTS
|
$22,773,774 | $13,564,345,726 | $— | $ 13,587,119,500 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
29,161,572 | $29,161,572 | $8,159,110 | $14,546,908 | $— | $— | 22,773,774 | $22,773,774 | $3,409 |
Security Description | Principal
Amount |
Value | |||
U.S. TREASURY OBLIGATIONS — 100.0% (a) | |||||
U.S. Treasury Bill: | |||||
0.05%, 3/3/2022
|
$ 2,061,500 | $ 2,061,339 | |||
0.05%, 3/31/2022
|
826,800 | 826,695 | |||
0.05%, 6/16/2022
|
667,800 | 667,401 | |||
0.06%, 3/17/2022
|
886,800 | 886,701 | |||
0.06%, 4/14/2022
|
826,800 | 826,626 | |||
0.06%, 4/21/2022
|
1,554,600 | 1,554,256 | |||
0.06%, 5/5/2022
|
943,800 | 943,548 | |||
0.06%, 5/12/2022
|
943,800 | 943,496 | |||
0.07%, 3/10/2022
|
943,800 | 943,726 | |||
0.07%, 3/24/2022
|
1,554,600 | 1,554,407 | |||
0.07%, 5/19/2022
|
1,671,600 | 1,670,983 | |||
0.08%, 8/11/2022
|
667,800 | 666,994 | |||
0.09%, 6/2/2022
|
1,003,700 | 1,003,256 | |||
0.10%, 4/7/2022
|
826,800 | 826,642 | |||
0.10%, 4/28/2022
|
943,800 | 943,570 | |||
0.12%, 5/26/2022
|
1,003,700 | 1,003,325 | |||
0.12%, 7/14/2022
|
667,800 | 667,158 | |||
0.15%, 9/8/2022
|
667,800 | 666,787 | |||
0.29%, 10/6/2022
|
667,800 | 666,488 | |||
0.29%, 11/3/2022
|
676,000 | 674,491 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$19,999,551)
|
19,997,889 |
Shares | |||
SHORT-TERM INVESTMENT — 0.0% (b) | |||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares 0.03% (c) (d) (Cost $2,394)
|
2,394 | 2,394 | |
TOTAL INVESTMENTS — 100.0% (Cost
$20,001,945)
|
20,000,283 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.0)%
(b)
|
(1,229) | ||
NET ASSETS — 100.0%
|
$ 19,999,054 |
(a) | Rate shown is the discount rate at time of purchase, not a coupon rate. |
(b) | Amount is less than 0.05% of net assets. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at December 31, 2021. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury Obligations
|
$ — | $19,997,889 | $— | $19,997,889 | ||||
Short-Term Investment
|
2,394 | — | — | 2,394 | ||||
TOTAL INVESTMENTS
|
$2,394 | $19,997,889 | $— | $20,000,283 |
Number
of Shares Held at 9/23/20 |
Value
at 9/23/20 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
3,426 | $3,426 | $17,041 | $18,073 | $— | $— | 2,394 | $2,394 | $1 |
SPDR Bloomberg 1-10 Year TIPS ETF | SPDR Bloomberg 1-3 Month T-Bill ETF | ||
ASSETS | |||
Investments in unaffiliated issuers, at
value*
|
$1,156,795,851 | $13,564,345,726 | |
Investments in affiliated issuers, at value
|
23,915,254 | 22,773,774 | |
Total Investments
|
1,180,711,105 | 13,587,119,500 | |
Receivable for investments sold
|
2,130,317 | — | |
Dividends receivable — affiliated issuers
|
36 | 498 | |
Interest receivable — unaffiliated issuers
|
2,725,197 | — | |
Securities lending income receivable —
unaffiliated issuers
|
56 | — | |
Securities lending income receivable — affiliated
issuers
|
2,448 | — | |
TOTAL ASSETS
|
1,185,569,159 | 13,587,119,998 | |
LIABILITIES | |||
Payable upon return of securities loaned
|
23,677,471 | — | |
Payable for fund shares repurchased
|
2,112,273 | — | |
Advisory fee payable
|
141,387 | 1,530,306 | |
Trustees’ fees and expenses payable
|
46 | 20,998 | |
TOTAL LIABILITIES
|
25,931,177 | 1,551,304 | |
NET ASSETS
|
$1,159,637,982 | $13,585,568,694 | |
NET ASSETS CONSIST OF: | |||
Paid-in Capital
|
$1,135,706,237 | $13,591,831,997 | |
Total distributable earnings (loss)
|
23,931,745 | (6,263,303) | |
NET ASSETS
|
$1,159,637,982 | $13,585,568,694 | |
NET ASSET VALUE PER SHARE | |||
Net asset value per share
|
$ 21.12 | $ 91.43 | |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
54,900,000 | 148,594,503 | |
COST OF INVESTMENTS: | |||
Investments in unaffiliated issuers
|
$1,132,091,606 | $13,564,169,462 | |
Investments in affiliated issuers
|
23,915,254 | 22,773,774 | |
Total cost of investments
|
$1,156,006,860 | $13,586,943,236 | |
* Includes investments in securities on loan, at
value
|
$ 23,256,052 | $ — |
SPDR Bloomberg 3-12 Month T-Bill ETF | |
ASSETS | |
Investments in unaffiliated issuers, at
value
|
$19,997,889 |
Investments in affiliated issuers, at value
|
2,394 |
Total Investments
|
20,000,283 |
TOTAL ASSETS
|
20,000,283 |
LIABILITIES | |
Advisory fee payable
|
1,216 |
Trustees’ fees and expenses payable
|
13 |
TOTAL LIABILITIES
|
1,229 |
NET ASSETS
|
$19,999,054 |
NET ASSETS CONSIST OF: | |
Paid-in Capital
|
$20,004,757 |
Total distributable earnings (loss)
|
(5,703) |
NET ASSETS
|
$19,999,054 |
NET ASSET VALUE PER SHARE | |
Net asset value per share
|
$ 100.00 |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
200,000 |
COST OF INVESTMENTS: | |
Investments in unaffiliated issuers
|
$19,999,551 |
Investments in affiliated issuers
|
2,394 |
Total cost of investments
|
$20,001,945 |
SPDR Bloomberg 1-10 Year TIPS ETF | SPDR Bloomberg 1-3 Month T-Bill ETF | ||
INVESTMENT INCOME | |||
Interest income — unaffiliated issuers
|
$24,032,934 | $ 2,626,260 | |
Dividend income — affiliated issuers
|
173 | 3,409 | |
Unaffiliated securities lending income
|
217 | — | |
Affiliated securities lending income
|
17,347 | — | |
TOTAL INVESTMENT INCOME (LOSS)
|
24,050,671 | 2,629,669 | |
EXPENSES | |||
Advisory fee
|
715,376 | 8,583,141 | |
Trustees’ fees and expenses
|
3,778 | 73,825 | |
Miscellaneous expenses
|
11 | 153 | |
TOTAL EXPENSES
|
719,165 | 8,657,119 | |
NET INVESTMENT INCOME (LOSS)
|
$23,331,506 | $(6,027,450) | |
REALIZED AND UNREALIZED GAIN (LOSS) | |||
Net realized gain (loss) on: | |||
Investments — unaffiliated issuers
|
(156,692) | (412,117) | |
In-kind redemptions — unaffiliated issuers
|
10,345,855 | 5,876 | |
Net realized gain (loss)
|
10,189,163 | (406,241) | |
Net change in unrealized appreciation/depreciation on: | |||
Investments — unaffiliated issuers
|
(5,267,069) | 505,664 | |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
4,922,094 | 99,423 | |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$28,253,600 | $(5,928,027) |
SPDR Bloomberg 3-12 Month T-Bill ETF | |
INVESTMENT INCOME | |
Interest income — unaffiliated issuers
|
$ 2,836 |
Dividend income — affiliated issuers
|
1 |
TOTAL INVESTMENT INCOME (LOSS)
|
2,837 |
EXPENSES | |
Advisory fee
|
6,856 |
Trustees’ fees and expenses
|
60 |
TOTAL EXPENSES
|
6,916 |
NET INVESTMENT INCOME (LOSS)
|
$(4,079) |
REALIZED AND UNREALIZED GAIN (LOSS) | |
Net realized gain (loss) on: | |
Investments — unaffiliated issuers
|
38 |
Net change in unrealized appreciation/depreciation on: | |
Investments — unaffiliated issuers
|
(1,495) |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(1,457) |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(5,536) |
SPDR Bloomberg 1-10 Year TIPS ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 23,331,506 | $ 19,658,282 | |
Net realized gain (loss)
|
10,189,163 | 4,944,368 | |
Net change in unrealized
appreciation/depreciation
|
(5,267,069) | 9,340,002 | |
Net increase (decrease) in net assets resulting
from operations
|
28,253,600 | 33,942,652 | |
Net equalization credits and charges
|
(2,640,541) | (3,502,993) | |
Distributions to shareholders
|
(28,891,896) | (13,398,677) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
502,458,043 | 416,910,972 | |
Cost of shares redeemed
|
(121,637,359) | (47,787,397) | |
Net income equalization
|
2,640,541 | 3,502,993 | |
Other Capital
|
1,993 | 1,909 | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
383,463,218 | 372,628,477 | |
Net increase (decrease) in net assets during the
period
|
380,184,381 | 389,669,459 | |
Net assets at beginning of period
|
779,453,601 | 389,784,142 | |
NET ASSETS AT END OF PERIOD
|
$1,159,637,982 | $779,453,601 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
23,700,000 | 20,000,000 | |
Shares redeemed
|
(5,700,000) | (2,300,000) | |
Net increase (decrease) from share
transactions
|
18,000,000 | 17,700,000 |
SPDR Bloomberg 1-3 Month T-Bill ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ (6,027,450) | $ (8,887,655) | |
Net realized gain (loss)
|
(406,241) | 1,108,499 | |
Net change in unrealized
appreciation/depreciation
|
505,664 | (260,484) | |
Net increase (decrease) in net assets resulting
from operations
|
(5,928,027) | (8,039,640) | |
Distributions to shareholders
|
— | (468,776) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
2,441,654,822 | 3,550,701,504 | |
Cost of shares redeemed
|
(800,220,025) | (7,701,279,785) | |
Other Capital
|
— | 24,767 | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
1,641,434,797 | (4,150,553,514) | |
Net increase (decrease) in net assets during the
period
|
1,635,506,770 | (4,159,061,930) | |
Net assets at beginning of period
|
11,950,061,924 | 16,109,123,854 | |
NET ASSETS AT END OF PERIOD
|
$13,585,568,694 | $ 11,950,061,924 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
26,700,000 | 38,800,000 | |
Shares redeemed
|
(8,750,000) | (84,150,000) | |
Net increase (decrease) from share
transactions
|
17,950,000 | (45,350,000) |
SPDR Bloomberg Barclays 3-12 Month T-Bill ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
For
the Period 9/23/2020*- 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ (4,079) | $ (4,606) | |
Net realized gain (loss)
|
38 | 2,710 | |
Net change in unrealized
appreciation/depreciation
|
(1,495) | (167) | |
Net increase (decrease) in net assets resulting
from operations
|
(5,536) | (2,063) | |
Net equalization credits and charges
|
(8,224) | 405 | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
9,999,625 | 15,010,697 | |
Cost of shares redeemed
|
— | (5,003,669) | |
Net income equalization
|
8,224 | (405) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
10,007,849 | 10,006,623 | |
Net increase (decrease) in net assets during the
period
|
9,994,089 | 10,004,965 | |
Net assets at beginning of period
|
10,004,965 | — | |
NET ASSETS AT END OF PERIOD
|
$19,999,054 | $10,004,965 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
100,000 | 150,000 | |
Shares redeemed
|
— | (50,000) | |
Net increase (decrease) from share
transactions
|
100,000 | 100,000 |
*Commencement of operations. |
SPDR Bloomberg 1-10 Year TIPS ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 |
Year
Ended 6/30/17 | ||||||
Net asset value, beginning of period
|
$ 21.12 | $ 20.30 | $ 19.59 | $ 19.27 | $ 19.46 | $ 19.89 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.52 | 0.72 | 0.12 | 0.44 | 0.53 | 0.38 | |||||
Net realized and unrealized gain (loss) (b)
|
0.21 | 0.70 | 0.99 | 0.43 | (0.21) | (0.47) | |||||
Total from investment operations
|
0.73 | 1.42 | 1.11 | 0.87 | 0.32 | (0.09) | |||||
Net equalization credits and charges (a)
|
(0.06) | (0.13) | (0.01) | (0.01) | (0.07) | 0.01 | |||||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.00(c) | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.67) | (0.47) | (0.27) | (0.54) | (0.44) | (0.35) | |||||
Return of Capital
|
— | — | (0.12) | — | — | — | |||||
Total distributions
|
(0.67) | (0.47) | (0.39) | (0.54) | (0.44) | (0.35) | |||||
Net asset value, end of period
|
$ 21.12 | $ 21.12 | $ 20.30 | $ 19.59 | $ 19.27 | $ 19.46 | |||||
Total return (d)
|
3.19% | 6.42% | 5.74% | 4.57% | 1.31% | (0.41)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,159,638 | $779,454 | $389,784 | $340,829 | $258,195 | $114,802 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(e) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
4.89%(e) | 3.45% | 0.61% | 2.32% | 2.73% | 1.94% | |||||
Portfolio turnover rate (f)
|
6%(g) | 15% | 17% | 20% | 21% | 22% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Bloomberg 1-3 Month T-Bill ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) |
Year
Ended 6/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 91.47 | $ 91.53 | $ 91.60 | $ 91.57 | $ 91.48 | $ 91.42 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
(0.04) | (0.06) | 0.88 | 1.97 | 1.15 | 0.28 | |||||
Net realized and unrealized gain (loss) (c)
|
0.00(d) | 0.00(d) | 0.32 | (0.05) | (0.10) | (0.00)(d) | |||||
Total from investment operations
|
(0.04) | (0.06) | 1.20 | 1.92 | 1.05 | 0.28 | |||||
Net equalization credits and charges (b)
|
— | — | — | — | — | (0.00)(d) | |||||
Contribution from Adviser
|
— | — | — | — | 0.00(d) | — | |||||
Other capital (b)
|
— | 0.00(d) | — | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
— | (0.00)(d) | (1.27) | (1.89) | (0.96) | (0.22) | |||||
Net asset value, end of period
|
$ 91.43 | $ 91.47 | $ 91.53 | $ 91.60 | $ 91.57 | $ 91.48 | |||||
Total return (e)
|
(0.05)% | (0.06)% | 1.32% | 2.13% | 1.16% | 0.31% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$13,585,569 | $11,950,062 | $16,109,124 | $9,306,387 | $3,364,553 | $1,651,104 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.14%(f) | 0.14% | 0.14% | 0.14% | 0.14% | 0.14% | |||||
Net investment income (loss)
|
(0.09)%(f) | (0.07)% | 0.96% | 2.15% | 1.26% | 0.30% |
(a) | On November 29, 2017, the SPDR Bloomberg Barclays 1-3 Month T-Bill ETF underwent a 1-for-2 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
SPDR Bloomberg 3-12 Month T-Bill ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
For
the Period 9/23/20*- 6/30/21 | ||
Net asset value, beginning of period
|
$100.05 | $100.07 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
(0.04) | (0.04) | |
Net realized and unrealized gain (loss) (b)
|
0.07 | 0.02 | |
Total from investment operations
|
0.03 | (0.02) | |
Net equalization credits and charges (a)
|
(0.08) | 0.00(c) | |
Net asset value, end of period
|
$100.00 | $100.05 | |
Total return (d)
|
(0.05)% | (0.02)% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$19,999 | $10,005 | |
Ratios to average net assets: | |||
Total expenses
|
0.14%(e) | 0.14%(e) | |
Net investment income (loss)
|
(0.08)%(e) | (0.05)%(e) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
SPDR Bloomberg 1-10 Year TIPS ETF (Formerly, SPDR Bloomberg Barclays 1-10 Year TIPS ETF) |
SPDR Bloomberg 1-3 Month T-Bill ETF (Formerly, SPDR Bloomberg Barclays 1-3 Month T-Bill ETF) |
SPDR Bloomberg 3-12 Month T-Bill ETF (Formerly, SPDR Bloomberg Barclays 3-12 Month T-Bill ETF) |
SPDR Bloomberg 1-10 Year TIPS ETF |
SPDR Bloomberg 3-12 Month T-Bill ETF |
Annual Rate | |
SPDR Bloomberg 1-10 Year TIPS ETF
|
0.15% |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
0.135 |
SPDR Bloomberg 3-12 Month T-Bill ETF
|
0.135 |
U.S. Government Obligations | |||
Purchases | Sales | ||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$52,450,425 | $73,626,192 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$ 503,405,357 | $120,673,623 | $10,345,855 | ||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
2,445,398,971 | 801,269,574 | 5,876 | ||
SPDR Bloomberg 3-12 Month T-Bill ETF
|
10,007,417 | — | — |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$ 1,156,053,680 | $24,718,988 | $61,563 | $24,657,425 | |||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
13,586,943,236 | 176,264 | — | 176,264 | |||
SPDR Bloomberg 3-12 Month T-Bill ETF
|
20,001,945 | 33 | 1,695 | (1,662) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received |
Total
Collateral Received | ||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
$ 23,256,052 | $ 23,677,471 | $ — | $ 23,677,471 |
Remaining Contractual Maturity of the Agreements as of December 31, 2021 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
U.S. Treasury Obligations | $23,677,471 | $— | $— | $— | $23,677,471 | $23,677,471 |
SPDR Bloomberg 1-10 Year TIPS ETF | SPDR Bloomberg 1-3 Month T-Bill ETF | SPDR Bloomberg 3-12 Month T-Bill ETF | |||
Annualized Expense Ratio
|
0.15% | 0.14% | 0.14% | ||
Actual: | |||||
Ending Account Value
|
$1,031.90 | $ 999.50 | $ 999.50 | ||
Expenses Paid During Period(a)
|
0.77 | 0.71 | 0.71 | ||
Hypothetical (assuming a 5% return before expenses): | |||||
Ending Account Value
|
1,024.40 | 1,024.50 | 1,024.50 | ||
Expenses Paid During Period(a)
|
0.77 | 0.71 | 0.71 |
(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 each Fund's ability to honor redemption requests timely; |
• | the Program supported SSGA FM's management of each 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 each Fund's liquidity risk; and |
• | the Program operated adequately during the period. |