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 |
|
40 |
|
44 |
|
48 |
|
50 |
|
52 |
|
57 |
|
69 |
|
108 |
|
121 |
|
133 |
|
144 |
Description | % of Net Assets | ||
SPDR S&P Global Natural Resources ETF | 26.6% | ||
SPDR S&P Global Infrastructure ETF | 24.9 | ||
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF | 21.7 | ||
SPDR Bloomberg 1-10 Year TIPS ETF | 10.2 | ||
The Energy Select Sector SPDR Fund | 5.7 | ||
TOTAL | 89.1% |
% of Net Assets | |||
Natural Resources | 29.6% | ||
International Equity | 25.2 | ||
Commodities | 21.7 | ||
Inflation Linked | 10.2 | ||
Domestic Equity | 5.7 | ||
Real Estate | 2.5 | ||
International Fixed Income | 2.4 | ||
Short Term Investments | 9.8 | ||
Liabilities in Excess of Other Assets | (7.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SPDR Portfolio Long Term Treasury ETF | 15.7% | ||
SPDR S&P International Dividend ETF | 12.9 | ||
SPDR Bloomberg Emerging Markets Local Bond ETF | 12.1 | ||
SPDR Blackstone Senior Loan ETF | 10.1 | ||
SPDR Bloomberg High Yield Bond ETF | 9.0 | ||
TOTAL | 59.8% |
% of Net Assets | |||
Domestic Fixed Income | 42.3% | ||
International Equity | 20.9 | ||
International Fixed Income | 17.1 | ||
Domestic Equity | 14.5 | ||
Inflation Linked | 3.0 | ||
Real Estate | 2.0 | ||
Short Term Investments | 8.0 | ||
Liabilities in Excess of Other Assets | (7.8) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SPDR Portfolio Developed World ex-US ETF | 18.9% | ||
SPDR S&P 500 ETF Trust | 13.0 | ||
SPDR Portfolio Aggregate Bond ETF | 12.0 | ||
SPDR Bloomberg 1-10 Year TIPS ETF | 6.0 | ||
Vanguard FTSE Pacific ETF | 5.0 | ||
TOTAL | 54.9% |
% of Net Assets | |||
International Equity | 35.9% | ||
Domestic Fixed Income | 23.5 | ||
Domestic Equity | 22.0 | ||
International Fixed Income | 6.0 | ||
Inflation Linked | 6.0 | ||
Commodities | 3.1 | ||
Real Estate | 1.0 | ||
Short Term Investments | 21.5 | ||
Liabilities in Excess of Other Assets | (19.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Bill Zero Coupon, 1/10/2023 |
15.6% | ||
U.S.
Treasury Bill Zero Coupon, 1/5/2023 |
7.2 | ||
U.S.
Treasury Notes 0.25% 9/30/2023 |
6.5 | ||
Ford
Credit Floorplan Master Owner Trust ABS 4.82% 9/15/2025 |
2.1 | ||
Ford
Credit Floorplan Master Owner Trust 2.44% 9/15/2026 |
1.9 | ||
TOTAL | 33.3% |
% of Net Assets | |||
Corporate Bonds & Notes | 51.0% | ||
U.S. Treasury Obligations | 29.3 | ||
Asset-Backed Securities | 6.8 | ||
Commercial Mortgage Backed Securities | 2.9 | ||
Mortgage-Backed Securities | 2.7 | ||
Short-Term Investment | 6.3 | ||
Other Assets in Excess of Liabilities | 1.0 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
OneMain
Direct Auto Receivables Trust ABS 0.87% 7/14/2028 |
1.7% | ||
Credit
Suisse AG 4.75% 8/9/2024 |
1.5 | ||
UniCredit
SpA 7.30% 4/2/2034 |
1.4 | ||
HSBC
Holdings PLC 8.11% 11/3/2033 |
1.3 | ||
HSBC
Holdings PLC 4.18% 12/9/2025 |
1.2 | ||
TOTAL | 7.1% |
% of Net Assets | |||
Asset-Backed Securities | 4.6% | ||
Commercial Mortgage Backed Securities | 0.3 | ||
Banks | 20.1 | ||
Internet | 4.2 | ||
Insurance | 4.1 | ||
Media | 4.1 | ||
Commercial Services | 3.7 | ||
Retail | 3.6 | ||
Electric | 3.5 | ||
Auto Manufacturers | 3.3 | ||
Oil & Gas | 2.9 | ||
Telecommunications | 2.8 | ||
Diversified Financial Services | 2.7 | ||
Investment Company Security | 2.7 | ||
Pipelines | 2.4 | ||
Chemicals | 2.2 | ||
Semiconductors | 2.0 | ||
Commercial Mortgage-Backed Securities | 2.0 | ||
Airlines | 1.7 | ||
Real Estate Investment Trusts | 1.6 | ||
Software | 1.4 | ||
Aerospace & Defense | 1.4 | ||
Food | 1.3 | ||
Entertainment | 1.2 | ||
Beverages | 1.2 | ||
Lodging | 1.1 | ||
Home Builders | 1.0 | ||
Mining | 1.0 | ||
Oil & Gas Services | 1.0 | ||
Health Care Services | 0.9 | ||
Computers | 0.8 | ||
Pharmaceuticals | 0.8 | ||
Leisure Time | 0.8 | ||
Iron/Steel | 0.7 | ||
Building Materials | 0.7 | ||
Packaging & Containers | 0.6 | ||
Energy-Alternate Sources | 0.6 | ||
Advertising | 0.6 | ||
Health Care Products | 0.5 | ||
Engineering & Construction | 0.4 | ||
Biotechnology | 0.4 | ||
Electronics | 0.3 | ||
Machinery, Construction & Mining | 0.3 | ||
Forest Products & Paper | 0.3 | ||
Transportation | 0.3 | ||
Home Furnishings | 0.3 | ||
Coal | 0.3 | ||
Miscellaneous Manufacturer | 0.2 | ||
Construction Materials | 0.2 |
% of Net Assets | |||
Electrical Components & Equipment | 0.2% | ||
Cosmetics/Personal Care | 0.1 | ||
Auto Parts & Equipment | 0.1 | ||
Food Service | 0.1 | ||
Machinery-Diversified | 0.1 | ||
Environmental Control | 0.1 | ||
Gas | 0.0 | ||
Other Assets in Excess of Liabilities | 4.2 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
New Jersey Economic Development Authority Revenue | 2.7% | ||
State of Florida Department of Transportation | 2.6 | ||
City of New York, NY, General Obligation | 2.5 | ||
Medford Hospital Facilities Authority Revenue | 2.5 | ||
New Mexico Hospital Equipment Loan Council | 2.5 | ||
TOTAL | 12.8% |
% of Net Assets | |||
Municipal Bonds & Notes | 92.5% | ||
Short-Term Investment | 3.6 | ||
Other Assets in Excess of Liabilities | 3.9 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Massachusetts Clean Water Trust | 2.4% | ||
Energy Northwest, WA, Revenue Class A | 2.4 | ||
City of Charlotte NC Water & Sewer System Revenue | 2.3 | ||
California, State General Obligation | 2.2 | ||
Medford Hospital Facilities Authority | 2.2 | ||
TOTAL | 11.5% |
% of Net Assets | |||
Municipal Bonds & Notes | 93.2% | ||
Short-Term Investment | 3.4 | ||
Other Assets in Excess of Liabilities | 3.4 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
SPDR Portfolio Mortgage Backed Bond ETF | 29.5% | ||
SPDR Portfolio Intermediate Term Treasury ETF | 28.9 | ||
SPDR Portfolio Intermediate Term Corporate Bond ETF | 15.0 | ||
SPDR Portfolio Long Term Treasury ETF | 14.1 | ||
SPDR Portfolio Long Term Corporate Bond ETF | 6.8 | ||
TOTAL | 94.3% |
% of Net Assets | |||
Domestic Fixed Income | 99.8% | ||
Short Term Investments | 18.2 | ||
Liabilities in Excess of Other Assets | (18.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
The Financial Select Sector SPDR Fund | 20.8% | ||
The Technology Select Sector SPDR Fund | 18.2 | ||
The Consumer Staples Select Sector SPDR Fund | 15.5 | ||
The Health Care Select Sector SPDR Fund | 15.1 | ||
The Industrial Select Sector SPDR Fund | 9.6 | ||
TOTAL | 79.2% |
% of Net Assets | |||
Domestic Equity | 99.6% | ||
Short Term Investments | 26.6 | ||
Liabilities in Excess of Other Assets | (26.2) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Minejesa
Capital B.V. 5.63% 8/10/2037 |
3.0% | ||
Galaxy
Pipeline Assets Bidco, Ltd. 2.16% 3/31/2034 |
2.7 | ||
Chile
Electricity PEC SpA Zero Coupon, 1/25/2028 |
2.7 | ||
Temasek
Financial I Ltd. 1.00% 10/6/2030 |
2.4 | ||
Dominican
Republic International Bond 4.88% 9/23/2032 |
2.3 | ||
TOTAL | 13.1% |
% of Net Assets | |||
Corporate Bonds & Notes | 69.3% | ||
Foreign Government Obligations | 29.1 | ||
Short-Term Investment | 0.2 | ||
Other Assets in Excess of Liabilities | 1.4 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Bill 4.12% 2/9/2023 |
17.2% | ||
U.S.
Treasury Notes 4.25% 10/15/2025 |
7.1 | ||
U.S.
Treasury Notes 3.00% 7/15/2025 |
3.8 | ||
Citigroup
Mortgage Loan Trust CMO 3.59% 7/25/2037 |
1.9 | ||
Luminent
Mortgage Trust CMO 4.71% 11/25/2036 |
1.8 | ||
TOTAL | 31.8% |
% of Net Assets | |||
U.S. Treasury Obligations | 28.1% | ||
Asset-Backed Securities | 23.0 | ||
Corporate Bonds & Notes | 14.9 | ||
Mortgage-Backed Securities | 10.3 | ||
U.S. Government Agency Obligations | 7.1 | ||
Senior Floating Rate Loans | 6.3 | ||
Commercial Mortgage Backed Securities | 5.6 | ||
Foreign Government Obligations | 0.5 | ||
Short-Term Investment | 3.6 | ||
Other Assets in Excess of Liabilities | 0.6 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
U.S.
Treasury Notes 4.13% 11/15/2032 |
12.3% | ||
U.S.
Treasury Bonds 3.00% 8/15/2052 |
7.0 | ||
U.S.
Treasury Bonds 4.00% 11/15/2052 |
5.2 | ||
Federal
Home Loan Mortgage Corp. CMO, REMIC 4.00% 7/15/2044 |
1.2 | ||
Securitized
Asset-Backed Receivables LLC Trust 4.57% 5/25/2037 |
1.2 | ||
TOTAL | 26.9% |
% of Net Assets | |||
U.S. Treasury Obligations | 28.2% | ||
U.S. Government Agency Obligations | 26.8 | ||
Asset-Backed Securities | 10.7 | ||
Mortgage-Backed Securities | 9.9 | ||
Commercial Mortgage Backed Securities | 4.9 | ||
Foreign Government Obligations | 0.8 | ||
Banks | 1.9 | ||
Electric | 0.8 | ||
Oil & Gas | 0.8 | ||
Diversified Financial Services | 0.7 | ||
Retail | 0.7 | ||
Telecommunications | 0.6 | ||
Commercial Services | 0.6 | ||
Pipelines | 0.6 | ||
Software | 0.5 | ||
Media | 0.5 | ||
Health Care Services | 0.5 | ||
Insurance | 0.4 | ||
Real Estate Investment Trusts | 0.4 | ||
Chemicals | 0.4 | ||
Internet | 0.3 | ||
Pharmaceuticals | 0.3 | ||
Food | 0.3 | ||
Entertainment | 0.3 | ||
Mining | 0.2 | ||
Semiconductors | 0.2 | ||
Packaging & Containers | 0.2 | ||
Beverages | 0.2 | ||
Electronics | 0.2 | ||
Aerospace & Defense | 0.2 | ||
Transportation | 0.2 | ||
Auto Manufacturers | 0.2 | ||
Miscellaneous Manufacturer | 0.1 | ||
Leisure Time | 0.1 | ||
Lodging | 0.1 | ||
Building Materials | 0.1 | ||
Agriculture | 0.1 | ||
Airlines | 0.1 | ||
Machinery-Diversified | 0.1 | ||
Biotechnology | 0.1 | ||
Forest Products & Paper | 0.1 | ||
Advertising | 0.1 | ||
Iron/Steel | 0.1 | ||
Water | 0.1 | ||
IT Services | 0.1 | ||
Investment Company Security | 0.1 | ||
Oil & Gas Services | 0.1 | ||
Construction Materials | 0.1 | ||
Auto Parts & Equipment | 0.1 |
% of Net Assets | |||
Computers | 0.1% | ||
Home Builders | 0.1 | ||
Health Care Products | 0.1 | ||
Environmental Control | 0.0* | ||
Household Products & Wares | 0.0* | ||
Energy-Alternate Sources | 0.0* | ||
Cosmetics/Personal Care | 0.0* | ||
Engineering & Construction | 0.0* | ||
Distribution & Wholesale | 0.0* | ||
Housewares | 0.0* | ||
Metal Fabricate & Hardware | 0.0* | ||
Coal | 0.0* | ||
Trucking & Leasing | 0.0* | ||
Real Estate | 0.0* | ||
Update Category Library | 0.0* | ||
Household Products | 0.0* | ||
Electrical Components & Equipment | 0.0* | ||
Home Furnishings | 0.0* | ||
Hand & Machine Tools | 0.0* | ||
Short-Term Investment | 3.9 | ||
Other Assets in Excess of Liabilities | 0.6 | ||
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
|
$615,023,076 | $— | $— | $615,023,076 | ||||
Short-Term Investments
|
62,298,354 | — | — | 62,298,354 | ||||
TOTAL INVESTMENTS
|
$677,321,430 | $— | $— | $677,321,430 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
2,036,829 | $ 39,636,692 | $ 36,841,600 | $ 9,707,435 | $ (391,075) | $ (2,081,606) | 3,484,996 | $ 64,298,176 | $1,196,217 | ||||||||
SPDR Dow Jones International Real Estate
ETF
|
90,476 | 2,553,233 | 1,081,690 | 555,201 | (28,988) | (74,499) | 111,178 | 2,976,235 | 61,748 | ||||||||
SPDR Dow Jones REIT ETF
|
369,583 | 35,139,952 | 8,166,857 | 28,924,158 | (4,672,066) | 2,978,804 | 145,604 | 12,689,389 | 354,888 | ||||||||
SPDR FTSE International Government
Inflation-Protected Bond ETF
|
55,737 | 2,521,542 | 14,162,368 | 611,855 | (14,293) | (716,324) | 372,365 | 15,341,438 | 228,842 | ||||||||
SPDR S&P Global Infrastructure ETF
|
2,215,734 | 118,408,825 | 69,513,960 | 28,665,470 | (1,004,621) | (791,087) | 3,003,846 | 157,461,607 | 2,546,399 | ||||||||
SPDR S&P Global Natural Resources ETF
|
2,278,511 | 118,687,638 | 65,537,108 | 27,085,429 | (1,145,852) | 12,441,106 | 2,953,956 | 168,434,571 | 3,757,015 | ||||||||
SPDR S&P Metals & Mining ETF
|
293,310 | 12,729,654 | 8,370,879 | 4,540,795 | 152,938 | 1,943,809 | 374,553 | 18,656,485 | 189,593 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
8,773,651 | 8,773,651 | 48,685,151 | 40,672,235 | — | — | 16,786,567 | 16,786,567 | 453,357 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
48,571,637 | 48,571,637 | 610,131,893 | 613,191,743 | — | — | 45,511,787 | 45,511,787 | 112,604 | ||||||||
The Energy Select Sector SPDR Fund
|
271,581 | 19,420,757 | 21,048,397 | 9,466,348 | 863,972 | 4,209,436 | 412,441 | 36,076,214 | 597,541 | ||||||||
Total
|
$406,443,581 | $883,539,903 | $763,420,669 | $(6,239,985) | $17,909,639 | $538,232,469 | $9,498,204 |
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
|
$86,518,994 | $— | $— | $86,518,994 | ||||
Short-Term Investments
|
6,928,663 | — | — | 6,928,663 | ||||
TOTAL INVESTMENTS
|
$93,447,657 | $— | $— | $93,447,657 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
SPDR Blackstone Senior Loan ETF
|
478,391 | $ 19,920,201 | $ 5,205,961 | $ 16,060,881 | $(1,730,926) | $1,381,231 | 213,095 | $ 8,715,586 | $ 666,126 | ||||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
— | — | 2,610,640 | — | — | (463) | 141,473 | 2,610,177 | — | ||||||||
SPDR Bloomberg Convertible Securities ETF
|
44,018 | 2,841,802 | 2,381,848 | 867,718 | 59,602 | (62,290) | 67,660 | 4,353,244 | 38,561 | ||||||||
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
471,277 | 9,637,615 | 3,743,679 | 2,921,008 | (374,096) | 359,030 | 508,036 | 10,445,220 | 286,295 | ||||||||
SPDR Bloomberg High Yield Bond ETF
|
20,953 | 1,900,647 | 10,430,187 | 4,045,881 | (524,844) | 83,301 | 87,149 | 7,843,410 | 167,882 | ||||||||
SPDR Bloomberg International Corporate Bond
ETF
|
— | — | 4,348,511 | — | — | 785 | 156,901 | 4,349,296 | — | ||||||||
SPDR Dow Jones REIT ETF
|
— | — | 1,732,842 | — | — | (736) | 19,875 | 1,732,106 | — | ||||||||
SPDR ICE Preferred Securities ETF
|
135,451 | 4,855,918 | 2,325,015 | 1,591,940 | (135,039) | (240,924) | 158,837 | 5,213,030 | 159,281 | ||||||||
SPDR Portfolio Long Term Corporate Bond ETF
|
99,847 | 2,405,314 | 3,723,704 | 6,154,027 | (503,367) | 528,376 | — | — | 40,580 | ||||||||
SPDR Portfolio Long Term Treasury ETF
|
410,560 | 13,577,219 | 8,240,979 | 6,663,890 | (1,486,141) | (44,388) | 469,300 | 13,623,779 | 169,012 | ||||||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
309,596 | 12,355,976 | 8,415,059 | 18,796,710 | (302,475) | 495,036 | 54,747 | 2,166,886 | 150,958 | ||||||||
SPDR S&P Global Infrastructure ETF
|
144,598 | 7,727,317 | 1,820,398 | 2,507,131 | (13,387) | (125,947) | 131,653 | 6,901,250 | 114,527 | ||||||||
SPDR S&P International Dividend ETF
|
250,835 | 8,606,149 | 11,741,420 | 8,398,315 | (1,043,058) | 310,622 | 347,055 | 11,216,818 | 306,863 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
3,843,857 | 3,843,857 | 11,554,700 | 15,254,736 | — | — | 143,821 | 143,821 | 66,681 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
30,179,720 | 30,179,720 | 109,915,691 | 133,310,569 | — | — | 6,784,842 | 6,784,842 | 190,904 | ||||||||
Total
|
$117,851,735 | $188,190,634 | $216,572,806 | $(6,053,731) | $2,683,633 | $86,099,465 | $2,357,670 |
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
|
$226,717,124 | $— | $— | $226,717,124 | ||||
Short-Term Investments
|
50,023,065 | — | — | 50,023,065 | ||||
TOTAL INVESTMENTS
|
$276,740,189 | $— | $— | $276,740,189 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
SPDR Blackstone Senior Loan ETF
|
202,281 | $ 8,422,981 | $ 1,605,404 | $ 6,362,957 | $ (651,005) | $ 499,214 | 85,908 | $ 3,513,637 | $ 297,135 | ||||||||
SPDR Bloomberg 1-10 Year TIPS ETF
|
867,998 | 16,891,241 | 3,513,120 | 5,492,154 | (503,824) | (402,748) | 759,113 | 14,005,635 | 481,768 | ||||||||
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
296,971 | 6,073,057 | 1,855,862 | 958,561 | (79,259) | 117,764 | 340,898 | 7,008,863 | 190,131 | ||||||||
SPDR Bloomberg High Yield Bond ETF
|
— | — | 4,937,155 | 3,610,067 | (160,636) | 4,358 | 13,009 | 1,170,810 | 19,239 | ||||||||
SPDR Bloomberg International Corporate Bond
ETF
|
— | — | 7,001,169 | — | — | 1,263 | 252,613 | 7,002,432 | — | ||||||||
SPDR Bloomberg International Treasury Bond
ETF
|
418,602 | 9,694,823 | 12,478,484 | 10,247,159 | (1,330,481) | 992,523 | 516,638 | 11,588,190 | 126,539 | ||||||||
SPDR Dow Jones International Real Estate
ETF
|
43,111 | 1,216,593 | 1,185,879 | 1,222,192 | (227,955) | 214,178 | 43,575 | 1,166,503 | — | ||||||||
SPDR Dow Jones REIT ETF
|
42 | 3,993 | 1,163,859 | 4,013 | (60) | (414) | 13,349 | 1,163,365 | — | ||||||||
SPDR Portfolio Aggregate Bond ETF
|
231,832 | 6,108,773 | 43,397,529 | 20,954,291 | (728,800) | 114,313 | 1,111,720 | 27,937,524 | 149,218 | ||||||||
SPDR Portfolio Developed World ex-US ETF
|
1,740,818 | 50,205,191 | 6,458,640 | 13,887,909 | (468,747) | 1,707,864 | 1,482,487 | 44,015,039 | 515,608 | ||||||||
SPDR Portfolio Emerging Markets ETF
|
422,956 | 14,706,180 | 2,634,352 | 5,120,272 | (921,022) | 250,638 | 350,421 | 11,549,876 | 276,255 | ||||||||
SPDR Portfolio Europe ETF
|
— | — | 13,560,742 | 4,962,694 | 74,404 | 570,213 | 266,436 | 9,242,665 | 53,467 | ||||||||
SPDR Portfolio Intermediate Term Treasury
ETF
|
373,341 | 11,002,359 | 5,814,064 | 14,035,827 | (338,537) | (111,694) | 82,520 | 2,330,365 | 54,449 | ||||||||
SPDR Portfolio Long Term Treasury ETF
|
443,258 | 14,658,542 | 9,489,401 | 14,339,727 | (3,415,281) | 1,711,370 | 279,170 | 8,104,305 | 161,821 | ||||||||
SPDR Portfolio S&P 600 Small Cap ETF
|
374,403 | 13,471,020 | 3,196,957 | 14,517,071 | (816,367) | 991,428 | 62,915 | 2,325,967 | 36,421 | ||||||||
SPDR S&P 500 ETF Trust
|
80,272 | 30,282,612 | 26,167,590 | 27,275,530 | 563,868 | 570,950 | 79,255 | 30,309,490 | 210,885 | ||||||||
SPDR S&P International Small Cap ETF
|
254,837 | 7,372,435 | 1,168,150 | 1,736,769 | (221,080) | 384,758 | 236,909 | 6,967,494 | 92,706 | ||||||||
SPDR S&P MidCap 400 ETF Trust
|
11,823 | 4,888,692 | 728,729 | 1,329,352 | 140,841 | 225,256 | 10,511 | 4,654,166 | 36,646 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
11,863,750 | 11,863,750 | 42,240,584 | 49,295,890 | — | — | 4,808,444 | 4,808,444 | 308,475 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
36,578,077 | 36,578,077 | 601,570,842 | 592,934,298 | — | — | 45,214,621 | 45,214,621 | 264,192 | ||||||||
The Consumer Staples Select Sector SPDR
Fund
|
— | — | 4,905,144 | 144,447 | (3,091) | (106,730) | 62,386 | 4,650,876 | 33,701 | ||||||||
The Energy Select Sector SPDR Fund
|
68,732 | 4,915,025 | 684,055 | 4,149,018 | 286,959 | 611,898 | 26,854 | 2,348,919 | 74,133 | ||||||||
The Financial Select Sector SPDR Fund
|
— | — | 5,520,229 | 934,394 | 12,860 | 62,013 | 136,278 | 4,660,708 | 53,096 | ||||||||
The Health Care Select Sector SPDR Fund
|
— | — | 2,512,657 | 2,449,148 | (63,509) | — | — | — | — | ||||||||
The Materials Select Sector SPDR Fund
|
66,063 | 4,862,237 | 2,608,535 | 5,262,223 | (589,857) | 700,056 | 29,850 | 2,318,748 | 15,047 | ||||||||
The Utilities Select Sector SPDR Fund
|
71,668 | 5,026,077 | 904,147 | 6,090,670 | 20,985 | 139,461 | — | — | 30,803 | ||||||||
Total
|
$258,243,658 | $807,303,279 | $807,316,633 | $(9,419,594) | $9,247,932 | $258,058,642 | $3,481,735 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
2 Yr. U.S. Treasury Note Futures (short) | (297) | 03/31/2023 | $(60,844,814) | $(60,908,767) | $(63,953) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $212,600,042 | $— | $212,600,042 | ||||
Asset-Backed Securities
|
— | 28,147,811 | — | 28,147,811 | ||||
U.S. Treasury Obligations
|
— | 122,024,826 | — | 122,024,826 | ||||
Mortgage-Backed Securities
|
— | 11,449,891 | — | 11,449,891 | ||||
Commercial Mortgage Backed Securities
|
— | 11,986,398 | — | 11,986,398 | ||||
Short-Term Investment
|
26,321,701 | — | — | 26,321,701 | ||||
TOTAL INVESTMENTS
|
$26,321,701 | $386,208,968 | $— | $412,530,669 | ||||
LIABILITIES: | ||||||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
(63,953) | — | — | (63,953) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ (63,953) | $ — | $— | $ (63,953) |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
29,493,611 | $29,493,611 | $236,918,682 | $240,090,592 | $— | $— | 26,321,701 | $26,321,701 | $315,538 |
Counterparty | Amount Sold | Amount Bought | Settlement
Date |
Net
Unrealized Appreciation/ (Depreciation) | ||||
Commonwealth Bank of Australia | EUR 37,000 | USD 39,404 | 01/19/2023 | $(123) | ||||
Commonwealth Bank of Australia | EUR 95,000 | USD 101,339 | 01/19/2023 | (151) | ||||
Total | $(274) | |||||||
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
10 Yr. U.S. Treasury Ultra Futures (long) | 52 | 03/22/2023 | $ 6,241,153 | $ 6,150,625 | $ (90,823) | |||||
5 Yr. U.S. Treasury Note Futures (long) | 63 | 03/31/2023 | 6,877,923 | 6,799,570 | (78,353) | |||||
2 Yr. U.S. Treasury Note Futures (long) | 28 | 03/31/2023 | 5,769,263 | 5,742,188 | (27,075) | |||||
$(196,251) | ||||||||||
Euro-Bund Futures (short) | (14) | 03/08/2023 | (2,031,593) | (1,986,173) | 54,033 | |||||
$(142,218) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $24,125,424 | $— | $24,125,424 | ||||
Asset-Backed Securities
|
— | 1,520,524 | — | 1,520,524 | ||||
Commercial Mortgage Backed Securities
|
— | 88,827 | — | 88,827 | ||||
Convertible Bonds
|
— | 106,631 | — | 106,631 | ||||
Convertible Preferred Stocks
|
15,803 | — | — | 15,803 | ||||
Mutual Funds and Exchange Traded Products
|
660,814 | — | — | 660,814 | ||||
Preferred Stocks
|
36,700 | — | — | 36,700 | ||||
Senior Floating Rate Loans
|
— | 5,053,377 | — | 5,053,377 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
TOTAL INVESTMENTS
|
$ 713,317 | $30,894,783 | $— | $31,608,100 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Short Futures(a)
|
54,033 | — | — | 54,033 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 54,033 | $ — | $— | $ 54,033 | ||||
TOTAL INVESTMENTS AND OTHER FINANCIAL
INSTRUMENTS
|
$ 767,350 | $30,894,783 | $— | $31,662,133 | ||||
LIABILITIES: | ||||||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Foreign Currency Exchange Contracts(b)
|
— | (274) | — | (274) | ||||
Futures Contracts(a)
|
(196,251) | — | — | (196,251) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$(196,251) | $ (274) | $— | $ (196,525) |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
(b) | Forward Foreign Currency Exchange Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
SPDR Blackstone Senior Loan ETF
|
— | $ — | $ 625,451 | $ 295,103 | $(871) | $(1,664) | 8,015 | $327,813 | $ 7,499 | ||||||||
SPDR Bloomberg High Yield Bond ETF
|
— | — | 627,764 | 296,695 | 749 | 1,182 | 3,700 | 333,000 | 7,305 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
1,958,487 | 1,958,487 | 17,245,680 | 19,204,167 | — | — | — | — | 23,215 | ||||||||
Total
|
$1,958,487 | $18,498,895 | $19,795,965 | $(122) | $ (482) | $660,813 | $38,019 |
(a) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(b) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 2.8% of net assets as of December 31, 2022, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(c) | Bond is insured by the following: |
%
of Net Assets | |
Assured Guaranty Municipal Corp.
|
3.5% |
Permanent School Fund Guaranteed
|
0.6% |
(d) | 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, 2022 are shown in the Affiliate Table below. |
(e) | The rate shown is the annualized seven-day yield at December 31, 2022. |
AMT | Alternative Minimum Tax |
ETM | Escrowed to Maturity |
UT | Unlimited Tax |
VRN | Variable Rate Note |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Municipal Bonds & Notes
|
$ — | $37,015,117 | $— | $ 37,015,117 | ||||
Short-Term Investment
|
1,442,669 | — | — | 1,442,669 | ||||
TOTAL INVESTMENTS
|
$1,442,669 | $37,015,117 | $— | $38,457,786 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
1,595,897 | $1,595,897 | $9,012,977 | $9,166,205 | $— | $— | 1,442,669 | $1,442,669 | $35,463 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Municipal Bonds & Notes
|
$ — | $32,702,150 | $— | $32,702,150 | ||||
Short-Term Investment
|
1,207,057 | — | — | 1,207,057 | ||||
TOTAL INVESTMENTS
|
$1,207,057 | $32,702,150 | $— | $33,909,207 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street ESG Liquid Reserves Fund, Premier
Class
|
1,543,320 | $1,543,320 | $2,576,364 | $4,120,138 | $485 | $(31) | — | $ — | $ 6,665 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
— | — | 6,395,309 | 5,188,252 | — | — | 1,207,057 | 1,207,057 | 16,472 | ||||||||
Total
|
$1,543,320 | $8,971,673 | $9,308,390 | $485 | $(31) | $1,207,057 | $23,137 |
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
|
$142,275,800 | $— | $— | $142,275,800 | ||||
Short-Term Investments
|
25,963,520 | — | — | 25,963,520 | ||||
TOTAL INVESTMENTS
|
$168,239,320 | $— | $— | $168,239,320 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
208,058 | $ 19,035,227 | $ 17,319,628 | $ 33,197,324 | $ 4,887 | $ (9,447) | 34,470 | $ 3,152,971 | $ 185,379 | ||||||||
SPDR Bloomberg High Yield Bond ETF
|
— | — | 3,452,942 | 3,307,424 | (145,518) | — | — | — | 17,687 | ||||||||
SPDR Bloomberg International Treasury Bond
ETF
|
26,869 | 622,286 | 7,681,688 | 3,764,253 | (17,957) | 134,457 | 207,589 | 4,656,221 | 31,050 | ||||||||
SPDR Portfolio Intermediate Term Corporate Bond
ETF
|
526,060 | 17,165,338 | 14,329,241 | 9,680,989 | (646,265) | 250,859 | 672,893 | 21,418,184 | 322,891 | ||||||||
SPDR Portfolio Intermediate Term Treasury
ETF
|
628,939 | 18,534,832 | 35,492,772 | 11,320,807 | (807,673) | (763,893) | 1,456,630 | 41,135,231 | 304,032 | ||||||||
SPDR Portfolio Long Term Corporate Bond ETF
|
11,160 | 268,844 | 13,309,525 | 2,978,573 | (234,469) | (616,415) | 434,250 | 9,748,912 | 49,744 | ||||||||
SPDR Portfolio Long Term Treasury ETF
|
986,122 | 32,611,055 | 15,854,157 | 25,416,618 | (4,894,706) | 1,946,223 | 692,391 | 20,100,111 | 390,322 | ||||||||
SPDR Portfolio Mortgage Backed Bond ETF
|
1,318,878 | 30,136,362 | 27,561,671 | 13,426,485 | (1,437,637) | (769,741) | 1,938,441 | 42,064,170 | 588,370 | ||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
188,090 | 188,090 | 563,595 | 397,116 | — | — | 354,569 | 354,569 | 3,120 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
20,836,025 | 20,836,025 | 355,522,760 | 350,749,834 | — | — | 25,608,951 | 25,608,951 | 103,805 | ||||||||
Total
|
$139,398,059 | $491,087,979 | $454,239,423 | $(8,179,338) | $ 172,043 | $168,239,320 | $1,996,400 |
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
|
$224,036,132 | $— | $— | $224,036,132 | ||||
Short-Term Investments
|
59,949,987 | — | — | 59,949,987 | ||||
TOTAL INVESTMENTS
|
$ 283,986,119 | $— | $— | $ 283,986,119 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
747,558 | $ 747,558 | $ 3,825,872 | $ 3,524,439 | $ — | $ — | 1,048,991 | $ 1,048,991 | $ 6,057 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
34,939,526 | 34,939,526 | 530,992,125 | 507,030,655 | — | — | 58,900,996 | 58,900,996 | 55,173 | ||||||||
The Communication Services Select Sector SPDR
Fund
|
71,118 | 3,859,574 | 9,894,873 | 12,662,008 | (1,817,340) | 724,901 | — | — | 10,940 | ||||||||
The Consumer Discretionary Select Sector SPDR
Fund
|
101,186 | 13,911,051 | 12,191,555 | 9,845,904 | (2,249,044) | 988,593 | 116,106 | 14,996,251 | 79,330 | ||||||||
The Consumer Staples Select Sector SPDR
Fund
|
87,688 | 6,329,320 | 46,767,911 | 17,808,575 | (281,675) | (123,694) | 467,918 | 34,883,287 | 334,011 | ||||||||
The Energy Select Sector SPDR Fund
|
177,229 | 12,673,646 | 5,444,748 | 5,817,362 | 629,973 | 2,717,291 | 178,899 | 15,648,296 | 336,634 | ||||||||
The Financial Select Sector SPDR Fund
|
748,783 | 23,549,225 | 24,778,515 | 4,107,445 | 429,516 | 2,127,684 | 1,367,763 | 46,777,495 | 485,528 | ||||||||
The Health Care Select Sector SPDR Fund
|
246,210 | 31,573,970 | 18,258,908 | 18,477,224 | 40,445 | 2,649,541 | 250,612 | 34,045,640 | 283,129 | ||||||||
The Industrial Select Sector SPDR Fund
|
229,397 | 20,035,534 | 15,162,268 | 15,092,771 | (1,766,047) | 3,358,158 | 220,926 | 21,697,142 | 195,801 | ||||||||
The Materials Select Sector SPDR Fund
|
278,774 | 20,517,766 | 19,216,280 | 24,275,972 | (3,769,096) | 3,415,277 | 194,442 | 15,104,255 | 147,419 | ||||||||
The Real Estate Sector SPDR Fund
|
136,665 | 5,584,133 | 31,935 | 5,675,084 | (803,327) | 862,343 | — | — | — | ||||||||
The Technology Select Sector SPDR Fund
|
394,971 | 50,208,714 | 22,142,088 | 30,640,808 | (1,607,107) | 780,879 | 328,542 | 40,883,766 | 258,900 | ||||||||
The Utilities Select Sector SPDR Fund
|
204,622 | 14,350,141 | 10,533,603 | 24,227,957 | (1,331,293) | 675,506 | — | — | 155,207 | ||||||||
Total
|
$238,280,158 | $719,240,681 | $679,186,204 | $(12,524,995) | $18,176,479 | $283,986,119 | $2,348,129 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $46,658,273 | $— | $46,658,273 | ||||
Foreign Government Obligations
|
— | 19,577,323 | — | 19,577,323 | ||||
Short-Term Investment
|
127,818 | — | — | 127,818 | ||||
TOTAL INVESTMENTS
|
$127,818 | $66,235,596 | $— | $66,363,414 |
% of Net Assets | ||
Foreign Government Obligations | 29.1% | |
Electric | 14.6 | |
Banks | 11.3 | |
Oil & Gas | 9.1 | |
Pipelines | 7.1 | |
Telecommunications | 4.5 | |
Mining | 4.3 | |
Commercial Services | 3.8 | |
Chemicals | 3.7 | |
Energy-Alternate Sources | 2.4 | |
Investment Company Security | 2.4 | |
Iron/Steel | 2.4 | |
Diversified Financial Services | 2.0 | |
Construction Materials | 0.7 | |
Engineering & Construction | 0.3 | |
Media | 0.3 | |
Food | 0.2 | |
Transportation | 0.2 | |
Short-Term Investment | 0.2 | |
Other Assets in Excess of Liabilities | 1.4 | |
TOTAL | 100.0% |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
681,102 | $681,102 | $13,443,370 | $13,996,654 | $— | $— | 127,818 | $127,818 | $33,106 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $ 18,880,402 | $— | $ 18,880,402 | ||||
Asset-Backed Securities
|
— | 29,056,100 | — | 29,056,100 | ||||
Foreign Government Obligations
|
— | 622,978 | — | 622,978 | ||||
U.S. Government Agency Obligations
|
— | 8,917,117 | — | 8,917,117 | ||||
U.S. Treasury Obligations
|
— | 35,550,373 | — | 35,550,373 | ||||
Mortgage-Backed Securities
|
— | 12,975,249 | — | 12,975,249 | ||||
Commercial Mortgage Backed Securities
|
— | 7,124,014 | — | 7,124,014 | ||||
Senior Floating Rate Loans
|
— | 7,992,530 | — | 7,992,530 | ||||
Short-Term Investment
|
4,559,807 | — | — | 4,559,807 | ||||
TOTAL INVESTMENTS
|
$4,559,807 | $121,118,763 | $— | $125,678,570 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
7,824,635 | $7,824,635 | $44,833,238 | $48,098,066 | $— | $— | 4,559,807 | $4,559,807 | $78,186 |
Borrower | Unfunded
Loan Commitment ($) |
Value ($) | Unrealized
Appreciation/(Depreciation) ($) | |||
Hillman Group Inc. | 26,397 | 25,675 | (721) | |||
Pediatric Associates Holding Company, LLC | 16,119 | 15,346 | (772) | |||
TGP Holdings III, LLC | 5,580 | 4,491 | (1,090) | |||
VT Topco, Inc. | 4,323 | 4,202 | (121) | |||
AI Aqua Merger Sub, Inc. | 5,185 | 4,923 | (262) | |||
$57,604 | $54,637 | $(2,966) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes
|
$ — | $ 284,252,581 | $ — | $ 284,252,581 | ||||
Asset-Backed Securities
|
— | 249,806,639 | — | 249,806,639 | ||||
Foreign Government Obligations
|
— | 18,918,066 | — | 18,918,066 | ||||
U.S. Government Agency Obligations
|
— | 624,283,460 | — | 624,283,460 | ||||
U.S. Treasury Obligations
|
— | 655,689,947 | — | 655,689,947 | ||||
Mortgage-Backed Securities
|
— | 230,200,699 | — | 230,200,699 | ||||
Commercial Mortgage Backed Securities
|
— | 113,955,496 | — | 113,955,496 | ||||
Common Stocks
|
— | 1,642 | 54,108 | 55,750 | ||||
Senior Floating Rate Loans
|
— | 46,577,968 | — | 46,577,968 | ||||
Short-Term Investment
|
90,237,657 | — | — | 90,237,657 | ||||
TOTAL INVESTMENTS
|
$90,237,657 | $2,223,686,498 | $54,108 | $2,313,978,263 | ||||
LIABILITIES: | ||||||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Unfunded Loans(a)
|
— | (2,966) | — | (2,966) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ — | $ (2,966) | $ — | $ (2,966) |
(a) | Unfunded loan commitments are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
78,929,216 | $78,929,216 | $532,782,583 | $521,474,142 | $— | $— | 90,237,657 | $90,237,657 | $1,351,711 |
SPDR SSGA Multi-Asset Real Return ETF | SPDR SSGA Income Allocation ETF | SPDR SSGA Global Allocation ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$139,088,961 | $ 7,348,192 | $ 18,681,547 | ||
Investments in affiliated issuers, at value
|
538,232,469 | 86,099,465 | 258,058,642 | ||
Total Investments
|
677,321,430 | 93,447,657 | 276,740,189 | ||
Foreign currency, at value
|
— | — | — | ||
Net cash at broker
|
— | — | — | ||
Cash
|
4 | 17 | 10 | ||
Receivable for investments sold
|
— | 23,257,600 | 21,524,354 | ||
Receivable for fund shares sold
|
12,113,284 | — | — | ||
Dividends receivable — unaffiliated issuers
|
— | — | — | ||
Dividends receivable — affiliated issuers
|
98,800 | 5,690 | 205,614 | ||
Securities lending income receivable —
unaffiliated issuers
|
2,386 | 7,177 | — | ||
Securities lending income receivable — affiliated
issuers
|
25,265 | 22,851 | 49,960 | ||
Receivable from Adviser
|
— | 10,959 | — | ||
Receivable for foreign taxes recoverable
|
— | — | — | ||
Other Receivable
|
— | — | — | ||
TOTAL ASSETS
|
689,561,169 | 116,751,951 | 298,520,127 | ||
LIABILITIES | |||||
Due to custodian
|
— | — | — | ||
Payable upon return of securities loaned
|
45,511,787 | 6,784,842 | 45,214,621 | ||
Payable for investments purchased
|
11,870,675 | 23,264,665 | 20,741,945 | ||
Payable to broker – accumulated variation margin
on open futures contracts
|
— | — | — | ||
Unrealized depreciation on forward foreign
currency exchange contracts
|
— | — | — | ||
Advisory fee payable
|
34,403 | — | 6,925 | ||
Accrued expenses and other liabilities
|
4 | — | 2 | ||
TOTAL LIABILITIES
|
57,416,869 | 30,049,507 | 65,963,493 | ||
NET ASSETS
|
$632,144,300 | $ 86,702,444 | $232,556,634 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$712,750,168 | $ 114,948,333 | $245,467,129 | ||
Total distributable earnings (loss)
|
(80,605,868) | (28,245,889) | (12,910,495) | ||
NET ASSETS
|
$632,144,300 | $ 86,702,444 | $232,556,634 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 27.52 | $ 29.49 | $ 37.51 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
22,970,000 | 2,940,000 | 6,200,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$160,097,251 | $ 8,655,649 | $ 18,346,153 | ||
Investments in affiliated issuers
|
540,864,159 | 93,864,212 | 254,144,522 | ||
Total cost of investments
|
$700,961,410 | $102,519,861 | $272,490,675 | ||
Foreign currency, at cost
|
$ — | $ — | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 44,497,363 | $ 10,843,490 | $ 45,846,754 |
SPDR SSGA Ultra Short Term Bond ETF | SPDR Loomis Sayles Opportunistic Bond ETF | SPDR Nuveen Municipal Bond ETF | SPDR Nuveen Municipal Bond ESG ETF | |||
$386,208,968 | $30,947,287 | $ 37,015,117 | $32,702,150 | |||
26,321,701 | 660,813 | 1,442,669 | 1,207,057 | |||
412,530,669 | 31,608,100 | 38,457,786 | 33,909,207 | |||
— | 54,355 | — | — | |||
502,883 | 948,747 | — | — | |||
1,373 | — | — | — | |||
— | 192,317 | 1,108,167 | 1,045,465 | |||
1,997,930 | — | — | — | |||
1,648,578 | 379,512 | 476,791 | 414,274 | |||
78,651 | 1,506 | 7,543 | 6,838 | |||
— | — | — | — | |||
— | — | — | — | |||
— | 707 | — | — | |||
— | 3,984 | — | — | |||
599 | — | — | — | |||
416,760,683 | 33,189,228 | 40,050,287 | 35,375,784 | |||
— | 22,276 | — | — | |||
— | — | — | — | |||
— | 21,806 | — | 251,550 | |||
63,389 | 141,923 | — | — | |||
— | 274 | — | — | |||
66,481 | 15,680 | 13,673 | 12,859 | |||
4 | — | — | — | |||
129,874 | 201,959 | 13,673 | 264,409 | |||
$416,630,809 | $32,987,269 | $40,036,614 | $ 35,111,375 | |||
$421,736,979 | $38,536,071 | $44,219,888 | $35,863,658 | |||
(5,106,170) | (5,548,802) | (4,183,274) | (752,283) | |||
$416,630,809 | $32,987,269 | $40,036,614 | $ 35,111,375 | |||
$ 39.96 | $ 25.37 | $ 26.69 | $ 29.26 | |||
10,425,000 | 1,300,000 | 1,500,000 | 1,200,000 | |||
$391,378,642 | $32,981,224 | $39,788,552 | $33,239,363 | |||
26,321,701 | 661,295 | 1,442,669 | 1,207,057 | |||
$417,700,343 | $33,642,519 | $41,231,221 | $34,446,420 | |||
$ — | $ 54,269 | $ — | $ — | |||
$ — | $ — | $ — | $ — |
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*
|
$ — | $ — | $ 66,235,596 | ||
Investments in affiliated issuers, at value
|
168,239,320 | 283,986,119 | 127,818 | ||
Total Investments
|
168,239,320 | 283,986,119 | 66,363,414 | ||
Foreign currency, at value
|
— | — | — | ||
Cash
|
— | — | 213 | ||
Receivable for investments sold
|
— | — | — | ||
Receivable for fund shares sold
|
— | — | — | ||
Dividends receivable — unaffiliated issuers
|
— | — | 985,642 | ||
Dividends receivable — affiliated issuers
|
979 | 1,830 | 1,686 | ||
Interest receivable — unaffiliated issuers
|
— | — | — | ||
Securities lending income receivable —
unaffiliated issuers
|
2,577 | 5,987 | — | ||
Securities lending income receivable — affiliated
issuers
|
21,417 | 23,474 | — | ||
Receivable from Adviser
|
20,272 | 31,481 | — | ||
Other Receivable
|
— | — | — | ||
TOTAL ASSETS
|
168,284,565 | 284,048,891 | 67,350,955 | ||
LIABILITIES | |||||
Due to custodian
|
— | — | 91 | ||
Payable upon return of securities loaned
|
25,608,951 | 58,900,996 | — | ||
Payable for investments purchased
|
— | — | — | ||
Unrealized depreciation on unfunded loan
commitments
|
— | — | — | ||
Advisory fee payable
|
60,499 | 142,502 | 37,520 | ||
Trustees’ fees and expenses payable
|
— | — | — | ||
Accrued expenses and other liabilities
|
— | 2 | — | ||
TOTAL LIABILITIES
|
25,669,450 | 59,043,500 | 37,611 | ||
NET ASSETS
|
$ 142,615,115 | $225,005,391 | $ 67,313,344 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$165,894,449 | $244,572,003 | $ 83,906,904 | ||
Total distributable earnings (loss)
|
(23,279,334) | (19,566,612) | (16,593,560) | ||
NET ASSETS
|
$ 142,615,115 | $225,005,391 | $ 67,313,344 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 25.60 | $ 38.93 | $ 40.19 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
5,570,000 | 5,780,000 | 1,675,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ — | $ — | $ 80,133,335 | ||
Investments in affiliated issuers
|
177,775,093 | 285,144,373 | 127,818 | ||
Total cost of investments
|
$177,775,093 | $285,144,373 | $ 80,261,153 | ||
Foreign currency, at cost
|
$ — | $ — | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 27,447,700 | $ 72,479,637 | $ — |
SPDR DoubleLine Short Duration Total Return Tactical ETF | SPDR DoubleLine Total Return Tactical ETF | |
$ 121,118,763 | $2,223,740,606 | |
4,559,807 | 90,237,657 | |
125,678,570 | 2,313,978,263 | |
— | 138 | |
8,204 | — | |
178,859 | 1,278,386 | |
— | 22,019,886 | |
783,233 | — | |
10,554 | 364,863 | |
— | 16,136,001 | |
— | — | |
— | — | |
— | — | |
— | 17,814 | |
126,659,420 | 2,353,795,351 | |
31 | 114,769 | |
— | — | |
113,850 | 24,389,020 | |
— | 2,966 | |
48,112 | 1,065,888 | |
1 | — | |
— | 22 | |
161,994 | 25,572,665 | |
$126,497,426 | $2,328,222,686 | |
$137,641,896 | $2,897,597,183 | |
(11,144,470) | (569,374,497) | |
$126,497,426 | $2,328,222,686 | |
$ 46.00 | $ 39.97 | |
2,750,000 | 58,250,000 | |
$127,924,682 | $2,524,882,712 | |
4,559,807 | 90,237,657 | |
$132,484,489 | $2,615,120,369 | |
$ — | $ 138 | |
$ — | $ — |
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
|
16,260,716 | 365,257 | 1,069,955 | ||
Dividend income — affiliated issuers
|
9,385,600 | 2,166,766 | 3,217,543 | ||
Unaffiliated securities lending income
|
66,912 | 41,762 | 11,636 | ||
Affiliated securities lending income
|
112,604 | 190,904 | 264,192 | ||
Foreign taxes withheld
|
— | — | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
25,825,832 | 2,764,689 | 4,563,326 | ||
EXPENSES | |||||
Advisory fee
|
225,270 | 20,875 | 119,346 | ||
Trustees’ fees and expenses
|
2,879 | 562 | 1,458 | ||
Proxy voting expenses
|
34,069 | 3,986 | 10,164 | ||
Miscellaneous expenses
|
4 | — | 3 | ||
TOTAL EXPENSES
|
262,222 | 25,423 | 130,971 | ||
Expenses waived/reimbursed by the Adviser
|
— | — | — | ||
NET EXPENSES
|
262,222 | 25,423 | 130,971 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 25,563,610 | $ 2,739,266 | $ 4,432,355 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(1,716,290) | (1,134,624) | (799,682) | ||
Investments — affiliated issuers
|
(9,236,645) | (5,726,045) | (11,279,490) | ||
In-kind redemptions — unaffiliated issuers
|
904,498 | (85,229) | 227,261 | ||
In-kind redemptions — affiliated issuers
|
2,996,660 | (327,686) | 1,859,896 | ||
Forward foreign currency exchange contracts
|
— | — | — | ||
Foreign currency transactions
|
— | — | — | ||
Futures contracts
|
— | — | — | ||
Swaps contracts
|
— | — | — | ||
Net realized gain (loss)
|
(7,051,777) | (7,273,584) | (9,992,015) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
(23,989,113) | 374,153 | (1,234,224) | ||
Investments — affiliated issuers
|
17,909,639 | 2,683,633 | 9,247,932 | ||
Forward foreign currency exchange contracts
|
— | — | — | ||
Foreign currency translations
|
— | — | — | ||
Futures contracts
|
— | — | — | ||
Swap contracts
|
— | — | — | ||
Net change in unrealized
appreciation/depreciation
|
(6,079,474) | 3,057,786 | 8,013,708 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(13,131,251) | (4,215,798) | (1,978,307) | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 12,432,359 | $(1,476,532) | $ 2,454,048 |
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 | ||||||
$4,913,965 | $ 789,591 | 324,309 | 452,672 | — | — | $ 1,755,551 | ||||||
— | 1,472 | — | — | — | — | — | ||||||
315,538 | 38,019 | 35,463 | 23,137 | 1,892,595 | 2,292,956 | 33,106 | ||||||
— | — | — | — | 6,482 | 63,998 | — | ||||||
— | — | — | — | 103,805 | 55,173 | — | ||||||
— | — | — | — | — | — | (1,642) | ||||||
5,229,503 | 829,082 | 359,772 | 475,809 | 2,002,882 | 2,412,127 | 1,787,015 | ||||||
354,698 | 83,402 | 75,774 | 72,762 | 234,113 | 648,966 | 225,634 | ||||||
2,086 | 195 | 215 | 199 | 725 | 1,315 | 431 | ||||||
13,824 | 1,226 | 1,527 | 1,380 | 5,271 | 9,232 | 2,993 | ||||||
4 | — | — | — | — | 2 | — | ||||||
370,612 | 84,823 | 77,516 | 74,341 | 240,109 | 659,515 | 229,058 | ||||||
— | (4,549) | — | — | — | — | — | ||||||
370,612 | 80,274 | 77,516 | 74,341 | 240,109 | 659,515 | 229,058 | ||||||
$4,858,891 | $ 748,808 | $ 282,256 | $ 401,468 | $ 1,762,773 | $ 1,752,612 | $ 1,557,957 | ||||||
(279,530) | (1,447,762) | (805,188) | (63,695) | — | — | (1,951,222) | ||||||
— | (122) | — | 485 | (7,510,796) | (14,549,592) | — | ||||||
— | — | — | — | — | — | — | ||||||
— | — | — | — | (668,542) | 2,024,597 | — | ||||||
— | 3,325 | — | — | — | — | — | ||||||
— | (257) | — | — | — | — | — | ||||||
1,856,251 | (356,926) | — | — | — | — | — | ||||||
— | (75,570) | — | — | — | — | — | ||||||
1,576,721 | (1,877,312) | (805,188) | (63,210) | (8,179,338) | (12,524,995) | (1,951,222) | ||||||
166,957 | 1,427,197 | 632,779 | (60,475) | — | — | 919,590 | ||||||
— | (482) | — | (31) | 172,043 | 18,176,479 | — | ||||||
— | (2,840) | — | — | — | — | — | ||||||
— | 5,450 | — | — | — | — | — | ||||||
(188,350) | (127,134) | — | — | — | — | — | ||||||
— | 10,911 | — | — | — | — | — | ||||||
(21,393) | 1,313,102 | 632,779 | (60,506) | 172,043 | 18,176,479 | 919,590 | ||||||
1,555,328 | (564,210) | (172,409) | (123,716) | (8,007,295) | 5,651,484 | (1,031,632) | ||||||
$6,414,219 | $ 184,598 | $ 109,847 | $ 277,752 | $(6,244,522) | $ 7,404,096 | $ 526,325 |
SPDR DoubleLine Short Duration Total Return Tactical ETF | SPDR DoubleLine Total Return Tactical ETF | ||
INVESTMENT INCOME | |||
Interest income — unaffiliated issuers
|
$ 2,255,206 | $ 47,030,243 | |
Dividend income — affiliated issuers
|
78,186 | 1,351,711 | |
Other income
|
9,384 | — | |
Foreign taxes withheld
|
— | (3,154) | |
TOTAL INVESTMENT INCOME (LOSS)
|
2,342,776 | 48,378,800 | |
EXPENSES | |||
Advisory fee
|
293,076 | 6,070,168 | |
Trustees’ fees and expenses
|
785 | 13,259 | |
Proxy voting expenses
|
5,538 | 94,154 | |
Miscellaneous expenses
|
— | 22 | |
TOTAL EXPENSES
|
299,399 | 6,177,603 | |
NET INVESTMENT INCOME (LOSS)
|
$ 2,043,377 | $ 42,201,197 | |
REALIZED AND UNREALIZED GAIN (LOSS) | |||
Net realized gain (loss) on: | |||
Investments — unaffiliated issuers
|
(762,247) | (58,887,547) | |
Net change in unrealized appreciation/depreciation on: | |||
Investments — unaffiliated issuers
|
(597,383) | (41,865,759) | |
Unfunded loan commitments
|
— | 5,643 | |
Net change in unrealized
appreciation/depreciation
|
(597,383) | (41,860,116) | |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(1,359,630) | (100,747,663) | |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 683,747 | $ (58,546,466) |
SPDR SSGA Multi-Asset Real Return ETF | SPDR SSGA Income Allocation ETF | ||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 25,563,610 | $ 23,531,552 | $ 2,739,266 | $ 4,230,037 | |||
Net realized gain (loss)
|
(7,051,777) | 4,007,362 | (7,273,584) | (2,550) | |||
Net change in unrealized
appreciation/depreciation
|
(6,079,474) | (26,093,305) | 3,057,786 | (15,709,270) | |||
Net increase (decrease) in net assets resulting
from operations
|
12,432,359 | 1,445,609 | (1,476,532) | (11,481,783) | |||
Net equalization credits and charges
|
(153,052) | 2,661,692 | 17,585 | (16,609) | |||
Distributions to shareholders
|
(23,810,351) | (26,209,495) | (2,567,121) | (4,045,876) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
230,862,230 | 419,842,759 | 17,870,869 | 38,728,531 | |||
Cost of shares redeemed
|
(55,370,793) | (57,424,560) | (22,683,940) | (52,680,244) | |||
Net income equalization
|
153,052 | (2,661,692) | (17,585) | 16,609 | |||
Other Capital
|
— | 18,255 | — | — | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
175,644,489 | 359,774,762 | (4,830,656) | (13,935,104) | |||
Net increase (decrease) in net assets during the
period
|
164,113,445 | 337,672,568 | (8,856,724) | (29,479,372) | |||
Net assets at beginning of period
|
468,030,855 | 130,358,287 | 95,559,168 | 125,038,540 | |||
NET ASSETS AT END OF PERIOD
|
$632,144,300 | $468,030,855 | $ 86,702,444 | $ 95,559,168 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
8,220,000 | 14,140,000 | 590,000 | 1,120,000 | |||
Shares redeemed
|
(2,010,000) | (1,950,000) | (760,000) | (1,520,000) | |||
Net increase (decrease) from share
transactions
|
6,210,000 | 12,190,000 | (170,000) | (400,000) |
SPDR SSGA Global Allocation ETF | SPDR SSGA Ultra Short Term Bond ETF | SPDR Loomis Sayles Opportunistic Bond ETF | ||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
For
the Period 9/28/21*- 6/30/22 | |||||
$ 4,432,355 | $ 9,954,711 | $ 4,858,891 | $ 2,171,248 | $ 748,808 | $ 966,581 | |||||
(9,992,015) | 12,256,385 | 1,576,721 | (685,236) | (1,877,312) | (2,421,925) | |||||
8,013,708 | (53,905,411) | (21,393) | (6,068,494) | 1,313,102 | (3,484,542) | |||||
2,454,048 | (31,694,315) | 6,414,219 | (4,582,482) | 184,598 | (4,939,886) | |||||
(39,835) | 192 | 101,281 | (79,660) | 11,203 | (29,064) | |||||
(11,188,770) | (12,089,236) | (5,303,291) | (2,137,247) | (885,204) | (831,308) | |||||
23,306,997 | 36,021,408 | 172,628,992 | 239,500,100 | 4,971,463 | 44,823,447 | |||||
(22,849,995) | (34,093,710) | (59,900,582) | (332,794,845) | — | (10,438,804) | |||||
39,835 | (192) | (101,281) | 79,660 | (11,203) | 29,064 | |||||
529 | — | 63,769 | 138,713 | 13,316 | 89,647 | |||||
497,366 | 1,927,506 | 112,690,898 | (93,076,372) | 4,973,576 | 34,503,354 | |||||
(8,277,191) | (41,855,853) | 113,903,107 | (99,875,761) | 4,284,173 | 28,703,096 | |||||
240,833,825 | 282,689,678 | 302,727,702 | 402,603,463 | 28,703,096 | — | |||||
$232,556,634 | $240,833,825 | $416,630,809 | $ 302,727,702 | $32,987,269 | $ 28,703,096 | |||||
610,000 | 810,000 | 4,325,000 | 5,950,000 | 200,000 | 1,500,000 | |||||
(590,000) | (770,000) | (1,500,000) | (8,300,000) | — | (400,000) | |||||
20,000 | 40,000 | 2,825,000 | (2,350,000) | 200,000 | 1,100,000 |
* | Commencement of operations. |
SPDR Nuveen Municipal Bond ETF | SPDR Nuveen Municipal Bond ESG ETF | ||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
For
the Period 4/5/22*- 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 282,256 | $ 231,606 | $ 401,468 | $ 152,659 | |||
Net realized gain (loss)
|
(805,188) | (189,996) | (63,210) | (105,291) | |||
Net change in unrealized
appreciation/depreciation
|
632,779 | (3,416,424) | (60,506) | (476,707) | |||
Net increase (decrease) in net assets resulting
from operations
|
109,847 | (3,374,814) | 277,752 | (429,339) | |||
Net equalization credits and charges
|
6,512 | (1,113) | 830 | 1,649 | |||
Distributions to shareholders
|
(425,884) | (700,875) | (497,910) | (102,786) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
5,291,272 | 10,685,680 | 2,863,918 | 32,963,912 | |||
Cost of shares redeemed
|
— | (16,723,473) | — | — | |||
Net income equalization
|
(6,512) | 1,113 | (830) | (1,649) | |||
Other Capital
|
12 | 10,686 | 2,864 | 32,964 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
5,284,772 | (6,025,994) | 2,865,952 | 32,995,227 | |||
Net increase (decrease) in net assets during the
period
|
4,975,247 | (10,102,796) | 2,646,624 | 32,464,751 | |||
Net assets at beginning of period
|
35,061,367 | 45,164,163 | 32,464,751 | — | |||
NET ASSETS AT END OF PERIOD
|
$40,036,614 | $ 35,061,367 | $ 35,111,375 | $32,464,751 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
200,000 | 400,000 | 100,000 | 1,100,000 | |||
Shares redeemed
|
— | (600,000) | — | — | |||
Net increase (decrease) from share
transactions
|
200,000 | (200,000) | 100,000 | 1,100,000 |
* | Commencement of operations. |
SPDR SSGA Fixed Income Sector Rotation ETF | SPDR SSGA US Sector Rotation ETF | SPDR DoubleLine Emerging Markets Fixed Income ETF | ||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | |||||
$ 1,762,773 | $ 1,864,166 | $ 1,752,612 | $ 2,044,310 | $ 1,557,957 | $ 2,925,925 | |||||
(8,179,338) | (5,800,454) | (12,524,995) | 2,571,374 | (1,951,222) | 769,507 | |||||
172,043 | (9,885,098) | 18,176,479 | (30,518,656) | 919,590 | (17,006,267) | |||||
(6,244,522) | (13,821,386) | 7,404,096 | (25,902,972) | 526,325 | (13,310,835) | |||||
(360,483) | (509,259) | (104,214) | (142,580) | (11,492) | (15,165) | |||||
(1,704,355) | (1,883,135) | (2,616,810) | (7,269,494) | (1,804,193) | (5,404,954) | |||||
59,955,295 | 112,910,613 | 37,812,948 | 107,170,499 | 7,947,071 | 9,309,790 | |||||
(27,936,748) | (61,634,491) | (20,839,830) | (45,148,661) | (13,574,299) | (40,124,127) | |||||
360,483 | 509,259 | 104,214 | 142,580 | 11,492 | 15,165 | |||||
— | — | — | — | 37,414 | 68,054 | |||||
32,379,030 | 51,785,381 | 17,077,332 | 62,164,418 | (5,578,322) | (30,731,118) | |||||
24,069,670 | 35,571,601 | 21,760,404 | 28,849,372 | (6,867,682) | (49,462,072) | |||||
118,545,445 | 82,973,844 | 203,244,987 | 174,395,615 | 74,181,026 | 123,643,098 | |||||
$142,615,115 | $118,545,445 | $225,005,391 | $203,244,987 | $ 67,313,344 | $ 74,181,026 | |||||
2,270,000 | 3,780,000 | 970,000 | 2,450,000 | 200,000 | 200,000 | |||||
(1,070,000) | (2,060,000) | (530,000) | (1,040,000) | (325,000) | (825,000) | |||||
1,200,000 | 1,720,000 | 440,000 | 1,410,000 | (125,000) | (625,000) |
SPDR DoubleLine Short Duration Total Return Tactical ETF | SPDR DoubleLine Total Return Tactical ETF | ||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 2,043,377 | $ 2,322,666 | $ 42,201,197 | $ 77,993,893 | |||
Net realized gain (loss)
|
(762,247) | (3,083,762) | (58,887,547) | (71,677,135) | |||
Net change in unrealized
appreciation/depreciation
|
(597,383) | (6,559,270) | (41,860,116) | (268,963,903) | |||
Net increase (decrease) in net assets resulting
from operations
|
683,747 | (7,320,366) | (58,546,466) | (262,647,145) | |||
Net equalization credits and charges
|
(16,236) | (22,189) | — | (3,201) | |||
Distributions to shareholders
|
(2,329,017) | (2,972,526) | (65,247,706) | (96,266,392) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
3,479,690 | 89,243,755 | 464,427,759 | 12,031,920 | |||
Cost of shares redeemed
|
(6,954,553) | (107,825,844) | (258,273,252) | (597,715,967) | |||
Net income equalization
|
16,236 | 22,189 | — | 3,201 | |||
Other Capital
|
12,174 | 241,692 | 1,167,144 | 621,780 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(3,446,453) | (18,318,208) | 207,321,651 | (585,059,066) | |||
Net increase (decrease) in net assets during the
period
|
(5,107,959) | (28,633,289) | 83,527,479 | (943,975,804) | |||
Net assets at beginning of period
|
131,605,385 | 160,238,674 | 2,244,695,207 | 3,188,671,011 | |||
NET ASSETS AT END OF PERIOD
|
$126,497,426 | $ 131,605,385 | $2,328,222,686 | $2,244,695,207 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
75,000 | 1,800,000 | 11,500,000 | 250,000 | |||
Shares redeemed
|
(150,000) | (2,200,000) | (6,350,000) | (12,950,000) | |||
Net increase (decrease) from share
transactions
|
(75,000) | (400,000) | 5,150,000 | (12,700,000) |
SPDR SSGA Multi-Asset Real Return ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 27.93 | $ 28.52 | $ 21.25 | $ 25.18 | $ 26.62 | $ 23.97 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
1.36 | 2.99 | 0.65 | 0.78 | 0.69 | 0.53 | |||||
Net realized and unrealized gain (loss) (c)
|
(0.65) | (0.44) | 7.15 | (3.89) | (1.43) | 2.64 | |||||
Total from investment operations
|
0.71 | 2.55 | 7.80 | (3.11) | (0.74) | 3.17 | |||||
Net equalization credits and charges (b)
|
(0.01) | 0.34 | 0.02 | (0.02) | 0.00(d) | (0.00)(d) | |||||
Other capital (b)
|
— | 0.00(d) | — | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.11) | (3.48) | (0.55) | (0.80) | (0.70) | (0.52) | |||||
Net asset value, end of period
|
$ 27.52 | $ 27.93 | $ 28.52 | $ 21.25 | $ 25.18 | $ 26.62 | |||||
Total return (e)
|
2.55% | 10.57% | 37.12% | (12.71)% | (2.71)% | 13.26% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$632,144 | $468,031 | $130,358 | $53,750 | $112,792 | $143,742 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (f)
|
0.10%(g) | 0.05% | 0.08% | 0.08% | 0.12% | 0.22% | |||||
Net investment income (loss)
|
9.65%(g) | 10.09% | 2.56% | 3.30% | 2.76% | 2.04% | |||||
Portfolio turnover rate
|
17%(h) | 38% | 49% | 30% | 28% | 44% |
(a) | The per share amounts and percentages include the Fund’s proportionate share of income and expenses of the Portfolio prior to discontinuance of the master feeder structure. |
(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) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(g) | Annualized. |
(h) | Not annualized. |
SPDR SSGA Income Allocation ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 30.73 | $ 35.62 | $ 30.37 | $ 33.32 | $ 32.42 | $ 32.33 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.94 | 1.33 | 1.35 | 1.43 | 1.53 | 1.02 | |||||
Net realized and unrealized gain (loss) (c)
|
(1.32) | (4.92) | 5.18 | (2.95) | 0.91 | 0.09 | |||||
Total from investment operations
|
(0.38) | (3.59) | 6.53 | (1.52) | 2.44 | 1.11 | |||||
Net equalization credits and charges (b)
|
0.01 | (0.01) | 0.04 | 0.03 | 0.03 | (0.01) | |||||
Other capital (b)
|
— | — | — | — | 0.00(d) | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.87) | (1.29) | (1.32) | (1.46) | (1.57) | (1.01) | |||||
Net asset value, end of period
|
$ 29.49 | $ 30.73 | $ 35.62 | $ 30.37 | $ 33.32 | $ 32.42 | |||||
Total return (e)
|
(1.16)% | (10.41)% | 21.90% | (4.56)% | 7.93% | 3.34% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$86,702 | $95,559 | $125,039 | $126,039 | $104,613 | $92,389 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (f)
|
0.06%(g) | 0.12% | 0.16% | 0.18% | 0.18% | 0.39% | |||||
Net investment income (loss)
|
6.16%(g) | 3.85% | 4.02% | 4.41% | 4.71% | 3.07% | |||||
Portfolio turnover rate
|
61%(h) | 58% | 60% | 38% | 71% | 29% |
(a) | The per share amounts and percentages include the Fund’s proportionate share of income and expenses of the Portfolio prior to discontinuance of the master feeder structure. |
(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) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(g) | Annualized. |
(h) | Not annualized. |
SPDR SSGA Global Allocation ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 38.97 | $ 46.04 | $ 36.88 | $ 38.33 | $ 37.72 | $ 35.52 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.72 | 1.61 | 0.91 | 1.07 | 1.03 | 0.81 | |||||
Net realized and unrealized gain (loss) (c)
|
(0.34) | (6.71) | 9.16 | (1.44) | 0.57 | 2.18 | |||||
Total from investment operations
|
0.38 | (5.10) | 10.07 | (0.37) | 1.60 | 2.99 | |||||
Net equalization credits and charges (b)
|
(0.01) | 0.00(d) | (0.00)(d) | 0.00(d) | 0.01 | 0.01 | |||||
Other capital (b)
|
0.00(d) | — | — | 0.00(d) | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.99) | (1.62) | (0.91) | (1.08) | (1.00) | (0.80) | |||||
Net realized gains
|
(0.84) | (0.35) | — | — | — | — | |||||
Total distributions
|
(1.83) | (1.97) | (0.91) | (1.08) | (1.00) | (0.80) | |||||
Net asset value, end of period
|
$ 37.51 | $ 38.97 | $ 46.04 | $ 36.88 | $ 38.33 | $ 37.72 | |||||
Total return (e)
|
1.03% | (11.58)% | 27.51% | (1.00)% | 4.37% | 8.46% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$232,557 | $240,834 | $282,690 | $237,850 | $255,687 | $248,929 | |||||
Ratios to average net assets: | |||||||||||
Total expenses (f)
|
0.11%(g) | 0.11% | 0.17% | 0.09% | 0.15% | 0.20% | |||||
Net investment income (loss)
|
3.72%(g) | 3.59% | 2.16% | 2.84% | 2.76% | 2.14% | |||||
Portfolio turnover rate (h)
|
75%(i) | 153% | 110% | 94% | 71% | 43% |
(a) | The per share amounts and percentages include the Fund’s proportionate share of income and expenses of the Portfolio prior to discontinuance of the master feeder structure. |
(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) | Does not include expenses of the Underlying Funds in which the Fund invests. |
(g) | Annualized. |
(h) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(i) | Not annualized. |
SPDR SSGA Ultra Short Term Bond ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 39.83 | $ 40.46 | $ 40.26 | $ 40.41 | $ 40.27 | $ 40.26 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.55 | 0.21 | 0.27 | 0.81 | 1.02 | 0.68 | |||||
Net realized and unrealized gain (loss) (c)
|
0.15 | (0.63) | 0.25 | (0.11) | 0.04 | (0.14) | |||||
Total from investment operations
|
0.70 | (0.42) | 0.52 | 0.70 | 1.06 | 0.54 | |||||
Net equalization credits and charges (b)
|
0.01 | (0.01) | 0.00(d) | 0.02 | 0.03 | 0.04 | |||||
Other capital (b)
|
0.01 | 0.01 | 0.01 | 0.03 | 0.02 | 0.06 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.59) | (0.21) | (0.33) | (0.90) | (0.97) | (0.63) | |||||
Net asset value, end of period
|
$ 39.96 | $ 39.83 | $ 40.46 | $ 40.26 | $ 40.41 | $ 40.27 | |||||
Total return (e)
|
1.81% | (1.05)% | 1.34% | 1.86% | 2.79% | 1.60% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$416,631 | $302,728 | $402,603 | $298,907 | $167,719 | $50,344 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.21%(f) | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
2.74%(f) | 0.51% | 0.67% | 2.02% | 2.54% | 1.70% | |||||
Portfolio turnover rate
|
22%(g) | 68% | 76% | 71% | 100% | 76% |
(a) | The per share amounts and percentages include the Fund’s proportionate share of income and expenses of the Portfolio prior to discontinuance of the master feeder structure. |
(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. |
(g) | Not annualized. |
SPDR Loomis Sayles Opportunistic Bond ETF | |||
Six
Months Ended 12/31/22 (Unaudited) |
For
the Period 9/28/2021*- 6/30/22 | ||
Net asset value, beginning of period
|
$ 26.09 | $ 30.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.64 | 0.67 | |
Net realized and unrealized gain (loss) (b)
|
(0.63) | (4.05) | |
Total from investment operations
|
0.01 | (3.38) | |
Net equalization credits and charges (a)
|
0.01 | (0.02) | |
Other capital (a)
|
0.01 | 0.06 | |
Distributions to shareholders from: | |||
Net investment income
|
(0.75) | (0.57) | |
Net asset value, end of period
|
$ 25.37 | $ 26.09 | |
Total return (c)
|
0.11% | (11.25)% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$32,987 | $28,703 | |
Ratios to average net assets: | |||
Total expenses
|
0.56%(d) | 0.55%(d) | |
Net expenses
|
0.53%(d) | 0.51%(d) | |
Net investment income (loss)
|
4.94%(d) | 3.11%(d) | |
Portfolio turnover rate (e)
|
67%(f) | 101%(f) |
* | 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 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 Nuveen Municipal Bond ETF | |||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
For
the Period 2/3/21*- 6/30/21 | |||
Net asset value, beginning of period
|
$ 26.97 | $ 30.11 | $ 30.00 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
0.20 | 0.17 | 0.07 | ||
Net realized and unrealized gain (loss) (b)
|
(0.18) | (2.80) | 0.11 | ||
Total from investment operations
|
0.02 | (2.63) | 0.18 | ||
Net equalization credits and charges (a)
|
0.00(c) | (0.00)(c) | 0.00(c) | ||
Other capital (a)
|
0.00(c) | 0.01 | 0.03 | ||
Distributions to shareholders from: | |||||
Net investment income
|
(0.30) | (0.30) | (0.10) | ||
Net realized gains
|
— | (0.22) | — | ||
Total distributions
|
(0.30) | (0.52) | (0.10) | ||
Net asset value, end of period
|
$ 26.69 | $ 26.97 | $ 30.11 | ||
Total return (d)
|
0.07% | (8.83)% | 0.69% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$40,037 | $35,061 | $45,164 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.41%(e) | 0.40% | 0.40%(e) | ||
Net investment income (loss)
|
1.49%(e) | 0.57% | 0.57%(e) | ||
Portfolio turnover rate (f)
|
30%(g) | 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 12/31/22 (Unaudited) |
For
the Period 4/5/2022*- 6/30/22 | ||
Net asset value, beginning of period
|
$ 29.51 | $ 30.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.35 | 0.14 | |
Net realized and unrealized gain (loss) (b)
|
(0.17) | (0.57) | |
Total from investment operations
|
0.18 | (0.43) | |
Net equalization credits and charges (a)
|
0.00(c) | 0.00(c) | |
Other capital (a)
|
0.00(c) | 0.03 | |
Distributions to shareholders from: | |||
Net investment income
|
(0.43) | (0.09) | |
Net asset value, end of period
|
$ 29.26 | $ 29.51 | |
Total return (d)
|
0.62% | (1.31)% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$35,111 | $32,465 | |
Ratios to average net assets: | |||
Total expenses
|
0.44%(e) | 0.43%(e) | |
Net investment income (loss)
|
2.37%(e) | 2.00%(e) | |
Portfolio turnover rate (f)
|
23%(g) | 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 12/31/22 (Unaudited) |
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
|
$ 27.13 | $ 31.31 | $ 31.98 | $ 31.08 | $ 30.10 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.36 | 0.52 | 0.63 | 0.81 | 0.15 | ||||
Net realized and unrealized gain (loss) (b)
|
(1.48) | (4.02) | (0.37) | 1.31 | 0.99 | ||||
Total from investment operations
|
(1.12) | (3.50) | 0.26 | 2.12 | 1.14 | ||||
Net equalization credits and charges (a)
|
(0.07) | (0.14) | (0.16) | (0.17) | 0.00(c) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.34) | (0.54) | (0.77) | (1.05) | (0.16) | ||||
Net asset value, end of period
|
$ 25.60 | $ 27.13 | $ 31.31 | $ 31.98 | $ 31.08 | ||||
Total return (d)
|
(4.36)% | (11.78)% | 0.29% | 6.42% | 3.81% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$142,615 | $118,545 | $82,974 | $47,014 | $10,877 | ||||
Ratios to average net assets: | |||||||||
Total expenses (e)
|
0.37%(f) | 0.39% | 0.39% | 0.31% | 0.31%(f) | ||||
Net investment income (loss)
|
2.73%(f) | 1.76% | 1.99% | 2.57% | 1.98%(f) | ||||
Portfolio turnover rate (g)
|
58%(h) | 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 12/31/22 (Unaudited) |
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
|
$ 38.06 | $ 44.38 | $ 32.83 | $ 30.73 | $ 30.09 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.31 | 0.47 | 0.36 | 0.57 | 0.23 | ||||
Net realized and unrealized gain (loss) (b)
|
1.04 | (5.07) | 11.62 | 1.98 | 0.55 | ||||
Total from investment operations
|
1.35 | (4.60) | 11.98 | 2.55 | 0.78 | ||||
Net equalization credits and charges (a)
|
(0.02) | (0.03) | (0.04) | 0.03 | (0.03) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.46) | (0.46) | (0.39) | (0.48) | (0.11) | ||||
Net realized gains
|
— | (1.23) | — | — | — | ||||
Total distributions
|
(0.46) | (1.69) | (0.39) | (0.48) | (0.11) | ||||
Net asset value, end of period
|
$ 38.93 | $ 38.06 | $ 44.38 | $ 32.83 | $ 30.73 | ||||
Total return (c)
|
3.49% | (11.02)% | 36.48% | 8.52% | 2.50% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$225,005 | $203,245 | $174,396 | $68,617 | $14,136 | ||||
Ratios to average net assets: | |||||||||
Total expenses (d)
|
0.58%(e) | 0.54% | 0.52% | 0.49% | 0.49%(e) | ||||
Net investment income (loss)
|
1.55%(e) | 1.06% | 0.89% | 1.79% | 3.12%(e) | ||||
Portfolio turnover rate (f)
|
66%(g) | 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 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 41.21 | $ 50.99 | $ 49.09 | $ 51.02 | $ 48.25 | $ 50.45 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.91 | 1.49 | 1.48 | 1.87 | 1.98 | 1.31 | |||||
Net realized and unrealized gain (loss)
|
(0.89) | (8.60) | 1.83 | (2.06) | 2.60 | (1.74) | |||||
Total from investment operations
|
0.02 | (7.11) | 3.31 | (0.19) | 4.58 | (0.43) | |||||
Net equalization credits and charges (a)
|
(0.01) | (0.01) | 0.03 | 0.04 | 0.03 | 0.04 | |||||
Other capital (a)
|
0.02 | 0.03 | 0.09 | 0.13 | 0.08 | 0.10 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.05) | (1.47) | (1.53) | (1.91) | (1.92) | (1.36) | |||||
Net realized gains
|
— | (1.22) | — | — | — | (0.55) | |||||
Total distributions
|
(1.05) | (2.69) | (1.53) | (1.91) | (1.92) | (1.91) | |||||
Net asset value, end of period
|
$ 40.19 | $ 41.21 | $ 50.99 | $ 49.09 | $ 51.02 | $ 48.25 | |||||
Total return (b)
|
0.10% | (14.57)% | 7.09% | (0.04)% | 9.99% | (0.65)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$67,313 | $74,181 | $123,643 | $94,494 | $65,050 | $48,253 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.66%(c) | 0.65% | 0.72% | 0.75% | 0.75% | 0.76% | |||||
Net expenses
|
0.66%(c) | 0.65% | 0.65% | 0.65% | 0.65% | 0.65% | |||||
Net investment income (loss)
|
4.49%(c) | 3.12% | 2.95% | 3.77% | 4.06% | 2.64% | |||||
Portfolio turnover rate (d)
|
16%(e) | 38% | 77% | 54% | 37% | 55% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | 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. |
(c) | Annualized. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(e) | Not annualized. |
SPDR DoubleLine Short Duration Total Return Tactical ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 46.59 | $ 49.69 | $ 49.57 | $ 49.53 | $ 48.81 | $ 49.61 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.73 | 0.69 | 0.68 | 1.08 | 1.30 | 1.02 | |||||
Net realized and unrealized gain (loss) (b)
|
(0.47) | (2.96) | 0.14 | 0.07 | 0.62 | (0.99) | |||||
Total from investment operations
|
0.26 | (2.27) | 0.82 | 1.15 | 1.92 | 0.03 | |||||
Net equalization credits and charges (a)
|
(0.01) | (0.01) | 0.01 | 0.00(c) | 0.03 | 0.05 | |||||
Other capital (a)
|
0.00(c) | 0.07 | 0.01 | 0.03 | 0.06 | 0.12 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.84) | (0.73) | (0.72) | (1.14) | (1.29) | (1.00) | |||||
Net realized gains
|
— | (0.16) | — | — | — | — | |||||
Total distributions
|
(0.84) | (0.89) | (0.72) | (1.14) | (1.29) | (1.00) | |||||
Net asset value, end of period
|
$ 46.00 | $ 46.59 | $ 49.69 | $ 49.57 | $ 49.53 | $ 48.81 | |||||
Total return (d)
|
0.55% | (4.52)% | 1.70% | 2.43% | 4.18% | 0.43% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$126,497 | $131,605 | $160,239 | $142,519 | $121,344 | $82,984 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.46%(e) | 0.45% | 0.49% | 0.50% | 0.50% | 0.50% | |||||
Net expenses
|
0.46%(e) | 0.45% | 0.45% | 0.45% | 0.45% | 0.45% | |||||
Net investment income (loss)
|
3.14%(e) | 1.41% | 1.36% | 2.18% | 2.65% | 2.07% | |||||
Portfolio turnover rate (f)
|
16%(g) | 104% | 58% | 43% | 62% | 50% |
(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 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 42.27 | $ 48.46 | $ 49.40 | $ 48.96 | $ 47.60 | $ 49.03 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.79 | 1.30 | 1.09 | 1.37 | 1.56 | 1.34 | |||||
Net realized and unrealized gain (loss) (c)
|
(1.89) | (5.91) | (0.70) | 0.59 | 1.44 | (1.34) | |||||
Total from investment operations
|
(1.10) | (4.61) | 0.39 | 1.96 | 3.00 | 0.00(d) | |||||
Net equalization credits and charges (b)
|
— | (0.00)(d) | 0.00(d) | (0.00)(d) | 0.00(d) | 0.00(d) | |||||
Contribution from affiliate
|
— | — | 0.00(d) | — | — | — | |||||
Other capital (b)
|
0.02 | 0.01 | 0.00(d) | 0.03 | 0.04 | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.22) | (1.59) | (1.33) | (1.55) | (1.68) | (1.45) | |||||
Net asset value, end of period
|
$ 39.97 | $ 42.27 | $ 48.46 | $ 49.40 | $ 48.96 | $ 47.60 | |||||
Total return (e)
|
(2.58)% | (9.75)% | 0.81%(f) | 4.13% | 6.53% | 0.04% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,328,223 | $2,244,695 | $3,188,671 | $3,191,242 | $3,336,881 | $3,182,239 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.56%(g) | 0.55% | 0.62% | 0.65% | 0.65% | 0.65% | |||||
Net expenses
|
0.56%(g) | 0.55% | 0.55% | 0.55% | 0.55% | 0.55% | |||||
Net investment income (loss)
|
3.82%(g) | 2.79% | 2.22% | 2.80% | 3.27% | 2.78% | |||||
Portfolio turnover rate
|
51%(h)(i) | 119%(i) | 82%(i) | 25%(i) | 47%(i) | 34%(j) |
(a) | The per share amounts and percentages include the Fund’s proportionate share of income and expenses of the Portfolio prior to discontinuance of the master feeder structure. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | If an affiliate had not made a contribution during the year ended ended June 30, 2021, the total return would have remained 0.81%. |
(g) | Annualized. |
(h) | Not annualized. |
(i) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(j) | Portfolio turnover is from the Fund's Portfolio prior to discontinuance of master-feeder structure. |
Liability Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR SSGA Ultra Short Term Bond ETF | |||||||||||
Futures Contracts
|
$ 63,389 | $ — | $— | $— | $— | $ 63,389 | |||||
SPDR Loomis Sayles Opportunistic Bond ETF | |||||||||||
Forward Foreign Currency Exchange Contracts
|
— | 274 | — | — | — | 274 | |||||
Futures Contracts
|
141,923 | — | — | — | — | 141,923 |
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
|
$1,856,251 | $ — | $ — | $— | $— | $1,856,251 | |||||
SPDR Loomis Sayles Opportunistic Bond ETF | |||||||||||
Forward Foreign Currency Exchange Contracts
|
— | 3,325 | — | — | — | 3,325 | |||||
Futures Contracts
|
(356,926) | — | — | — | — | (356,926) | |||||
Swap Contracts
|
— | — | (75,570) | — | — | (75,570) |
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
|
$(188,350) | $ — | $ — | $— | $— | $(188,350) | |||||
SPDR Loomis Sayles Opportunistic Bond ETF | |||||||||||
Forward Foreign Currency Exchange Contracts
|
— | (2,840) | — | — | — | (2,840) | |||||
Futures Contracts
|
(127,134) | — | — | — | — | (127,134) | |||||
Swap Contracts
|
— | — | 10,911 | — | — | 10,911 |
Offsetting of Financial Liabilities and Derivative Liabilities | ||||||||
Forward Foreign Currency Exchange Contracts | ||||||||
Counterparty | Gross
Amounts of Liabilities |
Amount
Eligible to Offset |
Collateral
(Received) Pledged |
Net
Amount | ||||
Commonwealth Bank of Australia
|
$(274) | $— | $— | $(274) | ||||
$(274) | $— | $— | $(274) |
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 * |
SPDR SSGA Ultra Short Term Bond ETF
|
0.20 |
SPDR Loomis Sayles Opportunistic Bond ETF
|
0.55 |
Annual Rate | |
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 are reduced for SPDR SSGA Multi-Asset Real Return ETF, SPDR SSGA Income Allocation ETF, SPDR SSGA Global Allocation 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, 2022, the net annualized advisory fees were 0.09%, 0.05%, 0.10%, 0.36% and 0.58% respectively. |
U.S. Government Obligations | Other Securities | ||||||
Purchases | Sales | Purchases | Sales | ||||
SPDR SSGA Multi-Asset Real Return ETF
|
$ — | $ — | $ 87,319,752 | $ 90,646,363 | |||
SPDR SSGA Income Allocation ETF
|
— | — | 55,616,033 | 51,898,904 | |||
SPDR SSGA Global Allocation ETF
|
— | — | 161,136,471 | 161,674,853 | |||
SPDR SSGA Ultra Short Term Bond ETF
|
— | — | 74,045,477 | 54,823,256 | |||
SPDR Loomis Sayles Opportunistic Bond ETF
|
830,909 | 1,656,915 | 20,511,684 | 16,919,391 | |||
SPDR Nuveen Municipal Bond ETF
|
— | — | 14,899,126 | 10,312,876 | |||
SPDR Nuveen Municipal Bond ESG ETF
|
— | — | 9,900,482 | 7,390,559 | |||
SPDR SSGA Fixed Income Sector Rotation ETF
|
— | — | 75,040,806 | 75,158,672 | |||
SPDR SSGA US Sector Rotation ETF
|
— | — | 146,608,289 | 147,794,822 | |||
SPDR DoubleLine Emerging Markets Fixed Income
ETF
|
— | — | 10,379,455 | 15,769,281 | |||
SPDR DoubleLine Short Duration Total Return
Tactical ETF
|
13,915,820 | 2,098,361 | 5,549,776 | 13,484,999 | |||
SPDR DoubleLine Total Return Tactical ETF
|
1,213,695,200 | 896,431,130 | 50,610,738 | 175,901,399 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR SSGA Multi-Asset Real Return ETF
|
$220,099,587 | $47,823,906 | $3,901,158 | ||
SPDR SSGA Income Allocation ETF
|
16,180,347 | 20,861,161 | (412,915) | ||
SPDR SSGA Global Allocation ETF
|
21,904,973 | 21,478,839 | 2,087,157 | ||
SPDR SSGA Fixed Income Sector Rotation ETF
|
59,960,818 | 27,933,800 | (668,542) | ||
SPDR SSGA US Sector Rotation ETF
|
37,814,398 | 20,836,288 | 2,024,597 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR SSGA Multi-Asset Real Return ETF
|
$ 702,408,454 | $7,083,888 | $ 32,170,912 | $ (25,087,024) | |||
SPDR SSGA Income Allocation ETF
|
103,150,802 | 226,948 | 9,930,093 | (9,703,145) | |||
SPDR SSGA Global Allocation ETF
|
275,988,474 | 6,670,831 | 5,919,116 | 751,715 | |||
SPDR SSGA Ultra Short Term Bond ETF
|
417,779,620 | 193,664 | 5,442,615 | (5,248,951) | |||
SPDR Loomis Sayles Opportunistic Bond ETF
|
33,645,792 | 273,723 | 2,453,633 | (2,179,910) | |||
SPDR Nuveen Municipal Bond ETF
|
41,452,274 | 10,015 | 3,004,503 | (2,994,488) | |||
SPDR Nuveen Municipal Bond ESG ETF
|
34,458,512 | 100,618 | 649,923 | (549,305) | |||
SPDR SSGA Fixed Income Sector Rotation ETF
|
177,792,489 | 118,224 | 9,671,393 | (9,553,169) | |||
SPDR SSGA US Sector Rotation ETF
|
287,454,440 | 3,520,950 | 6,989,271 | (3,468,321) | |||
SPDR DoubleLine Emerging Markets Fixed Income
ETF
|
80,261,569 | 172,410 | 14,070,565 | (13,898,155) | |||
SPDR DoubleLine Short Duration Total Return
Tactical ETF
|
132,489,619 | 115,646 | 6,926,695 | (6,811,049) | |||
SPDR DoubleLine Total Return Tactical ETF
|
2,615,396,218 | 2,150,022 | 303,567,977 | (301,417,955) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR SSGA Multi-Asset Real Return ETF
|
$ 44,497,363 | $ 45,511,787 | $ 134,250 | $ 45,646,037 | ||||
SPDR SSGA Income Allocation ETF
|
10,843,490 | 6,784,842 | 4,368,875 | 11,153,717 | ||||
SPDR SSGA Global Allocation ETF
|
45,846,754 | 45,214,621 | 2,011,450 | 47,226,071 | ||||
SPDR SSGA Fixed Income Sector Rotation ETF
|
27,447,700 | 25,608,951 | 2,787,750 | 28,396,701 | ||||
SPDR SSGA US Sector Rotation ETF
|
72,479,637 | 58,900,996 | 15,402,475 | 74,303,471 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of December 31, 2022 | ||||||||||||||
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 | $ 45,511,787 | $— | $— | $— | $ 45,511,787 | $ 45,511,787 | |||||||
SPDR SSGA Income Allocation ETF
|
Mutual Funds and Exchange Traded Products | 6,784,842 | — | — | — | 6,784,842 | 6,784,842 | |||||||
SPDR SSGA Global Allocation ETF
|
Mutual Funds and Exchange Traded Products | 45,214,621 | — | — | — | 45,214,621 | 45,214,621 | |||||||
SPDR SSGA Fixed Income Sector Rotation ETF
|
Mutual Funds and Exchange Traded Products | 25,608,951 | — | — | — | 25,608,951 | 25,608,951 | |||||||
SPDR SSGA US Sector Rotation ETF
|
Mutual Funds and Exchange Traded Products | 58,900,996 | — | — | — | 58,900,996 | 58,900,996 |
SPDR SSGA Ultra Short Term Bond ETF |
SPDR Loomis Sayles Opportunistic Bond 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
|
0.10% | $1,025.50 | $0.51 | $1,024.70 | $0.51 | ||||
SPDR SSGA Income Allocation ETF
|
0.06 | 988.40 | 0.30 | 1,024.90 | 0.31 | ||||
SPDR SSGA Global Allocation ETF
|
0.11 | 1,010.30 | 0.56 | 1,024.70 | 0.56 | ||||
SPDR SSGA Ultra Short Term Bond ETF
|
0.21 | 1,018.10 | 1.07 | 1,024.10 | 1.07 | ||||
SPDR Loomis Sayles Opportunistic Bond ETF
|
0.53 | 1,001.10 | 2.67 | 1,022.50 | 2.70 | ||||
SPDR Nuveen Municipal Bond ETF
|
0.41 | 1,000.70 | 2.07 | 1,023.10 | 2.09 | ||||
SPDR Nuveen Municipal Bond ESG ETF
|
0.44 | 1,006.20 | 2.22 | 1,023.00 | 2.24 | ||||
SPDR SSGA Fixed Income Sector Rotation ETF
|
0.37 | 956.40 | 1.82 | 1,023.30 | 1.89 | ||||
SPDR SSGA US Sector Rotation ETF
|
0.58 | 1,034.90 | 2.97 | 1,022.30 | 2.96 | ||||
SPDR DoubleLine Emerging Markets Fixed Income
ETF
|
0.66 | 1,001.00 | 3.33 | 1,021.90 | 3.36 | ||||
SPDR DoubleLine Short Duration Total Return
Tactical ETF
|
0.46 | 1,005.50 | 2.33 | 1,022.90 | 2.35 | ||||
SPDR DoubleLine Total Return Tactical ETF
|
0.56 | 974.20 | 2.79 | 1,022.40 | 2.85 |
(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. |
Trustee Nominee Name | Shares For | Shares Withheld |
Clare S. Richer | 458,963,922.211 | 3,805,311.071 |
Sandra G. Sponem | 458,912,867.553 | 3,856,365.729 |
Kristi L. Rowsell | 459,030,936.405 | 3,738,296.877 |
Gunjan Chauhan | 458,827,846.171 | 3,941,387.111 |
Carolyn M. Clancy | 459,042,164.143 | 3,727,069.139 |