SPDR SERIES TRUST
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED
SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08839
SPDR® SERIES TRUST
(Exact name of registrant as specified in charter)
One Iron
Street, Boston, Massachusetts 02210
(Address of principal executive offices) (zip code)
Sean OMalley, Esq.
Senior Vice President and General Counsel
c/o SSGA Funds Management, Inc.
One Iron Street
Boston,
Massachusetts 02210
(Name and address of agent for service)
Copy to:
W.
John McGuire, Esq.
Morgan, Lewis & Bockius LLP
1111 Pennsylvania Avenue, NW
Washington, DC 20004
Registrants telephone number, including area code: (617) 664-1465
Date of fiscal year end: December 31
Date of reporting period: June 30, 2023
Item 1. Reports to Shareholders.
(a) The Report to Shareholders is attached herewith.
Semi-Annual Report
June 30, 2023
SPDR® Series Trust - Fixed Income Funds
SPDR
Bloomberg Emerging Markets Local Bond ETF |
SPDR
Bloomberg International Corporate Bond ETF |
SPDR
Bloomberg International Treasury Bond ETF |
SPDR
Bloomberg Short Term International Treasury Bond ETF |
SPDR
FTSE International Government Inflation-Protected Bond ETF |
The information contained in this report is intended for the
general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may
obtain a current prospectus and SAI from the Distributor by calling 1-866-787-2257 or visiting https://www.ssga.com/spdrs. Please read the prospectus carefully before
you invest.
TABLE OF CONTENTS (Unaudited)
The information contained in this report is intended
for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust.
You may obtain a current prospectus and SAI from the Distributor by calling 1-866-787-2257 or visiting https://www.ssga.com/spdrs. Please read the prospectus carefully before you invest.
[This Page
Intentionally Left Blank]
SPDR
Bloomberg Emerging Markets Local Bond ETF
Portfolio Statistics
(Unaudited)
Top Five Holdings as of
June 30, 2023
|
|
|
|
|
Description
|
%
of Net Assets |
|
|
Brazil
Letras do Tesouro Nacional Zero Coupon, 1/1/2026 |
1.2%
|
|
|
Mexico
Bonos 7.75% 5/29/2031 |
0.9
|
|
|
Peru
Government Bonds 6.90% 8/12/2037 |
0.9
|
|
|
Colombia
TES 7.50% 8/26/2026 |
0.8
|
|
|
Brazil
Letras do Tesouro Nacional Zero Coupon, 7/1/2024 |
0.8
|
|
|
TOTAL
|
4.6%
|
|
(The five largest holdings are subject to
change, and there are no guarantees the Fund will continue to remain invested in any particular company.)
Asset Allocation as of June 30, 2023
|
|
|
|
|
|
%
of Net Assets |
|
|
Foreign
Government Obligations |
96.7%
|
|
|
Short-Term
Investments |
1.9
|
|
|
Other
Assets in Excess of Liabilities |
1.4
|
|
|
TOTAL
|
100.0%
|
|
Top Ten Countries as of June 30, 2023
|
|
|
|
|
Description
|
%
of Total Investments |
|
|
South
Korea |
12.4%
|
|
|
China
|
12.4
|
|
|
Indonesia
|
8.7
|
|
|
Mexico
|
7.2
|
|
|
Malaysia
|
6.9
|
|
|
Brazil
|
4.4
|
|
|
Israel
|
4.4
|
|
|
Poland
|
4.3
|
|
|
Czech
Republic |
4.2
|
|
|
Philippines
|
4.2
|
|
|
TOTAL
|
69.1%
|
|
(The Fund's asset allocation and sector
breakdown are expressed as a percentage of net assets and total investments, respectively, and may change over time.)
See accompanying notes to financial statements.
1
SPDR
Bloomberg International Corporate Bond ETF
Portfolio Statistics
(Unaudited)
Top Five Holdings as of
June 30, 2023
|
|
|
|
|
Description
|
%
of Net Assets |
|
|
Seven
& i Holdings Co. Ltd. 0.19% 12/19/2025 |
0.4%
|
|
|
NTT
Finance Corp. 0.38% 9/20/2030 |
0.4
|
|
|
UBS
Group AG 1.00% 6/24/2027 |
0.3
|
|
|
UBS
Group AG 0.25% 11/5/2028 |
0.3
|
|
|
UBS
Group AG 3.25% 4/2/2026 |
0.3
|
|
|
TOTAL
|
1.7%
|
|
(The five largest holdings are subject to
change, and there are no guarantees the Fund will continue to remain invested in any particular company.)
Asset Allocation as of June 30, 2023
|
|
|
|
|
|
%
of Net Assets |
|
|
Corporate
Bonds & Notes |
98.2%
|
|
|
Short-Term
Investments |
1.4
|
|
|
Other
Assets in Excess of Liabilities |
0.4
|
|
|
TOTAL
|
100.0%
|
|
See accompanying
notes to financial statements.
2
SPDR
Bloomberg International Treasury Bond ETF
Portfolio Statistics
(Unaudited)
Top Five Holdings as of
June 30, 2023
|
|
|
|
|
Description
|
%
of Net Assets |
|
|
China
Government Bonds 3.25% 11/22/2028 |
0.7%
|
|
|
China
Government Bonds 4.08% 10/22/2048 |
0.6
|
|
|
Japan
Government Ten Year Bonds 0.20% 9/20/2032 |
0.5
|
|
|
Japan
Government Ten Year Bonds 0.50% 3/20/2033 |
0.4
|
|
|
Indonesia
Treasury Bonds 6.63% 5/15/2033 |
0.4
|
|
|
TOTAL
|
2.6%
|
|
(The five largest holdings are subject to
change, and there are no guarantees the Fund will continue to remain invested in any particular company.)
Asset Allocation as of June 30, 2023
|
|
|
|
|
|
%
of Net Assets |
|
|
Foreign
Government Obligations |
99.1%
|
|
|
Short-Term
Investments |
0.2
|
|
|
Other
Assets in Excess of Liabilities |
0.7
|
|
|
TOTAL
|
100.0%
|
|
Top Ten Countries as of June 30, 2023
|
|
|
|
|
Description
|
%
of Total Investments |
|
|
Japan
|
23.1%
|
|
|
France
|
5.1
|
|
|
United
Kingdom |
5.0
|
|
|
Canada
|
4.6
|
|
|
Italy
|
4.6
|
|
|
Spain
|
4.6
|
|
|
Australia
|
4.6
|
|
|
China
|
4.6
|
|
|
Germany
|
4.6
|
|
|
South
Korea |
4.5
|
|
|
TOTAL
|
65.3%
|
|
(The Fund's asset allocation and top ten
countries are expressed as a percentage of net assets and total investments, respectively, and may change over time.)
See accompanying notes to financial statements.
3
SPDR
Bloomberg Short Term International Treasury Bond ETF
Portfolio
Statistics (Unaudited)
Top Five
Holdings as of June 30, 2023
|
|
|
|
|
Description
|
%
of Net Assets |
|
|
Japan
Government Five Year Bonds 0.10% 12/20/2025 |
2.0%
|
|
|
Japan
Government Five Year Bonds 0.10% 3/20/2025 |
1.9
|
|
|
Australia
Government Bonds 4.25% 4/21/2026 |
1.7
|
|
|
Mexico
Bonos 5.75% 3/5/2026 |
1.7
|
|
|
Japan
Government Five Year Bonds 0.10% 12/20/2024 |
1.5
|
|
|
TOTAL
|
8.8%
|
|
(The five largest holdings are subject to
change, and there are no guarantees the Fund will continue to remain invested in any particular company.)
Asset Allocation as of June 30, 2023
|
|
|
|
|
|
%
of Net Assets |
|
|
Foreign
Government Obligations |
99.1%
|
|
|
Short-Term
Investment |
0.2
|
|
|
Other
Assets in Excess of Liabilities |
0.7
|
|
|
TOTAL
|
100.0%
|
|
Top Ten Countries as of June 30, 2023
|
|
|
|
|
Description
|
%
of Total Investments |
|
|
Japan
|
23.1%
|
|
|
Italy
|
5.1
|
|
|
France
|
5.1
|
|
|
United
Kingdom |
4.6
|
|
|
Canada
|
4.6
|
|
|
Australia
|
4.6
|
|
|
South
Korea |
4.6
|
|
|
China
|
4.6
|
|
|
Germany
|
4.5
|
|
|
Spain
|
4.5
|
|
|
TOTAL
|
65.3%
|
|
(The Fund's asset allocation and top ten
countries are expressed as a percentage of net assets and total investments, respectively, and may change over time.)
See accompanying notes to financial statements.
4
SPDR FTSE
International Government Inflation-Protected Bond ETF
Portfolio
Statistics (Unaudited)
Top Five
Holdings as of June 30, 2023
|
|
|
|
|
Description
|
%
of Net Assets |
|
|
Deutsche
Bundesrepublik Bonds Inflation-Linked 0.50% 4/15/2030 |
1.7%
|
|
|
Brazil
Notas do Tesouro Nacional 6.00% 8/15/2024 |
1.4
|
|
|
Spain
Government Bonds Inflation-Linked 1.00% 11/30/2030 |
1.4
|
|
|
Deutsche
Bundesrepublik Bonds Inflation-Linked 0.10% 4/15/2026 |
1.3
|
|
|
United
Kingdom Gilt Inflation Linked 0.13% 8/10/2041 |
1.3
|
|
|
TOTAL
|
7.1%
|
|
(The five largest holdings are subject to
change, and there are no guarantees the Fund will continue to remain invested in any particular company.)
Asset Allocation as of June 30, 2023
|
|
|
|
|
|
%
of Net Assets |
|
|
Foreign
Government Obligations |
98.4%
|
|
|
Other
Assets in Excess of Liabilities |
1.6
|
|
|
TOTAL
|
100.0%
|
|
Top Ten Countries as of June 30, 2023
|
|
|
|
|
Description
|
%
of Total Investments |
|
|
United
Kingdom |
18.7%
|
|
|
Brazil
|
9.7
|
|
|
France
|
8.1
|
|
|
Italy
|
5.0
|
|
|
South
Africa |
4.7
|
|
|
Mexico
|
4.6
|
|
|
Spain
|
4.6
|
|
|
Germany
|
4.6
|
|
|
Canada
|
4.6
|
|
|
Chile
|
4.6
|
|
|
TOTAL
|
69.2%
|
|
(The Fund's asset allocation and top ten
countries are expressed as a percentage of net assets and total investments, respectively, and may change over time.)
See accompanying notes to financial statements.
5
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
FOREIGN
GOVERNMENT OBLIGATIONS — 96.7% |
|
|
|
BRAZIL
— 4.3% |
|
|
|
Brazil
Government International Bonds: |
|
|
|
|
|
8.50%,
1/5/2024
|
|
BRL
|
350,000
|
|
$
70,419 |
10.25%,
1/10/2028
|
|
BRL
|
1,000,000
|
|
202,494
|
Brazil
Letras do Tesouro Nacional: |
|
|
|
|
|
Series LTN, Zero Coupon,
7/1/2024
|
|
BRL
|
72,100,000
|
|
13,394,409
|
Series LTN, Zero Coupon,
10/1/2024
|
|
BRL
|
25,000,000
|
|
4,536,929
|
Series LTN, Zero Coupon,
1/1/2025
|
|
BRL
|
23,400,000
|
|
4,157,667
|
Series LTN, Zero Coupon,
7/1/2025
|
|
BRL
|
20,000,000
|
|
3,401,194
|
Series LTN, Zero Coupon,
1/1/2026
|
|
BRL
|
125,000,000
|
|
20,276,901
|
Brazil
Notas do Tesouro Nacional: |
|
|
|
|
|
Series NTNF, 10.00%,
1/1/2025
|
|
BRL
|
31,450,000
|
|
6,440,138
|
Series NTNF, 10.00%,
1/1/2027
|
|
BRL
|
11,875,000
|
|
2,442,760
|
Series NTNF, 10.00%,
1/1/2029
|
|
BRL
|
48,890,000
|
|
9,897,474
|
Series NTNF, 10.00%,
1/1/2031
|
|
BRL
|
34,000,000
|
|
6,827,296
|
Series NTNF, 10.00%,
1/1/2033
|
|
BRL
|
10,000,000
|
|
1,989,975
|
|
|
|
|
|
73,637,656
|
CHILE
— 3.4% |
|
|
|
Bonos
de la Tesoreria de la Republica en pesos: |
|
|
|
|
|
Zero Coupon,
7/15/2024
|
|
CLP
|
2,100,000,000
|
|
2,370,436
|
2.30%, 10/1/2028
(a)
|
|
CLP
|
1,535,000,000
|
|
1,663,218
|
2.50%,
3/1/2025
|
|
CLP
|
490,000,000
|
|
571,671
|
2.80%, 10/1/2033
(a)
|
|
CLP
|
1,000,000,000
|
|
1,014,014
|
4.50%,
3/1/2026
|
|
CLP
|
5,915,000,000
|
|
7,168,880
|
4.70%, 9/1/2030
(a)
|
|
CLP
|
6,990,000,000
|
|
8,416,382
|
5.00%, 10/1/2028
(a)
|
|
CLP
|
4,600,000,000
|
|
5,634,413
|
5.00%,
3/1/2035
|
|
CLP
|
7,875,000,000
|
|
9,706,719
|
5.10%,
7/15/2050
|
|
CLP
|
2,470,000,000
|
|
3,049,599
|
5.80%, 6/1/2024
(a)
|
|
CLP
|
4,770,000,000
|
|
5,859,820
|
6.00%, 4/1/2033
(a)
|
|
CLP
|
3,650,000,000
|
|
4,877,246
|
Series 30YR, 6.00%,
1/1/2043
|
|
CLP
|
5,065,000,000
|
|
6,962,506
|
|
|
|
|
|
57,294,904
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
CHINA
— 12.2% |
|
|
|
China
Development Bank: |
|
|
|
|
|
Series 1908, 3.42%,
7/2/2024
|
|
CNY
|
6,300,000
|
|
$
877,712 |
Series 1518, 3.74%,
9/10/2025
|
|
CNY
|
2,000,000
|
|
283,053
|
Series 1605, 3.80%,
1/25/2036
|
|
CNY
|
6,500,000
|
|
967,828
|
Series 1510, 4.21%,
4/13/2025
|
|
CNY
|
9,000,000
|
|
1,278,319
|
Series 1708, 4.30%,
8/21/2024
|
|
CNY
|
10,000,000
|
|
1,408,268
|
Series 1805, 4.88%,
2/9/2028
|
|
CNY
|
3,000,000
|
|
452,481
|
China
Government Bonds: |
|
|
|
|
|
1.99%,
9/15/2024
|
|
CNY
|
23,000,000
|
|
3,161,748
|
Series INBK, 1.99%,
4/9/2025
|
|
CNY
|
43,000,000
|
|
5,896,663
|
Series INBK, 2.00%,
6/15/2025
|
|
CNY
|
10,000,000
|
|
1,373,512
|
2.18%,
8/25/2025
|
|
CNY
|
25,000,000
|
|
3,436,538
|
Series INBK, 2.24%,
5/25/2025
|
|
CNY
|
20,000,000
|
|
2,753,387
|
Series INBK, 2.26%,
2/24/2025
|
|
CNY
|
23,000,000
|
|
3,169,049
|
2.28%,
11/25/2025
|
|
CNY
|
15,000,000
|
|
2,064,763
|
2.29%,
12/25/2024
|
|
CNY
|
30,000,000
|
|
4,140,583
|
2.30%,
5/15/2026
|
|
CNY
|
10,000,000
|
|
1,378,228
|
2.35%,
3/15/2025
|
|
CNY
|
25,000,000
|
|
3,452,764
|
Series INBK, 2.37%,
1/20/2027
|
|
CNY
|
18,500,000
|
|
2,543,727
|
2.44%,
10/15/2027
|
|
CNY
|
15,000,000
|
|
2,063,537
|
2.46%,
2/15/2026
|
|
CNY
|
25,000,000
|
|
3,459,244
|
Series INBK, 2.47%,
9/2/2024
|
|
CNY
|
20,000,000
|
|
2,765,329
|
Series INBK, 2.48%,
4/15/2027
|
|
CNY
|
20,000,000
|
|
2,758,716
|
Series 2216, 2.50%,
7/25/2027
|
|
CNY
|
19,000,000
|
|
2,620,611
|
2.60%,
9/1/2032
|
|
CNY
|
10,000,000
|
|
1,360,786
|
2.62%,
4/15/2028
|
|
CNY
|
16,000,000
|
|
2,219,415
|
Series INBK, 2.62%,
9/25/2029
|
|
CNY
|
10,000,000
|
|
1,373,219
|
Series INBK, 2.62%,
6/25/2030
|
|
CNY
|
10,000,000
|
|
1,371,348
|
2.64%,
1/15/2028
|
|
CNY
|
13,000,000
|
|
1,805,107
|
Series INBK, 2.67%,
5/25/2033
|
|
CNY
|
15,000,000
|
|
2,065,994
|
Series INBK, 2.68%,
5/21/2030
|
|
CNY
|
31,000,000
|
|
4,261,323
|
Series INBK, 2.69%,
8/12/2026
|
|
CNY
|
29,920,000
|
|
4,161,802
|
2.69%,
8/15/2032
|
|
CNY
|
30,000,000
|
|
4,111,943
|
Series INBK, 2.75%,
6/15/2029
|
|
CNY
|
24,000,000
|
|
3,325,505
|
See accompanying notes to financial statements.
6
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series INBK, 2.75%,
2/17/2032
|
|
CNY
|
23,000,000
|
|
$
3,168,923 |
2.76%,
5/15/2032
|
|
CNY
|
15,000,000
|
|
2,067,109
|
2.79%,
12/15/2029
|
|
CNY
|
20,000,000
|
|
2,769,744
|
Series INBK, 2.80%,
3/24/2029
|
|
CNY
|
20,000,000
|
|
2,784,751
|
2.80%,
3/25/2030
|
|
CNY
|
6,000,000
|
|
831,840
|
2.80%,
11/15/2032
|
|
CNY
|
12,000,000
|
|
1,661,668
|
Series INBK, 2.85%,
6/4/2027
|
|
CNY
|
30,000,000
|
|
4,195,134
|
2.88%,
2/25/2033
|
|
CNY
|
25,000,000
|
|
3,497,742
|
Series INBK, 2.89%,
11/18/2031
|
|
CNY
|
20,500,000
|
|
2,855,750
|
Series 1610, 2.90%,
5/5/2026
|
|
CNY
|
10,000,000
|
|
1,399,250
|
Series INBK, 2.91%,
10/14/2028
|
|
CNY
|
30,000,000
|
|
4,208,700
|
Series 1913, 2.94%,
10/17/2024
|
|
CNY
|
21,000,000
|
|
2,923,095
|
Series INBK, 3.01%,
5/13/2028
|
|
CNY
|
28,000,000
|
|
3,949,673
|
Series INBK, 3.02%,
10/22/2025
|
|
CNY
|
34,000,000
|
|
4,765,104
|
Series INBK, 3.02%,
5/27/2031
|
|
CNY
|
36,000,000
|
|
5,074,799
|
Series INBK, 3.03%,
3/11/2026
|
|
CNY
|
37,000,000
|
|
5,196,538
|
Series 1916, 3.12%,
12/5/2026
|
|
CNY
|
27,600,000
|
|
3,897,345
|
Series 1915, 3.13%,
11/21/2029
|
|
CNY
|
28,000,000
|
|
3,967,271
|
3.19%,
4/15/2053
|
|
CNY
|
11,000,000
|
|
1,562,116
|
Series 1828, 3.22%,
12/6/2025
|
|
CNY
|
7,790,000
|
|
1,097,566
|
Series 1907, 3.25%,
6/6/2026
|
|
CNY
|
29,800,000
|
|
4,219,716
|
Series 1827, 3.25%,
11/22/2028
|
|
CNY
|
10,000,000
|
|
1,432,953
|
Series INBK, 3.27%,
11/19/2030
|
|
CNY
|
37,000,000
|
|
5,335,329
|
Series 1619, 3.27%,
8/22/2046
|
|
CNY
|
10,000,000
|
|
1,419,084
|
Series INBK, 3.28%,
12/3/2027
|
|
CNY
|
25,400,000
|
|
3,626,631
|
Series 1906, 3.29%,
5/23/2029
|
|
CNY
|
24,600,000
|
|
3,528,466
|
Series INBK, 3.32%,
4/15/2052
|
|
CNY
|
5,000,000
|
|
716,781
|
Series INBK, 3.39%,
3/16/2050
|
|
CNY
|
24,000,000
|
|
3,468,949
|
3.40%,
7/15/2072
|
|
CNY
|
10,000,000
|
|
1,458,138
|
Series 1626, 3.48%,
11/21/2066
|
|
CNY
|
6,700,000
|
|
992,158
|
Series 1710, 3.52%,
5/4/2027
|
|
CNY
|
5,000,000
|
|
719,894
|
Series 1608, 3.52%,
4/25/2046
|
|
CNY
|
11,000,000
|
|
1,616,102
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series INBK, 3.53%,
10/18/2051
|
|
CNY
|
10,000,000
|
|
$
1,485,717 |
Series 1819, 3.54%,
8/16/2028
|
|
CNY
|
10,000,000
|
|
1,453,862
|
Series INBK, 3.72%,
4/12/2051
|
|
CNY
|
14,000,000
|
|
2,146,981
|
Series INBK, 3.73%,
5/25/2070
|
|
CNY
|
25,000,000
|
|
3,915,541
|
Series 1521, 3.74%,
9/22/2035
|
|
CNY
|
7,800,000
|
|
1,186,801
|
Series 1525, 3.74%,
10/20/2045
|
|
CNY
|
8,000,000
|
|
1,245,762
|
Series INBK, 3.76%,
3/22/2071
|
|
CNY
|
21,000,000
|
|
3,318,981
|
Series 1705, 3.77%,
2/20/2047
|
|
CNY
|
13,000,000
|
|
1,985,943
|
Series INBK, 3.81%,
9/14/2050
|
|
CNY
|
24,000,000
|
|
3,727,844
|
Series 1910, 3.86%,
7/22/2049
|
|
CNY
|
26,500,000
|
|
4,136,316
|
Series 1023, 3.96%,
7/29/2040
|
|
CNY
|
8,000,000
|
|
1,252,128
|
Series 1817, 3.97%,
7/23/2048
|
|
CNY
|
10,000,000
|
|
1,579,381
|
Series 1908, 4.00%,
6/24/2069
|
|
CNY
|
9,000,000
|
|
1,489,124
|
Series 1715, 4.05%,
7/24/2047
|
|
CNY
|
10,000,000
|
|
1,593,097
|
Series 1003, 4.08%,
3/1/2040
|
|
CNY
|
5,000,000
|
|
805,474
|
Series 1824, 4.08%,
10/22/2048
|
|
CNY
|
19,300,000
|
|
3,104,894
|
Series 1508, 4.09%,
4/27/2035
|
|
CNY
|
1,000,000
|
|
157,306
|
Series 1806, 4.22%,
3/19/2048
|
|
CNY
|
8,000,000
|
|
1,313,231
|
Series 1722, 4.28%,
10/23/2047
|
|
CNY
|
3,250,000
|
|
536,109
|
Series 1116, 4.50%,
6/23/2041
|
|
CNY
|
11,000,000
|
|
1,854,084
|
Series 1417, 4.63%,
8/11/2034
|
|
CNY
|
7,000,000
|
|
1,143,120
|
Series 1319, 4.76%,
9/16/2043
|
|
CNY
|
2,000,000
|
|
352,219
|
|
|
|
|
|
208,554,736
|
COLOMBIA
— 4.1% |
|
|
|
Colombia Government International Bonds 9.85%,
6/28/2027
|
|
COP
|
115,000,000
|
|
26,394
|
Colombia
TES: |
|
|
|
|
|
Series B, 5.75%,
11/3/2027
|
|
COP
|
17,750,000,000
|
|
3,657,713
|
Series B, 6.00%,
4/28/2028
|
|
COP
|
23,015,000,000
|
|
4,723,896
|
Series B, 6.25%,
11/26/2025
|
|
COP
|
26,875,000,000
|
|
5,955,090
|
See accompanying notes to financial statements.
7
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series B, 6.25%,
7/9/2036
|
|
COP
|
5,300,000,000
|
|
$
918,474 |
Series B, 7.00%,
3/26/2031
|
|
COP
|
41,850,000,000
|
|
8,447,252
|
Series B, 7.00%,
6/30/2032
|
|
COP
|
44,464,000,000
|
|
8,727,886
|
Series B, 7.25%,
10/18/2034
|
|
COP
|
37,025,000,000
|
|
7,151,237
|
Series B, 7.25%,
10/26/2050
|
|
COP
|
26,100,000,000
|
|
4,437,146
|
Series B, 7.50%,
8/26/2026
|
|
COP
|
62,202,000,000
|
|
13,980,767
|
Series B, 7.75%,
9/18/2030
|
|
COP
|
21,800,000,000
|
|
4,642,564
|
Series B, 9.25%,
5/28/2042
|
|
COP
|
33,400,000,000
|
|
7,157,825
|
|
|
|
|
|
69,826,244
|
CZECH
REPUBLIC — 4.2% |
|
|
|
Czech
Republic Government Bonds: |
|
|
|
|
|
Series 1351, Zero Coupon,
12/12/2024
|
|
CZK
|
25,000,000
|
|
1,058,463
|
Series 130, 0.05%,
11/29/2029
|
|
CZK
|
61,350,000
|
|
2,131,508
|
Series 100, 0.25%,
2/10/2027
|
|
CZK
|
119,730,000
|
|
4,676,083
|
Series 94, 0.95%,
5/15/2030
|
|
CZK
|
194,280,000
|
|
7,102,505
|
Series 95, 1.00%,
6/26/2026
|
|
CZK
|
101,930,000
|
|
4,165,225
|
Series 121, 1.20%,
3/13/2031
|
|
CZK
|
180,570,000
|
|
6,578,077
|
Series 120, 1.25%,
2/14/2025
|
|
CZK
|
140,390,000
|
|
6,021,268
|
Series 125, 1.50%,
4/24/2040
|
|
CZK
|
29,460,000
|
|
879,328
|
Series 11Y, 1.75%,
6/23/2032
|
|
CZK
|
36,540,000
|
|
1,359,122
|
Series 142, 1.95%,
7/30/2037
|
|
CZK
|
60,000,000
|
|
2,070,547
|
Series 103, 2.00%,
10/13/2033
|
|
CZK
|
154,550,000
|
|
5,722,016
|
Series 89, 2.40%,
9/17/2025
|
|
CZK
|
171,300,000
|
|
7,385,058
|
Series 78, 2.50%,
8/25/2028
|
|
CZK
|
197,700,000
|
|
8,201,470
|
Series 105, 2.75%,
7/23/2029
|
|
CZK
|
66,750,000
|
|
2,774,112
|
Series 145, 3.50%,
5/30/2035
|
|
CZK
|
40,000,000
|
|
1,692,623
|
Series 49, 4.20%,
12/4/2036
|
|
CZK
|
83,380,000
|
|
3,747,665
|
Series 53, 4.85%,
11/26/2057
|
|
CZK
|
22,300,000
|
|
1,038,360
|
Series 11Y, 4.90%,
4/14/2034
|
|
CZK
|
20,000,000
|
|
962,490
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 8Y, 5.00%,
9/30/2030
|
|
CZK
|
40,000,000
|
|
$
1,897,428 |
Series 6Y, 5.50%,
12/12/2028
|
|
CZK
|
41,000,000
|
|
1,973,105
|
|
|
|
|
|
71,436,453
|
HUNGARY
— 3.6% |
|
|
|
Hungary
Government Bonds: |
|
|
|
|
|
Series 26/E, 1.50%,
4/22/2026
|
|
HUF
|
1,368,180,000
|
|
3,284,306
|
Series 26/F, 1.50%, 8/26/2026
(b)
|
|
HUF
|
1,703,000,000
|
|
4,034,242
|
Series 29/A, 2.00%,
5/23/2029
|
|
HUF
|
31,220,000
|
|
69,263
|
Series 33/A, 2.25%, 4/20/2033
(b)
|
|
HUF
|
929,670,000
|
|
1,860,492
|
Series 34/A, 2.25%,
6/22/2034
|
|
HUF
|
1,187,500,000
|
|
2,278,870
|
Series 24/C, 2.50%,
10/24/2024
|
|
HUF
|
2,512,600,000
|
|
6,635,580
|
Series 26/D, 2.75%,
12/22/2026
|
|
HUF
|
2,230,000,000
|
|
5,414,541
|
Series 27/A, 3.00%,
10/27/2027
|
|
HUF
|
1,580,970,000
|
|
3,848,285
|
Series 30/A, 3.00%, 8/21/2030
(b)
|
|
HUF
|
2,787,500,000
|
|
6,342,250
|
Series 38/A, 3.00%,
10/27/2038
|
|
HUF
|
2,203,760,000
|
|
4,136,302
|
Series 41/A, 3.00%,
4/25/2041
|
|
HUF
|
68,900,000
|
|
123,776
|
Series 31/A, 3.25%, 10/22/2031
(b)
|
|
HUF
|
1,219,870,000
|
|
2,757,379
|
Series 28/B, 4.50%,
3/23/2028
|
|
HUF
|
978,000,000
|
|
2,503,495
|
4.50%,
5/27/2032
|
|
HUF
|
440,000,000
|
|
1,076,165
|
Series 32/A, 4.75%,
11/24/2032
|
|
HUF
|
1,720,000,000
|
|
4,257,637
|
Series 25/B, 5.50%,
6/24/2025
|
|
HUF
|
2,564,620,000
|
|
6,939,213
|
Series 23/A, 6.00%,
11/24/2023
|
|
HUF
|
10,000
|
|
29
|
Series 28/A, 6.75%,
10/22/2028
|
|
HUF
|
2,142,500,000
|
|
6,002,644
|
|
|
|
|
|
61,564,469
|
INDONESIA
— 8.6% |
|
|
|
Indonesia
Treasury Bonds: |
|
|
|
|
|
Series FR90, 5.13%,
4/15/2027
|
|
IDR
|
33,000,000,000
|
|
2,160,385
|
Series FR86, 5.50%,
4/15/2026
|
|
IDR
|
70,900,000,000
|
|
4,699,265
|
Series FR64, 6.13%,
5/15/2028
|
|
IDR
|
73,750,000,000
|
|
4,938,815
|
Series FR88, 6.25%,
6/15/2036
|
|
IDR
|
20,000,000,000
|
|
1,318,952
|
See accompanying notes to financial statements.
8
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series FR95, 6.38%,
8/15/2028
|
|
IDR
|
47,500,000,000
|
|
$
3,228,955 |
Series FR91, 6.38%,
4/15/2032
|
|
IDR
|
90,000,000,000
|
|
6,019,944
|
Series FR93, 6.38%,
7/15/2037
|
|
IDR
|
20,000,000,000
|
|
1,320,679
|
Series FR62, 6.38%,
4/15/2042
|
|
IDR
|
1,700,000,000
|
|
111,395
|
Series FR81, 6.50%,
6/15/2025
|
|
IDR
|
72,000,000,000
|
|
4,858,146
|
Series FR87, 6.50%,
2/15/2031
|
|
IDR
|
81,700,000,000
|
|
5,490,501
|
Series FR65, 6.63%,
5/15/2033
|
|
IDR
|
60,000,000,000
|
|
4,068,518
|
Series FR89, 6.88%,
8/15/2051
|
|
IDR
|
20,000,000,000
|
|
1,355,743
|
Series FR59, 7.00%,
5/15/2027
|
|
IDR
|
68,000,000,000
|
|
4,690,730
|
Series FR82, 7.00%,
9/15/2030
|
|
IDR
|
88,600,000,000
|
|
6,143,590
|
Series FR96, 7.00%,
2/15/2033
|
|
IDR
|
60,000,000,000
|
|
4,204,262
|
Series FR98, 7.13%,
6/15/2038
|
|
IDR
|
8,000,000,000
|
|
564,277
|
Series FR92, 7.13%,
6/15/2042
|
|
IDR
|
65,000,000,000
|
|
4,529,814
|
Series FR97, 7.13%,
6/15/2043
|
|
IDR
|
28,000,000,000
|
|
1,973,643
|
Series FR84, 7.25%,
2/15/2026
|
|
IDR
|
18,000,000,000
|
|
1,240,580
|
Series FR76, 7.38%,
5/15/2048
|
|
IDR
|
41,700,000,000
|
|
2,950,499
|
Series FR74, 7.50%,
8/15/2032
|
|
IDR
|
31,300,000,000
|
|
2,253,100
|
Series FR80, 7.50%,
6/15/2035
|
|
IDR
|
60,600,000,000
|
|
4,376,962
|
Series FR75, 7.50%,
5/15/2038
|
|
IDR
|
46,910,000,000
|
|
3,390,753
|
Series FR83, 7.50%,
4/15/2040
|
|
IDR
|
78,500,000,000
|
|
5,664,023
|
Series FR85, 7.75%,
4/15/2031
|
|
IDR
|
11,000,000,000
|
|
794,019
|
Series FR78, 8.25%,
5/15/2029
|
|
IDR
|
68,150,000,000
|
|
5,007,687
|
Series FR58, 8.25%,
6/15/2032
|
|
IDR
|
3,710,000,000
|
|
279,703
|
Series FR72, 8.25%,
5/15/2036
|
|
IDR
|
47,090,000,000
|
|
3,610,534
|
Series FR56, 8.38%,
9/15/2026
|
|
IDR
|
74,300,000,000
|
|
5,302,728
|
Series FR68, 8.38%,
3/15/2034
|
|
IDR
|
77,700,000,000
|
|
5,959,079
|
Series FR79, 8.38%,
4/15/2039
|
|
IDR
|
46,000,000,000
|
|
3,576,950
|
Series FR73, 8.75%,
5/15/2031
|
|
IDR
|
39,050,000,000
|
|
2,990,448
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series FR67, 8.75%,
2/15/2044
|
|
IDR
|
17,050,000,000
|
|
$
1,362,428 |
Series FR71, 9.00%,
3/15/2029
|
|
IDR
|
60,000,000,000
|
|
4,568,014
|
Series FR57, 9.50%,
5/15/2041
|
|
IDR
|
1,000,000,000
|
|
85,323
|
Series FR45, 9.75%,
5/15/2037
|
|
IDR
|
1,250,000,000
|
|
105,303
|
Series FR40, 11.00%,
9/15/2025
|
|
IDR
|
14,000,000,000
|
|
1,030,917
|
Perusahaan
Penerbit SBSN Indonesia: |
|
|
|
|
|
Series PBS, 4.00%,
7/15/2024
|
|
IDR
|
30,000,000,000
|
|
1,963,890
|
Series PBS, 4.88%,
7/15/2026
|
|
IDR
|
67,000,000,000
|
|
4,315,802
|
Series PBS, 5.38%,
8/15/2025
|
|
IDR
|
15,000,000,000
|
|
989,093
|
Series PBS, 5.88%,
7/15/2028
|
|
IDR
|
2,338,000,000
|
|
153,684
|
Series PBS, 6.00%,
1/15/2027
|
|
IDR
|
25,000,000,000
|
|
1,659,331
|
Series PBS, 6.13%,
10/15/2025
|
|
IDR
|
33,000,000,000
|
|
2,205,241
|
Series PBS, 6.38%,
3/15/2034
|
|
IDR
|
87,522,000,000
|
|
5,675,469
|
Series PBS, 6.50%,
6/15/2039
|
|
IDR
|
9,000,000,000
|
|
582,604
|
Series PBS, 6.63%,
10/15/2024
|
|
IDR
|
46,000,000,000
|
|
3,101,652
|
Series PBS, 6.75%,
6/15/2047
|
|
IDR
|
51,875,000,000
|
|
3,399,202
|
Series PBS, 7.75%,
10/15/2046
|
|
IDR
|
23,000,000,000
|
|
1,685,255
|
Series PBS, 8.88%,
11/15/2031
|
|
IDR
|
64,200,000,000
|
|
4,935,641
|
|
|
|
|
|
146,893,528
|
ISRAEL
— 4.3% |
|
|
|
Israel
Government Bonds - Fixed: |
|
|
|
|
|
Series 1024, 0.40%,
10/31/2024
|
|
ILS
|
24,100,000
|
|
6,128,990
|
Series 0425, 0.50%,
4/30/2025
|
|
ILS
|
28,050,000
|
|
7,060,323
|
Series 0226, 0.50%,
2/27/2026
|
|
ILS
|
22,000,000
|
|
5,400,055
|
Series 0330, 1.00%,
3/31/2030
|
|
ILS
|
31,200,000
|
|
7,045,585
|
Series 0432, 1.30%,
4/30/2032
|
|
ILS
|
9,000,000
|
|
1,987,496
|
Series 0537, 1.50%,
5/31/2037
|
|
ILS
|
33,600,000
|
|
6,717,982
|
Series 0825, 1.75%,
8/31/2025
|
|
ILS
|
27,980,000
|
|
7,153,979
|
Series 0327, 2.00%,
3/31/2027
|
|
ILS
|
29,750,000
|
|
7,493,427
|
See accompanying notes to financial statements.
9
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 0928, 2.25%,
9/28/2028
|
|
ILS
|
38,245,000
|
|
$
9,563,143 |
Series 1152, 2.80%,
11/29/2052
|
|
ILS
|
8,000,000
|
|
1,655,505
|
Series 0347, 3.75%,
3/31/2047
|
|
ILS
|
28,125,000
|
|
7,226,886
|
Series 0142, 5.50%,
1/31/2042
|
|
ILS
|
18,710,000
|
|
6,020,607
|
Series 1026, 6.25%,
10/30/2026
|
|
ILS
|
225,000
|
|
64,888
|
|
|
|
|
|
73,518,866
|
MALAYSIA
— 6.8% |
|
|
|
Malaysia
Government Bonds: |
|
|
|
|
|
Series 0220, 2.63%,
4/15/2031
|
|
MYR
|
15,800,000
|
|
3,102,111
|
Series 0319, 3.48%,
6/14/2024
|
|
MYR
|
4,000,000
|
|
858,466
|
Series 0307, 3.50%,
5/31/2027
|
|
MYR
|
23,670,000
|
|
5,042,519
|
Series 0122, 3.58%,
7/15/2032
|
|
MYR
|
4,300,000
|
|
901,531
|
Series 0513, 3.73%,
6/15/2028
|
|
MYR
|
18,150,000
|
|
3,903,945
|
Series 0519, 3.76%,
5/22/2040
|
|
MYR
|
15,330,000
|
|
3,122,977
|
Series 0419, 3.83%,
7/5/2034
|
|
MYR
|
9,350,000
|
|
1,967,240
|
Series 0413, 3.84%,
4/15/2033
|
|
MYR
|
12,860,000
|
|
2,736,897
|
Series 0118, 3.88%,
3/14/2025
|
|
MYR
|
2,700,000
|
|
583,002
|
Series 0212, 3.89%,
3/15/2027
|
|
MYR
|
600,000
|
|
129,586
|
Series 0219, 3.89%,
8/15/2029
|
|
MYR
|
6,805,000
|
|
1,464,978
|
Series 0316, 3.90%,
11/30/2026
|
|
MYR
|
26,605,000
|
|
5,761,454
|
Series 0417, 3.90%,
11/16/2027
|
|
MYR
|
3,530,000
|
|
763,688
|
Series 0119, 3.91%,
7/15/2026
|
|
MYR
|
17,540,000
|
|
3,801,417
|
Series 0115, 3.96%,
9/15/2025
|
|
MYR
|
16,912,000
|
|
3,656,582
|
Series 0217, 4.06%,
9/30/2024
|
|
MYR
|
915,000
|
|
197,337
|
Series 0120, 4.07%,
6/15/2050
|
|
MYR
|
8,800,000
|
|
1,835,148
|
Series 0412, 4.13%,
4/15/2032
|
|
MYR
|
800,000
|
|
173,846
|
Series 0114, 4.18%,
7/15/2024
|
|
MYR
|
4,462,000
|
|
962,722
|
Series 0415, 4.25%,
5/31/2035
|
|
MYR
|
14,650,000
|
|
3,186,339
|
Series 0123, 4.46%,
3/31/2053
|
|
MYR
|
4,500,000
|
|
1,006,756
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 0322, 4.50%,
4/30/2029
|
|
MYR
|
10,300,000
|
|
$
2,290,812 |
Series 0318, 4.64%,
11/7/2033
|
|
MYR
|
5,030,000
|
|
1,144,300
|
Series 0222, 4.70%,
10/15/2042
|
|
MYR
|
5,000,000
|
|
1,152,726
|
Series 0216, 4.74%,
3/15/2046
|
|
MYR
|
10,425,000
|
|
2,401,888
|
Series 0317, 4.76%,
4/7/2037
|
|
MYR
|
9,975,000
|
|
2,280,081
|
Series 3/05, 4.84%,
7/15/2025
|
|
MYR
|
170,000
|
|
37,320
|
Series 0418, 4.89%,
6/8/2038
|
|
MYR
|
5,750,000
|
|
1,350,298
|
Series 0518, 4.92%,
7/6/2048
|
|
MYR
|
8,500,000
|
|
2,021,545
|
Series 0713, 4.94%,
9/30/2043
|
|
MYR
|
5,000,000
|
|
1,184,876
|
Malaysia
Government Investment Issue: |
|
|
|
|
|
Series 0120, 3.42%,
9/30/2027
|
|
MYR
|
19,700,000
|
|
4,184,784
|
Series 0121, 3.45%,
7/15/2036
|
|
MYR
|
21,000,000
|
|
4,235,069
|
Series 0220, 3.47%,
10/15/2030
|
|
MYR
|
23,740,000
|
|
4,964,014
|
Series 0123, 3.60%,
7/31/2028
|
|
MYR
|
5,000,000
|
|
1,066,250
|
Series 0419, 3.66%,
10/15/2024
|
|
MYR
|
14,350,000
|
|
3,080,588
|
Series 0319, 3.73%,
3/31/2026
|
|
MYR
|
15,400,000
|
|
3,312,786
|
Series 0415, 3.99%,
10/15/2025
|
|
MYR
|
8,500,000
|
|
1,840,239
|
Series 0217, 4.05%,
8/15/2024
|
|
MYR
|
12,000,000
|
|
2,588,133
|
Series 0316, 4.07%,
9/30/2026
|
|
MYR
|
4,925,000
|
|
1,072,433
|
Series 0318, 4.09%,
11/30/2023
|
|
MYR
|
870,000
|
|
186,989
|
Series 0619, 4.12%,
11/30/2034
|
|
MYR
|
10,000,000
|
|
2,166,390
|
Series 0118, 4.13%,
8/15/2025
|
|
MYR
|
7,380,000
|
|
1,605,448
|
Series 0119, 4.13%,
7/9/2029
|
|
MYR
|
6,500,000
|
|
1,417,948
|
Series 0122, 4.19%,
10/7/2032
|
|
MYR
|
9,000,000
|
|
1,974,742
|
Series 0117, 4.26%,
7/26/2027
|
|
MYR
|
3,720,000
|
|
815,590
|
Series 0223, 4.29%,
8/14/2043
|
|
MYR
|
5,000,000
|
|
1,087,102
|
Series 0218, 4.37%,
10/31/2028
|
|
MYR
|
20,180,000
|
|
4,462,083
|
Series 0221, 4.42%,
9/30/2041
|
|
MYR
|
12,200,000
|
|
2,688,498
|
See accompanying notes to financial statements.
10
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 0219, 4.47%,
9/15/2039
|
|
MYR
|
15,800,000
|
|
$
3,507,299 |
Series 0513, 4.58%,
8/30/2033
|
|
MYR
|
8,400,000
|
|
1,902,559
|
Series 0519, 4.64%,
11/15/2049
|
|
MYR
|
12,500,000
|
|
2,811,642
|
Series 0617, 4.72%,
6/15/2033
|
|
MYR
|
13,200,000
|
|
3,016,953
|
Series 0517, 4.76%,
8/4/2037
|
|
MYR
|
3,300,000
|
|
762,520
|
Series 0615, 4.79%,
10/31/2035
|
|
MYR
|
810,000
|
|
186,375
|
Series 0417, 4.90%,
5/8/2047
|
|
MYR
|
1,750,000
|
|
410,649
|
Series 0222, 5.36%,
5/15/2052
|
|
MYR
|
7,000,000
|
|
1,758,949
|
|
|
|
|
|
116,128,419
|
MEXICO
— 7.1% |
|
|
|
Mexico
Bonos: |
|
|
|
|
|
Series M, 5.00%,
3/6/2025
|
|
MXN
|
198,000,000
|
|
10,655,091
|
Series M, 5.50%,
3/4/2027
|
|
MXN
|
231,829,300
|
|
12,041,120
|
Series M, 5.75%,
3/5/2026
|
|
MXN
|
244,157,200
|
|
13,010,423
|
Series M 20, 7.50%,
6/3/2027
|
|
MXN
|
61,220,700
|
|
3,394,348
|
Series M, 7.50%,
5/26/2033
|
|
MXN
|
69,200,000
|
|
3,714,661
|
Series M, 7.75%,
5/29/2031
|
|
MXN
|
278,396,800
|
|
15,346,115
|
Series M, 7.75%,
11/23/2034
|
|
MXN
|
20,268,100
|
|
1,102,895
|
Series M, 7.75%,
11/13/2042
|
|
MXN
|
214,089,600
|
|
11,195,498
|
Series M, 8.00%,
9/5/2024
|
|
MXN
|
173,640,200
|
|
9,793,427
|
Series M, 8.00%,
11/7/2047
|
|
MXN
|
105,950,800
|
|
5,642,719
|
Series M, 8.00%,
7/31/2053
|
|
MXN
|
45,000,000
|
|
2,379,158
|
Series M 20, 8.50%,
5/31/2029
|
|
MXN
|
156,486,300
|
|
9,033,695
|
Series M 30, 8.50%,
11/18/2038
|
|
MXN
|
167,050,000
|
|
9,486,800
|
Series M 20, 10.00%,
12/5/2024
|
|
MXN
|
123,495,500
|
|
7,147,841
|
Series M 30, 10.00%,
11/20/2036
|
|
MXN
|
28,100,000
|
|
1,810,800
|
Mexico
Cetes: |
|
|
|
|
|
Series BI, Zero Coupon,
10/3/2024
|
|
MXN
|
400,000,000
|
|
2,048,143
|
Series BI, Zero Coupon,
1/23/2025
|
|
MXN
|
190,000,000
|
|
946,328
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series BI, Zero Coupon,
5/15/2025
|
|
MXN
|
500,000,000
|
|
$
2,420,921 |
|
|
|
|
|
121,169,983
|
PERU
— 3.4% |
|
|
|
Peru
Government Bonds: |
|
|
|
|
|
5.35%,
8/12/2040
|
|
PEN
|
500,000
|
|
114,595
|
5.40%,
8/12/2034
|
|
PEN
|
11,000,000
|
|
2,676,685
|
5.70%,
8/12/2024
|
|
PEN
|
8,200,000
|
|
2,247,747
|
5.94%,
2/12/2029
|
|
PEN
|
4,025,000
|
|
1,088,105
|
6.15%,
8/12/2032
|
|
PEN
|
20,707,000
|
|
5,451,908
|
6.35%,
8/12/2028
|
|
PEN
|
42,400,000
|
|
11,863,804
|
6.71%,
2/12/2055
|
|
PEN
|
1,000,000
|
|
261,190
|
6.85%,
2/12/2042
|
|
PEN
|
9,200,000
|
|
2,470,302
|
6.90%,
8/12/2037
|
|
PEN
|
54,775,000
|
|
14,869,466
|
6.95%,
8/12/2031
|
|
PEN
|
27,420,000
|
|
7,666,506
|
7.30%,
8/12/2033
|
|
PEN
|
30,000,000
|
|
8,505,562
|
Peruvian Government International Bonds Series REGS, 6.71%,
2/12/2055
|
|
PEN
|
475,000
|
|
124,065
|
|
|
|
|
|
57,339,935
|
PHILIPPINES
— 4.2% |
|
|
|
Philippines
Government Bonds: |
|
|
|
|
|
Series 1065, 2.88%,
7/9/2030
|
|
PHP
|
153,500,000
|
|
2,234,552
|
Series 5-77, 3.38%,
4/8/2026
|
|
PHP
|
270,000,000
|
|
4,532,796
|
Series R105, 3.50%,
9/20/2026
|
|
PHP
|
22,000,000
|
|
362,205
|
Series 1060, 3.63%,
9/9/2025
|
|
PHP
|
82,000,000
|
|
1,400,166
|
Series 7-64, 3.63%,
4/22/2028
|
|
PHP
|
70,000,000
|
|
1,136,155
|
Series 2020, 3.63%,
3/21/2033
|
|
PHP
|
43,150,000
|
|
620,946
|
Series 7-65, 3.75%,
8/12/2028
|
|
PHP
|
460,000,000
|
|
7,416,852
|
Series 1066, 4.00%,
7/22/2031
|
|
PHP
|
227,000,000
|
|
3,482,911
|
Series 1059, 4.13%,
8/20/2024
|
|
PHP
|
18,700,000
|
|
329,910
|
Series 5-76, 4.25%,
10/17/2024
|
|
PHP
|
50,000,000
|
|
880,390
|
Series 3-27, 4.25%,
4/7/2025
|
|
PHP
|
215,000,000
|
|
3,750,992
|
Series 7-59, 4.50%,
4/20/2024
|
|
PHP
|
68,200,000
|
|
1,215,806
|
Series 2511, 4.63%,
9/9/2040
|
|
PHP
|
156,500,000
|
|
2,306,366
|
Series 1061, 4.75%,
5/4/2027
|
|
PHP
|
276,950,000
|
|
4,708,903
|
Series 1067, 4.88%,
1/20/2032
|
|
PHP
|
380,000,000
|
|
6,170,018
|
See accompanying notes to financial statements.
11
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 2024, 5.13%,
7/15/2041
|
|
PHP
|
20,000,000
|
|
$
311,926 |
Series 3-01, 5.25%,
2/4/2026
|
|
PHP
|
30,000,000
|
|
529,649
|
Series 2021, 5.25%,
5/18/2037
|
|
PHP
|
48,800,000
|
|
789,196
|
Series 7-61, 5.75%,
4/12/2025
|
|
PHP
|
89,500,000
|
|
1,603,402
|
Series R251, 6.13%,
10/24/2037
|
|
PHP
|
67,000,000
|
|
1,161,250
|
Series 7-62, 6.25%,
2/14/2026
|
|
PHP
|
105,000,000
|
|
1,895,248
|
Series 1063, 6.25%,
3/22/2028
|
|
PHP
|
97,700,000
|
|
1,780,492
|
Series 2022, 6.50%,
2/22/2038
|
|
PHP
|
40,000,000
|
|
735,656
|
Series 1069, 6.75%,
9/15/2032
|
|
PHP
|
200,000,000
|
|
3,707,389
|
Series 2023, 6.75%,
1/24/2039
|
|
PHP
|
52,700,000
|
|
985,190
|
Series 1064, 6.88%,
1/10/2029
|
|
PHP
|
93,000,000
|
|
1,735,174
|
Series 2017, 8.00%,
7/19/2031
|
|
PHP
|
274,237,338
|
|
5,439,492
|
Series 25-7, 8.00%,
9/30/2035
|
|
PHP
|
108,000,000
|
|
2,221,930
|
Series 25-8, 8.13%,
12/16/2035
|
|
PHP
|
198,800,000
|
|
4,131,643
|
Series 4211, 8.13%,
11/24/2042
|
|
PHP
|
95,000,000
|
|
2,095,440
|
Series 25-6, 9.25%,
11/5/2034
|
|
PHP
|
30,000,000
|
|
669,680
|
Philippines Government International Bonds Series 3601, 6.25%,
1/14/2036
|
|
PHP
|
20,000,000
|
|
347,561
|
|
|
|
|
|
70,689,286
|
POLAND
— 4.2% |
|
|
|
Republic
of Poland Government Bonds: |
|
|
|
|
|
Series 0724, 0.01%,
7/25/2024
|
|
PLN
|
2,000,000
|
|
462,287
|
Series 1026, 0.25%,
10/25/2026
|
|
PLN
|
40,493,000
|
|
8,363,009
|
Series 0425, 0.75%,
4/25/2025
|
|
PLN
|
14,900,000
|
|
3,355,200
|
Series 1030, 1.25%,
10/25/2030
|
|
PLN
|
1,590,000
|
|
291,377
|
Series 0432, 1.75%,
4/25/2032
|
|
PLN
|
58,200,000
|
|
10,436,880
|
Series 1024, 2.25%,
10/25/2024
|
|
PLN
|
10,000,000
|
|
2,346,817
|
Series 0424, 2.50%, 4/25/2024
(b)
|
|
PLN
|
13,790,000
|
|
3,297,694
|
Series 0726, 2.50%,
7/25/2026
|
|
PLN
|
37,000,000
|
|
8,304,931
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 0727, 2.50%,
7/25/2027
|
|
PLN
|
18,000,000
|
|
$
3,930,100 |
Series 0428, 2.75%,
4/25/2028
|
|
PLN
|
46,250,000
|
|
10,000,049
|
Series 1029, 2.75%,
10/25/2029
|
|
PLN
|
12,000,000
|
|
2,513,917
|
Series 0725, 3.25%,
7/25/2025
|
|
PLN
|
22,000,000
|
|
5,149,265
|
Series 5Y, 3.75%,
5/25/2027
|
|
PLN
|
37,000,000
|
|
8,503,821
|
Series 0447, 4.00%,
4/25/2047
|
|
PLN
|
400,000
|
|
76,014
|
Series 0429, 5.75%,
4/25/2029
|
|
PLN
|
450,000
|
|
111,488
|
Series 1033, 6.00%, 10/25/2033
(b)
|
|
PLN
|
5,250,000
|
|
1,312,839
|
Series 0728, 7.50%,
7/25/2028
|
|
PLN
|
13,000,000
|
|
3,454,023
|
|
|
|
|
|
71,909,711
|
ROMANIA
— 3.8% |
|
|
|
Romania
Government Bonds: |
|
|
|
|
|
Series 7Y, 2.50%,
10/25/2027
|
|
RON
|
19,100,000
|
|
3,549,285
|
Series 5Y, 3.25%,
6/24/2026
|
|
RON
|
28,900,000
|
|
5,799,226
|
Series 4Y, 3.50%,
11/25/2025
|
|
RON
|
12,000,000
|
|
2,467,585
|
Series 5Y, 3.65%,
7/28/2025
|
|
RON
|
19,100,000
|
|
3,978,343
|
Series 15Y, 3.65%, 9/24/2031
(b)
|
|
RON
|
9,900,000
|
|
1,755,869
|
Series 4YR, 3.70%,
11/25/2024
|
|
RON
|
21,800,000
|
|
4,624,440
|
Series 8Y, 4.15%,
1/26/2028
|
|
RON
|
19,750,000
|
|
3,905,752
|
Series 10YR, 4.15%,
10/24/2030
|
|
RON
|
18,930,000
|
|
3,526,998
|
Series 5Y, 4.25%,
4/28/2036
|
|
RON
|
15,000,000
|
|
2,561,378
|
Series 5Y, 4.50%,
6/17/2024
|
|
RON
|
3,700,000
|
|
799,974
|
Series 10Y, 4.75%,
2/24/2025
|
|
RON
|
11,025,000
|
|
2,362,531
|
Series 15Y, 4.75%,
10/11/2034
|
|
RON
|
37,900,000
|
|
6,967,510
|
Series 7Y, 4.85%,
4/22/2026
|
|
RON
|
13,725,000
|
|
2,888,905
|
Series 8Y, 4.85%,
7/25/2029
|
|
RON
|
10,000,000
|
|
1,990,386
|
Series 10Y, 5.00%,
2/12/2029
|
|
RON
|
25,185,000
|
|
5,085,646
|
Series 15YR, 5.80%,
7/26/2027
|
|
RON
|
15,410,000
|
|
3,275,947
|
Series 10Y, 6.70%,
2/25/2032
|
|
RON
|
16,500,000
|
|
3,600,291
|
See accompanying notes to financial statements.
12
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 10Y, 7.20%,
10/30/2033
|
|
RON
|
5,000,000
|
|
$
1,126,419 |
Series 7Y, 8.00%,
4/29/2030
|
|
RON
|
6,500,000
|
|
1,512,734
|
8.25%,
9/29/2032
|
|
RON
|
9,000,000
|
|
2,165,569
|
8.75%,
10/30/2028
|
|
RON
|
4,000,000
|
|
953,943
|
|
|
|
|
|
64,898,731
|
SOUTH
AFRICA — 4.1% |
|
|
|
Republic
of South Africa Government Bonds: |
|
|
|
|
|
Series R209, 6.25%,
3/31/2036
|
|
ZAR
|
6,241,000
|
|
210,674
|
Series R214, 6.50%,
2/28/2041
|
|
ZAR
|
3,330,000
|
|
104,353
|
Series R213, 7.00%, 2/28/2031
(b)
|
|
ZAR
|
157,267,000
|
|
6,659,055
|
Series 2030, 8.00%,
1/31/2030
|
|
ZAR
|
211,125,000
|
|
9,866,563
|
Series 2032, 8.25%,
3/31/2032
|
|
ZAR
|
90,877,000
|
|
4,037,000
|
Series 2037, 8.50%, 1/31/2037
(b)
|
|
ZAR
|
225,927,000
|
|
9,138,136
|
Series 2044, 8.75%,
1/31/2044
|
|
ZAR
|
216,256,000
|
|
8,392,673
|
Series 2048, 8.75%, 2/28/2048
(b)
|
|
ZAR
|
115,885,000
|
|
4,445,543
|
Series 2035, 8.88%,
2/28/2035
|
|
ZAR
|
159,125,000
|
|
6,890,187
|
Series 2040, 9.00%,
1/31/2040
|
|
ZAR
|
180,590,000
|
|
7,341,659
|
Series R186, 10.50%,
12/21/2026
|
|
ZAR
|
214,980,000
|
|
11,811,738
|
Series 2053, 11.63%,
3/31/2053
|
|
ZAR
|
20,000,000
|
|
989,312
|
|
|
|
|
|
69,886,893
|
SOUTH
KOREA — 12.2% |
|
|
|
Korea
Treasury Bonds: |
|
|
|
|
|
Series 2312, 0.88%,
12/10/2023
|
|
KRW
|
180,000,000
|
|
135,044
|
Series 2509, 1.13%,
9/10/2025
|
|
KRW
|
8,000,000,000
|
|
5,741,673
|
Series 3909, 1.13%,
9/10/2039
|
|
KRW
|
5,450,000,000
|
|
2,840,156
|
Series 2603, 1.25%,
3/10/2026
|
|
KRW
|
9,300,000,000
|
|
6,618,226
|
Series 2409, 1.38%,
9/10/2024
|
|
KRW
|
3,160,000,000
|
|
2,336,133
|
Series 2912, 1.38%,
12/10/2029
|
|
KRW
|
10,000,000,000
|
|
6,564,255
|
Series 3006, 1.38%,
6/10/2030
|
|
KRW
|
10,000,000,000
|
|
6,504,531
|
Series 2503, 1.50%,
3/10/2025
|
|
KRW
|
8,840,000,000
|
|
6,462,489
|
Series 2612, 1.50%,
12/10/2026
|
|
KRW
|
4,344,000,000
|
|
3,065,384
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 3012, 1.50%,
12/10/2030
|
|
KRW
|
9,500,000,000
|
|
$
6,173,168 |
Series 3609, 1.50%,
9/10/2036
|
|
KRW
|
6,003,000,000
|
|
3,512,447
|
Series 4009, 1.50%,
9/10/2040
|
|
KRW
|
6,000,000,000
|
|
3,277,765
|
Series 5003, 1.50%,
3/10/2050
|
|
KRW
|
16,730,000,000
|
|
7,949,667
|
Series 7009, 1.63%,
9/10/2070
|
|
KRW
|
7,050,000,000
|
|
2,866,086
|
Series 2609, 1.75%,
9/10/2026
|
|
KRW
|
7,200,000,000
|
|
5,147,467
|
Series 2412, 1.88%,
12/10/2024
|
|
KRW
|
5,000,000,000
|
|
3,699,182
|
Series 2606, 1.88%,
6/10/2026
|
|
KRW
|
3,959,000,000
|
|
2,853,552
|
Series 2906, 1.88%,
6/10/2029
|
|
KRW
|
7,280,000,000
|
|
4,979,640
|
Series 4109, 1.88%,
9/10/2041
|
|
KRW
|
5,000,000,000
|
|
2,873,772
|
Series 5103, 1.88%,
3/10/2051
|
|
KRW
|
17,000,000,000
|
|
8,806,061
|
Series 3106, 2.00%,
6/10/2031
|
|
KRW
|
9,500,000,000
|
|
6,356,233
|
Series 4603, 2.00%,
3/10/2046
|
|
KRW
|
1,370,000,000
|
|
766,760
|
Series 4903, 2.00%,
3/10/2049
|
|
KRW
|
10,835,000,000
|
|
5,893,035
|
Series 2706, 2.13%,
6/10/2027
|
|
KRW
|
6,282,000,000
|
|
4,495,722
|
Series 4703, 2.13%,
3/10/2047
|
|
KRW
|
5,812,000,000
|
|
3,307,369
|
Series 2506, 2.25%,
6/10/2025
|
|
KRW
|
30,000,000
|
|
22,137
|
Series 3709, 2.25%,
9/10/2037
|
|
KRW
|
3,570,000,000
|
|
2,274,838
|
Series 2703, 2.38%,
3/10/2027
|
|
KRW
|
7,000,000,000
|
|
5,072,554
|
Series 2712, 2.38%,
12/10/2027
|
|
KRW
|
5,600,000,000
|
|
4,022,396
|
Series 2812, 2.38%,
12/10/2028
|
|
KRW
|
1,839,000,000
|
|
1,303,673
|
Series 3112, 2.38%,
12/10/2031
|
|
KRW
|
7,500,000,000
|
|
5,138,078
|
Series 3809, 2.38%,
9/10/2038
|
|
KRW
|
5,409,000,000
|
|
3,470,127
|
Series 5203, 2.50%,
3/10/2052
|
|
KRW
|
5,500,000,000
|
|
3,279,826
|
Series 2806, 2.63%,
6/10/2028
|
|
KRW
|
2,000,000,000
|
|
1,444,454
|
Series 3509, 2.63%,
9/10/2035
|
|
KRW
|
870,000,000
|
|
590,217
|
Series 4803, 2.63%,
3/10/2048
|
|
KRW
|
6,754,000,000
|
|
4,221,890
|
Series 4412, 2.75%,
12/10/2044
|
|
KRW
|
5,000,000,000
|
|
3,251,971
|
See accompanying notes to financial statements.
13
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 4212, 3.00%,
12/10/2042
|
|
KRW
|
6,265,000,000
|
|
$
4,280,651 |
Series 2409, 3.13%,
9/10/2024
|
|
KRW
|
5,000,000,000
|
|
3,772,682
|
Series 2506, 3.13%,
6/10/2025
|
|
KRW
|
7,000,000,000
|
|
5,251,446
|
Series 2606, 3.13%,
6/10/2026
|
|
KRW
|
2,000,000,000
|
|
1,494,091
|
Series 2709, 3.13%,
9/10/2027
|
|
KRW
|
5,000,000,000
|
|
3,711,059
|
Series 5209, 3.13%,
9/10/2052
|
|
KRW
|
6,000,000,000
|
|
4,072,683
|
Series 2803, 3.25%,
3/10/2028
|
|
KRW
|
5,000,000,000
|
|
3,721,903
|
Series 3306, 3.25%,
6/10/2033
|
|
KRW
|
2,000,000,000
|
|
1,458,943
|
Series 4209, 3.25%,
9/10/2042
|
|
KRW
|
4,000,000,000
|
|
2,838,748
|
Series 5303, 3.25%,
3/10/2053
|
|
KRW
|
14,000,000,000
|
|
9,730,187
|
Series 2503, 3.38%,
3/10/2025
|
|
KRW
|
3,300,000,000
|
|
2,488,583
|
Series 3206, 3.38%,
6/10/2032
|
|
KRW
|
9,500,000,000
|
|
7,020,870
|
Series 7209, 3.50%,
9/10/2072
|
|
KRW
|
1,000,000,000
|
|
721,245
|
Series 3112, 4.00%,
12/10/2031
|
|
KRW
|
395,000,000
|
|
305,587
|
Series 2412, 4.25%,
12/10/2024
|
|
KRW
|
3,000,000,000
|
|
2,294,490
|
Series 2512, 4.25%,
12/10/2025
|
|
KRW
|
4,500,000,000
|
|
3,457,037
|
Series 3212, 4.25%,
12/10/2032
|
|
KRW
|
6,000,000,000
|
|
4,744,190
|
|
|
|
|
|
208,682,373
|
THAILAND
— 4.1% |
|
|
|
Thailand
Government Bonds: |
|
|
|
|
|
0.75%,
9/17/2024
|
|
THB
|
137,000,000
|
|
3,800,548
|
0.95%,
6/17/2025
|
|
THB
|
153,800,000
|
|
4,238,758
|
Series LB, 1.00%,
6/17/2027
|
|
THB
|
138,000,000
|
|
3,703,363
|
1.45%,
12/17/2024
|
|
THB
|
129,210,000
|
|
3,607,750
|
1.59%,
12/17/2035
|
|
THB
|
100,000,000
|
|
2,471,720
|
1.60%,
12/17/2029
|
|
THB
|
182,400,000
|
|
4,880,329
|
1.60%,
6/17/2035
|
|
THB
|
86,700,000
|
|
2,164,343
|
1.88%,
6/17/2049
|
|
THB
|
59,000,000
|
|
1,262,426
|
2.00%,
12/17/2031
|
|
THB
|
150,000,000
|
|
4,082,815
|
2.00%,
6/17/2042
|
|
THB
|
3,000,000
|
|
72,161
|
2.13%,
12/17/2026
|
|
THB
|
74,380,000
|
|
2,090,162
|
2.50%,
6/17/2071
|
|
THB
|
59,000,000
|
|
1,184,902
|
2.65%,
6/17/2028
|
|
THB
|
33,000,000
|
|
943,891
|
2.88%,
12/17/2028
|
|
THB
|
77,510,000
|
|
2,238,834
|
2.88%,
6/17/2046
|
|
THB
|
123,955,000
|
|
3,301,403
|
3.30%,
6/17/2038
|
|
THB
|
2,160,000
|
|
63,823
|
3.35%,
6/17/2033
|
|
THB
|
107,000,000
|
|
3,210,701
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
3.39%,
6/17/2037
|
|
THB
|
55,000,000
|
|
$
1,642,258 |
3.40%,
6/17/2036
|
|
THB
|
31,940,000
|
|
956,687
|
3.45%,
6/17/2043
|
|
THB
|
40,000,000
|
|
1,187,585
|
3.58%,
12/17/2027
|
|
THB
|
4,650,000
|
|
138,568
|
3.60%,
6/17/2067
|
|
THB
|
62,200,000
|
|
1,725,761
|
3.65%,
6/20/2031
|
|
THB
|
86,575,000
|
|
2,646,063
|
3.78%,
6/25/2032
|
|
THB
|
86,120,000
|
|
2,679,572
|
3.80%,
6/14/2041
|
|
THB
|
12,750,000
|
|
401,885
|
3.85%,
12/12/2025
|
|
THB
|
88,882,000
|
|
2,605,408
|
4.00%,
6/17/2066
|
|
THB
|
133,080,000
|
|
4,015,968
|
4.68%,
6/29/2044
|
|
THB
|
78,400,000
|
|
2,733,843
|
4.75%,
12/20/2024
|
|
THB
|
14,000,000
|
|
409,363
|
4.85%,
6/17/2061
|
|
THB
|
53,195,000
|
|
1,866,778
|
4.88%,
6/22/2029
|
|
THB
|
113,904,000
|
|
3,650,370
|
5.67%,
3/13/2028
|
|
THB
|
10,000,000
|
|
323,002
|
|
|
|
|
|
70,301,040
|
TURKEY
— 2.1% |
|
|
|
Turkey
Government Bonds: |
|
|
|
|
|
9.00%,
7/24/2024
|
|
TRY
|
23,550,000
|
|
854,015
|
9.10%,
2/16/2028
|
|
TRY
|
80,000,000
|
|
2,516,302
|
10.28%,
9/15/2027
|
|
TRY
|
117,735,000
|
|
3,658,050
|
10.40%,
3/20/2024
|
|
TRY
|
1,760,000
|
|
65,485
|
10.40%,
10/13/2032
|
|
TRY
|
175,000,000
|
|
4,866,705
|
10.50%,
8/11/2027
|
|
TRY
|
81,380,000
|
|
2,850,017
|
10.60%,
2/11/2026
|
|
TRY
|
76,104,000
|
|
2,698,822
|
11.00%,
2/24/2027
|
|
TRY
|
13,298,000
|
|
464,854
|
11.70%,
11/13/2030
|
|
TRY
|
63,800,000
|
|
2,273,502
|
12.40%,
3/8/2028
|
|
TRY
|
28,050,000
|
|
946,297
|
12.60%,
10/1/2025
|
|
TRY
|
50,000,000
|
|
1,897,775
|
16.90%,
9/2/2026
|
|
TRY
|
84,500,000
|
|
3,487,610
|
20.20%,
6/9/2027
|
|
TRY
|
136,500,000
|
|
5,877,302
|
20.90%,
4/17/2024
|
|
TRY
|
4,000,000
|
|
162,869
|
21.50%,
4/28/2032
|
|
TRY
|
73,000,000
|
|
3,556,195
|
|
|
|
|
|
36,175,800
|
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost
$1,748,949,470)
|
|
|
|
|
1,649,909,027
|
|
|
Shares
|
|
SHORT-TERM
INVESTMENTS — 1.9% |
|
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.07%
(c)(d)
|
3,569,170
|
3,569,170
|
See accompanying notes to financial statements.
14
SPDR BLOOMBERG
EMERGING MARKETS LOCAL BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Shares
|
|
Value
|
State Street Navigator Securities Lending Portfolio II
(e)(f)
|
|
27,991,543
|
|
$
27,991,543 |
TOTAL SHORT-TERM INVESTMENTS (Cost
$31,560,713)
|
|
31,560,713
|
|
TOTAL INVESTMENTS — 98.6% (Cost
$1,780,510,183)
|
|
1,681,469,740
|
|
OTHER ASSETS IN EXCESS OF LIABILITIES — 1.4%
|
|
24,209,305
|
|
NET ASSETS — 100.0%
|
|
$
1,705,679,045 |
|
(a)
|
Securities
purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 1.6% of net assets as of June 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to
qualified institutional buyers. |
(b)
|
All
or a portion of the shares of the security are on loan at June 30, 2023. |
(c)
|
The
Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(d)
|
The
rate shown is the annualized seven-day yield at June 30, 2023. |
(e)
|
The
Fund invested in an affiliated entity. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(f)
|
Investment
of cash collateral for securities loaned. |
BRL
|
Brazilian
Real |
CLP
|
Chilean
Peso |
CNY
|
China
Yuan Renminbi |
COP
|
Colombian
Peso |
CZK
|
Czech
Koruna |
HUF
|
Hungary
Forint |
IDR
|
Indonesia
Rupiah |
ILS
|
Israeli
New Shekel |
KRW
|
South
Korean Won |
MXN
|
Mexican
Peso |
MYR
|
Malaysian
Ringgit |
PEN
|
Peru
Nuevo Sol |
PHP
|
Philippines
Peso |
PLN
|
Polish
Zloty |
RON
|
Romania
New Leu |
THB
|
Thai
Baht |
TRY
|
Turkish
New Lira |
ZAR
|
South
African Rand |
The following table summarizes the value of the
Fund's investments according to the fair value hierarchy as of June 30, 2023.
Description
|
|
Level
1 – Quoted Prices |
|
Level
2 – Other Significant Observable Inputs |
|
Level
3 – Significant Unobservable Inputs |
|
Total
|
ASSETS:
|
|
|
|
|
|
|
|
|
INVESTMENTS:
|
|
|
|
|
|
|
|
|
Foreign Government
Obligations
|
|
$
— |
|
$1,649,909,027
|
|
$—
|
|
$1,649,909,027
|
Short-Term
Investments
|
|
31,560,713
|
|
—
|
|
—
|
|
31,560,713
|
TOTAL
INVESTMENTS
|
|
$31,560,713
|
|
$1,649,909,027
|
|
$—
|
|
$1,681,469,740
|
Affiliate Table
|
Number
of Shares Held at 12/31/22 |
|
Value
at 12/31/22 |
|
Cost
of Purchases |
|
Proceeds
from Shares Sold |
|
Realized
Gain (Loss) |
|
Change
in Unrealized Appreciation/ Depreciation |
|
Number
of Shares Held at 6/30/23 |
|
Value
at 6/30/23 |
|
Dividend
Income |
State Street Institutional U.S. Government Money Market Fund, Class G
Shares
|
6,612,110
|
|
$
6,612,110 |
|
$
78,621,352 |
|
$
81,664,292 |
|
$—
|
|
$—
|
|
3,569,170
|
|
$
3,569,170 |
|
$
78,584 |
State Street Navigator Securities Lending Portfolio
II
|
36,893,506
|
|
36,893,506
|
|
144,965,248
|
|
153,867,211
|
|
—
|
|
—
|
|
27,991,543
|
|
27,991,543
|
|
112,867
|
Total
|
|
|
$43,505,616
|
|
$223,586,600
|
|
$235,531,503
|
|
$—
|
|
$—
|
|
|
|
$31,560,713
|
|
$191,451
|
See accompanying notes to financial statements.
15
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
CORPORATE
BONDS & NOTES — 98.2% |
|
|
|
AUSTRALIA
— 1.0% |
|
|
|
Australia
& New Zealand Banking Group Ltd.: |
|
|
|
|
|
0.75%,
9/29/2026
|
|
EUR
|
200,000
|
|
$
196,605 |
3.65%,
1/20/2026
|
|
EUR
|
100,000
|
|
107,636
|
Series MTN, 4.05%,
5/12/2025
|
|
AUD
|
100,000
|
|
65,340
|
BHP Billiton Finance Ltd. Series 12, 4.30%,
9/25/2042
|
|
GBP
|
200,000
|
|
212,550
|
National
Australia Bank Ltd.: |
|
|
|
|
|
Series GMTN, 1.25%,
5/18/2026
|
|
EUR
|
100,000
|
|
101,722
|
Series GMTN, 1.38%,
8/30/2028
|
|
EUR
|
100,000
|
|
97,040
|
2.13%,
5/24/2028
|
|
EUR
|
300,000
|
|
303,706
|
Series MTN, 2.90%,
2/25/2027
|
|
AUD
|
250,000
|
|
154,357
|
Series MTN, 3.90%,
5/30/2025
|
|
AUD
|
220,000
|
|
143,268
|
Sydney Airport Finance Co. Pty. Ltd. Series EMTN, 4.38%,
5/3/2033
|
|
EUR
|
150,000
|
|
162,951
|
Westpac Banking Corp. 3.70%,
1/16/2026
|
|
EUR
|
200,000
|
|
215,331
|
|
|
|
|
|
1,760,506
|
AUSTRIA
— 0.2% |
|
|
|
OMV AG Series EMTN, 1.00%,
12/14/2026
|
|
EUR
|
200,000
|
|
200,132
|
Raiffeisen Bank International AG 3 Month EURIBOR + 1.95%, 4.75%, 1/26/2027
(a)
|
|
EUR
|
200,000
|
|
213,635
|
|
|
|
|
|
413,767
|
BELGIUM
— 1.8% |
|
|
|
Anheuser-Busch
InBev SA: |
|
|
|
|
|
Series EMTN, 1.13%,
7/1/2027
|
|
EUR
|
400,000
|
|
396,423
|
Series EMTN, 1.15%,
1/22/2027
|
|
EUR
|
200,000
|
|
200,046
|
Series EMTN, 1.50%,
4/18/2030
|
|
EUR
|
200,000
|
|
191,425
|
Series EMTN, 1.65%,
3/28/2031
|
|
EUR
|
200,000
|
|
189,049
|
Series EMTN, 2.00%,
3/17/2028
|
|
EUR
|
380,000
|
|
387,657
|
Series EMTN, 2.13%,
12/2/2027
|
|
EUR
|
300,000
|
|
308,145
|
Series EMTN, 2.75%,
3/17/2036
|
|
EUR
|
500,000
|
|
490,296
|
Series EMTN, 2.88%,
4/2/2032
|
|
EUR
|
200,000
|
|
205,316
|
Series EMTN, 3.70%,
4/2/2040
|
|
EUR
|
250,000
|
|
258,995
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
KBC
Group NV: |
|
|
|
|
|
Series EMTN, 4.38%,
4/19/2030
|
|
EUR
|
100,000
|
|
$
108,081 |
3 Month EURIBOR + 1.70%, 4.38%, 11/23/2027
(a)
|
|
EUR
|
300,000
|
|
324,778
|
|
|
|
|
|
3,060,211
|
CANADA
— 0.9% |
|
|
|
Royal
Bank of Canada: |
|
|
|
|
|
0.13%,
7/23/2024
|
|
EUR
|
100,000
|
|
104,572
|
2.13%,
4/26/2029
|
|
EUR
|
200,000
|
|
196,079
|
Toronto-Dominion
Bank: |
|
|
|
|
|
Series EMTN, 0.50%,
1/18/2027
|
|
EUR
|
300,000
|
|
286,448
|
Series EMTN, 1.95%,
4/8/2030
|
|
EUR
|
400,000
|
|
378,792
|
2.55%,
8/3/2027
|
|
EUR
|
100,000
|
|
102,226
|
2.88%,
4/5/2027
|
|
GBP
|
200,000
|
|
221,897
|
Series EMTN, 3.13%,
8/3/2032
|
|
EUR
|
200,000
|
|
202,306
|
|
|
|
|
|
1,492,320
|
DENMARK
— 0.6% |
|
|
|
Danske
Bank AS: |
|
|
|
|
|
Series EMTN, 0.63%,
5/26/2025
|
|
EUR
|
300,000
|
|
305,892
|
1 year GBP Swap - 1.15%, 0.50%, 8/27/2025
(a)
|
|
EUR
|
100,000
|
|
103,675
|
1 year GBP Swap + 0.95%, 4.00%, 1/12/2027
(a)
|
|
EUR
|
200,000
|
|
214,876
|
Series EMTN, UK 10 year Gilt + 1.65%, 2.25%, 1/14/2028
(a)
|
|
GBP
|
200,000
|
|
212,518
|
UK 10 year Gilt + 1.70%, 4.63%, 4/13/2027
(a)
|
|
GBP
|
100,000
|
|
119,737
|
|
|
|
|
|
956,698
|
FINLAND
— 1.2% |
|
|
|
Nordea
Bank Abp: |
|
|
|
|
|
Series EMTN, 0.50%,
5/14/2027
|
|
EUR
|
400,000
|
|
385,444
|
Series EMTN, 0.50%,
11/2/2028
|
|
EUR
|
100,000
|
|
90,158
|
Series EMTN, 1.13%,
2/12/2025
|
|
EUR
|
200,000
|
|
207,841
|
Series EMTN, 1.13%,
2/16/2027
|
|
EUR
|
100,000
|
|
98,335
|
Series EMTN, 1.13%,
9/27/2027
|
|
EUR
|
100,000
|
|
97,611
|
Series EMTN, 2.50%,
5/23/2029
|
|
EUR
|
200,000
|
|
198,895
|
3 Month EURIBOR + 0.48%, 3.63%, 2/10/2026
(a)
|
|
EUR
|
200,000
|
|
215,049
|
See accompanying notes to financial statements.
16
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
OP
Corporate Bank PLC: |
|
|
|
|
|
Series EMTN, 0.10%,
11/16/2027
|
|
EUR
|
200,000
|
|
$
184,773 |
Series EMTN, 0.13%,
7/1/2024
|
|
EUR
|
300,000
|
|
314,581
|
Series EMTN, 0.50%,
8/12/2025
|
|
EUR
|
100,000
|
|
101,127
|
2.88%,
12/15/2025
|
|
EUR
|
100,000
|
|
105,653
|
|
|
|
|
|
1,999,467
|
FRANCE
— 19.1% |
|
|
|
Air Liquide Finance SA Series EMTN, 1.25%,
6/13/2028
|
|
EUR
|
200,000
|
|
196,920
|
Airbus
SE: |
|
|
|
|
|
Series EMTN, 1.63%,
6/9/2030
|
|
EUR
|
200,000
|
|
192,265
|
Series EMTN, 2.38%,
4/7/2032
|
|
EUR
|
200,000
|
|
197,740
|
Series EMTN, 2.38%,
6/9/2040
|
|
EUR
|
100,000
|
|
87,109
|
Autoroutes
du Sud de la France SA: |
|
|
|
|
|
Series EMTN, 1.38%,
1/22/2030
|
|
EUR
|
200,000
|
|
189,171
|
Series EMTN, 1.38%,
2/21/2031
|
|
EUR
|
200,000
|
|
185,053
|
Banque
Federative du Credit Mutuel SA: |
|
|
|
|
|
Series EMTN, Zero Coupon,
3/7/2025
|
|
EUR
|
300,000
|
|
304,538
|
Series EMTN, Zero Coupon,
5/11/2026
|
|
EUR
|
100,000
|
|
96,911
|
0.25%,
7/19/2028
|
|
EUR
|
200,000
|
|
177,088
|
0.63%,
11/3/2028
|
|
EUR
|
200,000
|
|
178,620
|
Series EMTN, 0.63%,
2/21/2031
|
|
EUR
|
200,000
|
|
165,980
|
Series EMTN, 0.75%,
7/17/2025
|
|
EUR
|
200,000
|
|
202,804
|
Series EMTN, 0.75%,
6/8/2026
|
|
EUR
|
300,000
|
|
296,012
|
0.75%,
1/17/2030
|
|
EUR
|
200,000
|
|
173,267
|
1.00%,
5/23/2025
|
|
EUR
|
300,000
|
|
308,088
|
Series EMTN, 1.13%,
1/19/2032
|
|
EUR
|
200,000
|
|
170,695
|
Series EMTN, 1.25%,
1/14/2025
|
|
EUR
|
100,000
|
|
104,115
|
Series EMTN, 1.25%,
5/26/2027
|
|
EUR
|
300,000
|
|
293,408
|
1.25%,
6/3/2030
|
|
EUR
|
300,000
|
|
265,677
|
Series EMTN, 1.38%,
7/16/2028
|
|
EUR
|
200,000
|
|
191,343
|
Series EMTN, 1.63%,
1/19/2026
|
|
EUR
|
200,000
|
|
204,139
|
Series EMTN, 1.75%,
3/15/2029
|
|
EUR
|
200,000
|
|
188,590
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 2.63%,
11/6/2029
|
|
EUR
|
200,000
|
|
$
196,137 |
3.13%,
9/14/2027
|
|
EUR
|
200,000
|
|
209,707
|
3.75%,
2/1/2033
|
|
EUR
|
400,000
|
|
423,116
|
3.88%,
1/26/2028
|
|
EUR
|
100,000
|
|
105,991
|
4.13%,
3/13/2029
|
|
EUR
|
200,000
|
|
217,608
|
BNP
Paribas SA: |
|
|
|
|
|
Series EMTN, 0.13%,
9/4/2026
|
|
EUR
|
100,000
|
|
96,960
|
Series EMTN, 0.63%,
12/3/2032
|
|
EUR
|
300,000
|
|
235,410
|
Series EMTN, 1.13%,
6/11/2026
|
|
EUR
|
300,000
|
|
300,726
|
Series EMTN, 1.25%,
7/13/2031
|
|
GBP
|
200,000
|
|
174,327
|
Series EMTN, 1.38%,
5/28/2029
|
|
EUR
|
300,000
|
|
275,788
|
Series EMTN, 1.50%, 11/17/2025
(b)
|
|
EUR
|
200,000
|
|
206,350
|
Series EMTN, 1.50%,
5/23/2028
|
|
EUR
|
200,000
|
|
191,723
|
Series EMTN, 1.50%,
5/25/2028
|
|
EUR
|
100,000
|
|
97,210
|
Series EMTN, 1.63%,
2/23/2026
|
|
EUR
|
100,000
|
|
103,240
|
1.88%,
12/14/2027
|
|
GBP
|
200,000
|
|
207,192
|
Series EMTN, 2.10%,
4/7/2032
|
|
EUR
|
300,000
|
|
275,734
|
Series EMTN, 3.38%,
1/23/2026
|
|
GBP
|
100,000
|
|
116,850
|
5.75%,
6/13/2032
|
|
GBP
|
100,000
|
|
120,454
|
Series EMTN, 3 Month EURIBOR - 0.70%, 0.25%, 4/13/2027
(a)
|
|
EUR
|
100,000
|
|
96,372
|
Series EMTN, 3 Month EURIBOR - 0.73%, 0.50%, 2/19/2028
(a)
|
|
EUR
|
500,000
|
|
471,328
|
Series EMTN, 3 Month EURIBOR - 0.75%, 0.50%, 7/15/2025
(a)
|
|
EUR
|
100,000
|
|
104,655
|
Series EMTN, 3 Month EURIBOR - 0.83%, 0.50%, 1/19/2030
(a)
|
|
EUR
|
200,000
|
|
174,844
|
3 Month EURIBOR - 0.95%, 0.50%, 9/1/2028
(a)
|
|
EUR
|
300,000
|
|
276,162
|
Series EMTN, 3 Month EURIBOR - 1.35%, 1.13%, 4/17/2029
(a)
|
|
EUR
|
300,000
|
|
279,045
|
3 Month EURIBOR + 0.78%, 3.88%, 2/23/2029
(a)
|
|
EUR
|
200,000
|
|
214,879
|
Series EMTN, 3 Month EURIBOR + 0.83%, 0.88%, 7/11/2030
(a)
|
|
EUR
|
100,000
|
|
88,030
|
3 Month EURIBOR + 0.92%, 3.88%, 1/10/2031
(a)
|
|
EUR
|
200,000
|
|
214,741
|
See accompanying notes to financial statements.
17
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
3 Month EURIBOR + 1.37%, 2.75%, 7/25/2028
(a)
|
|
EUR
|
300,000
|
|
$
304,197 |
3 Month EURIBOR + 1.37%, 4.25%, 4/13/2031
(a)
|
|
EUR
|
200,000
|
|
214,060
|
Series EMTN, 3 Month EURIBOR + 1.80%, 2.13%, 1/23/2027
(a)
|
|
EUR
|
500,000
|
|
510,847
|
Bouygues
SA: |
|
|
|
|
|
1.13%,
7/24/2028
|
|
EUR
|
200,000
|
|
193,488
|
2.25%,
6/29/2029
|
|
EUR
|
100,000
|
|
100,109
|
3.25%,
6/30/2037
|
|
EUR
|
200,000
|
|
196,595
|
4.63%,
6/7/2032
|
|
EUR
|
200,000
|
|
228,234
|
5.38%,
6/30/2042
|
|
EUR
|
200,000
|
|
238,929
|
BPCE
SA: |
|
|
|
|
|
0.25%,
1/15/2026
|
|
EUR
|
200,000
|
|
197,614
|
0.25%,
1/14/2031
|
|
EUR
|
200,000
|
|
164,107
|
0.38%,
2/2/2026
|
|
EUR
|
300,000
|
|
297,014
|
0.50%,
2/24/2027
|
|
EUR
|
200,000
|
|
189,718
|
0.63%,
9/26/2024
|
|
EUR
|
200,000
|
|
208,556
|
0.63%,
4/28/2025
|
|
EUR
|
200,000
|
|
204,469
|
Series EMTN, 0.75%,
3/3/2031
|
|
EUR
|
200,000
|
|
167,866
|
1.00%,
7/15/2024
|
|
EUR
|
100,000
|
|
105,621
|
Series EMTN, 1.00%,
4/1/2025
|
|
EUR
|
200,000
|
|
205,764
|
Series EMTN, 1.00%, 10/5/2028
(b)
|
|
EUR
|
300,000
|
|
279,212
|
Series EMTN, 1.00%, 1/14/2032
(b)
|
|
EUR
|
400,000
|
|
338,256
|
1.75%,
4/26/2027
|
|
EUR
|
300,000
|
|
299,647
|
3.50%,
1/25/2028
|
|
EUR
|
200,000
|
|
212,080
|
4.00%,
11/29/2032
|
|
EUR
|
100,000
|
|
107,424
|
4.38%,
7/13/2028
|
|
EUR
|
100,000
|
|
108,162
|
Series DMTN, 3 Month EURIBOR - 1.00%, 0.50%, 9/15/2027
(a)
|
|
EUR
|
200,000
|
|
190,977
|
3 Month EURIBOR + 1.60%, 4.63%, 3/2/2030
(a)
|
|
EUR
|
100,000
|
|
109,271
|
Capgemini
SE: |
|
|
|
|
|
2.00%,
4/15/2029
|
|
EUR
|
200,000
|
|
198,655
|
2.38%,
4/15/2032
|
|
EUR
|
200,000
|
|
194,284
|
Carrefour SA Series EMTN, 2.63%,
12/15/2027
|
|
EUR
|
100,000
|
|
103,950
|
Cie de Saint-Gobain Series EMTN, 1.88%,
3/15/2031
|
|
EUR
|
200,000
|
|
189,284
|
Cie Generale des Etablissements Michelin SCA 1.75%,
9/3/2030
|
|
EUR
|
200,000
|
|
196,963
|
Credit
Agricole SA: |
|
|
|
|
|
Series EMTN, 0.13%,
12/9/2027
|
|
EUR
|
200,000
|
|
184,031
|
Series EMTN, 0.38%,
4/20/2028
|
|
EUR
|
200,000
|
|
182,287
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 0.88%,
1/14/2032
|
|
EUR
|
200,000
|
|
$
167,128 |
Series EMTN, 1.00%,
9/18/2025
|
|
EUR
|
400,000
|
|
409,328
|
Series EMTN, 1.00%, 7/3/2029
(b)
|
|
EUR
|
300,000
|
|
277,264
|
1.13%,
2/24/2029
|
|
EUR
|
200,000
|
|
188,435
|
Series EMTN, 1.13%, 7/12/2032
(b)
|
|
EUR
|
200,000
|
|
170,148
|
Series EMTN, 1.25%,
4/14/2026
|
|
EUR
|
100,000
|
|
101,247
|
Series EMTN, 1.38%,
3/13/2025
|
|
EUR
|
200,000
|
|
207,913
|
Series EMTN, 1.38%,
5/3/2027
|
|
EUR
|
200,000
|
|
197,857
|
Series EMTN, 1.75%,
3/5/2029
|
|
EUR
|
200,000
|
|
190,458
|
Series EMTN, 1.88%,
12/20/2026
|
|
EUR
|
300,000
|
|
303,672
|
2.50%,
8/29/2029
|
|
EUR
|
200,000
|
|
200,808
|
Series EMTN, 3.13%,
2/5/2026
|
|
EUR
|
100,000
|
|
106,970
|
3.38%,
7/28/2027
|
|
EUR
|
200,000
|
|
212,486
|
3.88%,
4/20/2031
|
|
EUR
|
200,000
|
|
215,224
|
3.88%,
11/28/2034
|
|
EUR
|
300,000
|
|
324,112
|
4.13%,
3/7/2030
|
|
EUR
|
100,000
|
|
110,223
|
4.88%,
10/23/2029
|
|
GBP
|
100,000
|
|
118,201
|
3 Month EURIBOR - 0.68%, 0.50%, 9/21/2029
(a)
|
|
EUR
|
200,000
|
|
179,677
|
Series EMTN, 3 Month EURIBOR - 1.25%, 1.00%, 4/22/2026
(a)
|
|
EUR
|
300,000
|
|
306,739
|
3 Month EURIBOR + 1.35%, 4.00%, 10/12/2026
(a)(b)
|
|
EUR
|
300,000
|
|
323,176
|
UK 10 year Gilt + 2.60%, 5.75%, 11/29/2027
(a)
|
|
GBP
|
100,000
|
|
122,075
|
Credit Mutuel Arkea SA 3.38%,
9/19/2027
|
|
EUR
|
200,000
|
|
211,723
|
Danone
SA: |
|
|
|
|
|
Zero Coupon,
12/1/2025
|
|
EUR
|
200,000
|
|
199,482
|
Series EMTN, 0.71%,
11/3/2024
|
|
EUR
|
200,000
|
|
208,887
|
Series EMTN, 1.21%,
11/3/2028
|
|
EUR
|
200,000
|
|
192,679
|
Dassault Systemes SE 0.38%,
9/16/2029
|
|
EUR
|
200,000
|
|
182,644
|
Engie
SA: |
|
|
|
|
|
Series EMTN, 2.38%,
5/19/2026
|
|
EUR
|
200,000
|
|
210,495
|
3.63%,
1/11/2030
|
|
EUR
|
200,000
|
|
215,738
|
4.00%,
1/11/2035
|
|
EUR
|
100,000
|
|
108,564
|
Series EMTN, 5.00%,
10/1/2060
|
|
GBP
|
200,000
|
|
222,510
|
See accompanying notes to financial statements.
18
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
EssilorLuxottica
SA: |
|
|
|
|
|
Series EMTN, 0.13%,
5/27/2025
|
|
EUR
|
300,000
|
|
$
305,404 |
Series EMTN, 0.38%,
1/5/2026
|
|
EUR
|
100,000
|
|
100,457
|
Series EMTN, 0.38%,
11/27/2027
|
|
EUR
|
200,000
|
|
190,932
|
0.50%,
6/5/2028
|
|
EUR
|
200,000
|
|
189,971
|
0.75%,
11/27/2031
|
|
EUR
|
200,000
|
|
177,628
|
Holding d'Infrastructures de Transport SASU Series EMTN, 1.48%,
1/18/2031
|
|
EUR
|
200,000
|
|
177,711
|
HSBC Continental Europe SA 0.10%,
9/3/2027
|
|
EUR
|
200,000
|
|
186,989
|
L'Oreal SA 0.88%,
6/29/2026
|
|
EUR
|
400,000
|
|
404,524
|
LVMH
Moet Hennessy Louis Vuitton SE: |
|
|
|
|
|
Zero Coupon,
2/11/2026
|
|
EUR
|
300,000
|
|
298,411
|
0.13%,
2/11/2028
|
|
EUR
|
200,000
|
|
189,392
|
0.38%,
2/11/2031
|
|
EUR
|
300,000
|
|
267,144
|
0.75%,
4/7/2025
|
|
EUR
|
400,000
|
|
414,743
|
Series EMTN, 1.13%,
2/11/2027
|
|
GBP
|
100,000
|
|
108,763
|
Orange
SA: |
|
|
|
|
|
Series EMTN, 0.50%,
9/4/2032
|
|
EUR
|
100,000
|
|
82,669
|
0.63%,
12/16/2033
|
|
EUR
|
100,000
|
|
80,599
|
Series EMTN, 1.13%,
7/15/2024
|
|
EUR
|
300,000
|
|
317,746
|
Series EMTN, 1.38%,
3/20/2028
|
|
EUR
|
100,000
|
|
98,944
|
Series EMTN, 1.38%,
1/16/2030
|
|
EUR
|
100,000
|
|
94,762
|
1.88%,
9/12/2030
|
|
EUR
|
200,000
|
|
194,960
|
Series EMTN, 2.00%,
1/15/2029
|
|
EUR
|
200,000
|
|
201,733
|
Series EMTN, 3.25%,
1/15/2032
|
|
GBP
|
100,000
|
|
106,727
|
Series EMTN, 8.13%,
1/28/2033
|
|
EUR
|
250,000
|
|
365,920
|
Pernod
Ricard SA: |
|
|
|
|
|
1.13%,
4/7/2025
|
|
EUR
|
200,000
|
|
208,054
|
1.75%,
4/8/2030
|
|
EUR
|
100,000
|
|
97,725
|
Societe
Generale SA: |
|
|
|
|
|
0.13%,
2/24/2026
|
|
EUR
|
300,000
|
|
293,258
|
Series EMTN, 0.13%,
2/18/2028
|
|
EUR
|
100,000
|
|
90,751
|
Series EMTN, 0.25%,
7/8/2027
|
|
EUR
|
300,000
|
|
278,849
|
0.75%,
1/25/2027
|
|
EUR
|
200,000
|
|
190,922
|
Series EMTN, 1.13%,
1/23/2025
|
|
EUR
|
200,000
|
|
207,491
|
1.25%,
6/12/2030
|
|
EUR
|
200,000
|
|
175,361
|
Series EMTN, 1.75%,
3/22/2029
|
|
EUR
|
200,000
|
|
186,821
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 2.13%,
9/27/2028
|
|
EUR
|
100,000
|
|
$
96,903 |
2.63%,
5/30/2029
|
|
EUR
|
200,000
|
|
201,650
|
Series EMTN, 4.25%, 11/16/2032
(b)
|
|
EUR
|
200,000
|
|
220,701
|
3 Month EURIBOR - 0.38%, 0.13%, 11/17/2026
(a)
|
|
EUR
|
200,000
|
|
196,862
|
3 Month EURIBOR - 0.80%, 0.63%, 12/2/2027
(a)
|
|
EUR
|
200,000
|
|
188,973
|
3 Month EURIBOR - 0.95%, 0.50%, 6/12/2029
(a)
|
|
EUR
|
100,000
|
|
88,490
|
3 Month EURIBOR - 1.28%, 0.88%, 9/22/2028
(a)
|
|
EUR
|
100,000
|
|
93,175
|
3 Month EURIBOR + 1.80%, 4.25%, 12/6/2030
(a)
|
|
EUR
|
300,000
|
|
316,169
|
Suez SACA Series EMTN, 2.88%,
5/24/2034
|
|
EUR
|
200,000
|
|
192,302
|
TotalEnergies Capital Canada Ltd. Series EMTN, 2.13%,
9/18/2029
|
|
EUR
|
200,000
|
|
198,045
|
TotalEnergies
Capital International SA: |
|
|
|
|
|
Series EMTN, 0.75%,
7/12/2028
|
|
EUR
|
100,000
|
|
94,367
|
Series EMTN, 1.38%,
10/4/2029
|
|
EUR
|
200,000
|
|
190,364
|
Series EMTN, 1.49%,
4/8/2027
|
|
EUR
|
300,000
|
|
301,883
|
Series EMTN, 1.62%,
5/18/2040
|
|
EUR
|
200,000
|
|
157,744
|
Series EMTN, 1.99%,
4/8/2032
|
|
EUR
|
400,000
|
|
382,038
|
Unibail-Rodamco-Westfield
SE: |
|
|
|
|
|
Series EMTN, 0.63%,
5/4/2027
|
|
EUR
|
200,000
|
|
185,345
|
Series EMTN, 1.38%,
12/4/2031
|
|
EUR
|
100,000
|
|
81,676
|
Vinci SA Series EMTN, 1.75%,
9/26/2030
|
|
EUR
|
200,000
|
|
191,310
|
|
|
|
|
|
32,315,004
|
GERMANY
— 10.8% |
|
|
|
Allianz Finance II BV Series 62, 4.50%,
3/13/2043
|
|
GBP
|
100,000
|
|
115,579
|
Amprion GmbH 3.97%,
9/22/2032
|
|
EUR
|
100,000
|
|
109,521
|
Aroundtown SA Series EMTN, 0.38%,
4/15/2027
|
|
EUR
|
100,000
|
|
78,189
|
See accompanying notes to financial statements.
19
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
BASF
SE: |
|
|
|
|
|
Series EMTN, 0.25%,
6/5/2027
|
|
EUR
|
100,000
|
|
$
95,834 |
0.88%,
11/15/2027
|
|
EUR
|
200,000
|
|
198,627
|
1.50%,
3/17/2031
|
|
EUR
|
200,000
|
|
185,912
|
Bayer
AG: |
|
|
|
|
|
0.05%,
1/12/2025
|
|
EUR
|
200,000
|
|
204,935
|
0.38%,
7/6/2024
|
|
EUR
|
200,000
|
|
209,915
|
0.38%,
1/12/2029
|
|
EUR
|
100,000
|
|
90,000
|
0.63%,
7/12/2031
|
|
EUR
|
400,000
|
|
334,471
|
0.75%,
1/6/2027
|
|
EUR
|
300,000
|
|
292,551
|
1.13%,
1/6/2030
|
|
EUR
|
100,000
|
|
90,610
|
1.38%,
7/6/2032
|
|
EUR
|
300,000
|
|
259,826
|
Bayer
Capital Corp. BV: |
|
|
|
|
|
1.50%,
6/26/2026
|
|
EUR
|
300,000
|
|
303,922
|
2.13%,
12/15/2029
|
|
EUR
|
200,000
|
|
193,464
|
BMW
Finance NV: |
|
|
|
|
|
Zero Coupon,
1/11/2026
|
|
EUR
|
200,000
|
|
199,138
|
0.50%,
2/22/2025
|
|
EUR
|
200,000
|
|
206,347
|
Series EMTN, 1.00%,
11/14/2024
|
|
EUR
|
100,000
|
|
104,848
|
Series EMTN, 1.50%,
2/6/2029
|
|
EUR
|
200,000
|
|
196,977
|
Commerzbank
AG: |
|
|
|
|
|
0.50%,
12/4/2026
|
|
EUR
|
200,000
|
|
194,868
|
Series EMTN, 0.63%,
8/28/2024
|
|
EUR
|
100,000
|
|
104,855
|
Series EMTN, 1.00%,
3/4/2026
|
|
EUR
|
200,000
|
|
202,666
|
Deutsche
Bank AG: |
|
|
|
|
|
Series EMTN, 1.63%,
1/20/2027
|
|
EUR
|
400,000
|
|
386,952
|
Series EMTN, 3 Month EURIBOR - 2.05%, 1.75%, 11/19/2030
(a)
|
|
EUR
|
300,000
|
|
258,234
|
3 Month EURIBOR + 1.38%, 1.88%, 2/23/2028
(a)
|
|
EUR
|
300,000
|
|
289,411
|
3 Month EURIBOR + 2.95%, 5.00%, 9/5/2030
(a)
|
|
EUR
|
400,000
|
|
419,669
|
SONIA + 2.62%, 6.13%, 12/12/2030
(a)
|
|
GBP
|
200,000
|
|
233,081
|
Deutsche
Telekom AG: |
|
|
|
|
|
Series EMTN, 0.50%,
7/5/2027
|
|
EUR
|
200,000
|
|
196,892
|
Series EMTN, 1.75%,
3/25/2031
|
|
EUR
|
200,000
|
|
194,641
|
Deutsche
Telekom International Finance BV: |
|
|
|
|
|
Series EMTN, 1.50%,
4/3/2028
|
|
EUR
|
250,000
|
|
247,185
|
Series EMTN, 2.00%,
12/1/2029
|
|
EUR
|
100,000
|
|
100,186
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
E.ON
International Finance BV: |
|
|
|
|
|
Series EMTN, 1.50%,
7/31/2029
|
|
EUR
|
150,000
|
|
$
143,866 |
Series EMTN, 5.88%,
10/30/2037
|
|
GBP
|
100,000
|
|
122,094
|
Series EMTN, 6.13%,
7/6/2039
|
|
GBP
|
100,000
|
|
124,905
|
Series EMTN, 6.25%,
6/3/2030
|
|
GBP
|
200,000
|
|
255,669
|
Series EMTN, 6.38%,
6/7/2032
|
|
GBP
|
190,000
|
|
245,960
|
6.75%,
1/27/2039
|
|
GBP
|
100,000
|
|
132,581
|
E.ON
SE: |
|
|
|
|
|
Series EMTN, 0.38%,
9/29/2027
|
|
EUR
|
200,000
|
|
191,238
|
3.88%,
1/12/2035
|
|
EUR
|
100,000
|
|
108,226
|
Grand City Properties SA Series EMTN, 0.13%,
1/11/2028
|
|
EUR
|
200,000
|
|
162,550
|
Heidelberg Materials AG Series EMTN, 1.50%,
2/7/2025
|
|
EUR
|
100,000
|
|
104,681
|
HeidelbergCement Finance Luxembourg SA Series EMTN, 1.63%,
4/7/2026
|
|
EUR
|
200,000
|
|
205,699
|
Mercedes-Benz
Group AG: |
|
|
|
|
|
Series EMTN, 0.75%,
9/10/2030
|
|
EUR
|
100,000
|
|
91,070
|
Series EMTN, 0.75%,
3/11/2033
|
|
EUR
|
250,000
|
|
212,347
|
Series EMTN, 1.00%,
11/15/2027
|
|
EUR
|
100,000
|
|
98,553
|
Series EMTN, 1.13%,
11/6/2031
|
|
EUR
|
325,000
|
|
293,524
|
Series EMTN, 1.38%,
5/11/2028
|
|
EUR
|
200,000
|
|
198,213
|
Series EMTN, 1.50%,
7/3/2029
|
|
EUR
|
325,000
|
|
318,126
|
Series EMTN, 2.13%,
7/3/2037
|
|
EUR
|
250,000
|
|
230,915
|
Mercedes-Benz
International Finance BV: |
|
|
|
|
|
Series EMTN, 0.63%,
5/6/2027
|
|
EUR
|
300,000
|
|
294,505
|
Series EMTN, 0.85%,
2/28/2025
|
|
EUR
|
200,000
|
|
207,869
|
Series EMTN, 1.00%,
11/11/2025
|
|
EUR
|
100,000
|
|
102,706
|
1.38%,
6/26/2026
|
|
EUR
|
100,000
|
|
102,118
|
Series EMTN, 1.50%,
3/9/2026
|
|
EUR
|
200,000
|
|
206,248
|
Series EMTN, 2.00%,
8/22/2026
|
|
EUR
|
200,000
|
|
208,114
|
Series EMTN, 2.63%,
4/7/2025
|
|
EUR
|
400,000
|
|
428,054
|
See accompanying notes to financial statements.
20
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
RWE
AG: |
|
|
|
|
|
2.13%,
5/24/2026
|
|
EUR
|
300,000
|
|
$
309,912 |
2.75%,
5/24/2030
|
|
EUR
|
200,000
|
|
200,445
|
SAP
SE: |
|
|
|
|
|
1.25%,
3/10/2028
|
|
EUR
|
300,000
|
|
297,495
|
1.63%,
3/10/2031
|
|
EUR
|
100,000
|
|
96,676
|
Series EMTN, 1.75%,
2/22/2027
|
|
EUR
|
150,000
|
|
158,369
|
Siemens
Financieringsmaatschappij NV: |
|
|
|
|
|
Series EMTN, Zero Coupon,
2/20/2026
|
|
EUR
|
200,000
|
|
198,930
|
0.25%,
2/20/2029
|
|
EUR
|
300,000
|
|
275,138
|
Series EMTN, 0.38%,
6/5/2026
|
|
EUR
|
200,000
|
|
198,794
|
Series EMTN, 0.50%,
9/5/2034
|
|
EUR
|
200,000
|
|
162,432
|
Series EMTN, 1.00%,
2/20/2025
|
|
GBP
|
100,000
|
|
117,392
|
Series EMTN, 1.38%,
9/6/2030
|
|
EUR
|
200,000
|
|
190,734
|
2.25%,
3/10/2025
|
|
EUR
|
400,000
|
|
424,897
|
Series EMTN, 2.88%,
3/10/2028
|
|
EUR
|
100,000
|
|
107,142
|
3.38%,
8/24/2031
|
|
EUR
|
200,000
|
|
217,875
|
Traton
Finance Luxembourg SA: |
|
|
|
|
|
Series EMTN, 0.13%,
3/24/2025
|
|
EUR
|
100,000
|
|
100,994
|
Series EMTN, 0.75%,
3/24/2029
|
|
EUR
|
300,000
|
|
268,487
|
Volkswagen
Financial Services AG: |
|
|
|
|
|
Series EMTN, 0.13%,
2/12/2027
|
|
EUR
|
200,000
|
|
188,353
|
Series EMTN, 0.25%,
1/31/2025
|
|
EUR
|
300,000
|
|
306,666
|
Series EMTN, 0.88%,
1/31/2028
|
|
EUR
|
200,000
|
|
186,446
|
Series EMTN, 1.50%,
10/1/2024
|
|
EUR
|
100,000
|
|
105,666
|
Volkswagen
International Finance NV: |
|
|
|
|
|
Series EMTN, 0.88%,
9/22/2028
|
|
EUR
|
100,000
|
|
91,930
|
Series EMTN, 1.63%, 1/16/2030
(b)
|
|
EUR
|
200,000
|
|
186,131
|
Series 10Y, 1.88%,
3/30/2027
|
|
EUR
|
200,000
|
|
199,867
|
3.25%,
11/18/2030
|
|
EUR
|
200,000
|
|
202,954
|
4.13%,
11/15/2025
|
|
EUR
|
200,000
|
|
216,618
|
4.13%, 11/16/2038
(b)
|
|
EUR
|
200,000
|
|
208,069
|
Volkswagen
Leasing GmbH: |
|
|
|
|
|
Zero Coupon,
7/19/2024
|
|
EUR
|
100,000
|
|
104,499
|
0.38%,
7/20/2026
|
|
EUR
|
400,000
|
|
386,582
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 1.38%,
1/20/2025
|
|
EUR
|
200,000
|
|
$
208,322 |
Vonovia
SE: |
|
|
|
|
|
Series EMTN, Zero Coupon,
12/1/2025
|
|
EUR
|
100,000
|
|
96,113
|
Series EMTN, 0.25%,
9/1/2028
|
|
EUR
|
200,000
|
|
169,421
|
Series EMTN, 0.38%,
6/16/2027
|
|
EUR
|
200,000
|
|
181,051
|
Series EMTN, 0.63%,
12/14/2029
|
|
EUR
|
100,000
|
|
81,917
|
1.00%,
6/16/2033
|
|
EUR
|
300,000
|
|
221,902
|
Wintershall
Dea Finance BV: |
|
|
|
|
|
0.84%,
9/25/2025
|
|
EUR
|
200,000
|
|
200,453
|
1.33%,
9/25/2028
|
|
EUR
|
100,000
|
|
91,513
|
1.82%,
9/25/2031
|
|
EUR
|
200,000
|
|
170,205
|
|
|
|
|
|
18,219,527
|
IRELAND
— 0.5% |
|
|
|
AIB Group PLC Series EMTN, 1 year GBP Swap + 1.30%, 2.25%, 4/4/2028
(a)
|
|
EUR
|
200,000
|
|
197,825
|
Bank of Ireland Group PLC Series EMTN, 1 year GBP Swap + 1.10%, 1.88%, 6/5/2026
(a)
|
|
EUR
|
200,000
|
|
205,421
|
Ryanair DAC Series EMTN, 0.88%,
5/25/2026
|
|
EUR
|
200,000
|
|
198,962
|
Smurfit Kappa Acquisitions ULC 2.88%,
1/15/2026
|
|
EUR
|
200,000
|
|
210,468
|
|
|
|
|
|
812,676
|
ITALY
— 5.4% |
|
|
|
Assicurazioni Generali SpA Series EMTN, 5.13%,
9/16/2024
|
|
EUR
|
350,000
|
|
387,757
|
ASTM
SpA: |
|
|
|
|
|
Series EMTN, 1.50%,
1/25/2030
|
|
EUR
|
200,000
|
|
176,945
|
Series EMTN, 2.38%,
11/25/2033
|
|
EUR
|
100,000
|
|
85,075
|
Autostrade
per l'Italia SpA: |
|
|
|
|
|
2.00%,
12/4/2028
|
|
EUR
|
200,000
|
|
190,679
|
2.00%,
1/15/2030
|
|
EUR
|
300,000
|
|
274,428
|
Enel
Finance International NV: |
|
|
|
|
|
Zero Coupon,
5/28/2026
|
|
EUR
|
100,000
|
|
97,285
|
Series EMTN, Zero Coupon,
6/17/2027
|
|
EUR
|
100,000
|
|
93,600
|
Series EMTN, 0.38%,
6/17/2027
|
|
EUR
|
200,000
|
|
190,277
|
0.50%,
6/17/2030
|
|
EUR
|
350,000
|
|
300,921
|
Series EMTN, 0.88%,
9/28/2034
|
|
EUR
|
100,000
|
|
76,441
|
Series EMTN, 0.88%,
6/17/2036
|
|
EUR
|
300,000
|
|
216,250
|
See accompanying notes to financial statements.
21
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 1.00%,
9/16/2024
|
|
EUR
|
200,000
|
|
$
210,292 |
Series EMTN, 1.13%,
9/16/2026
|
|
EUR
|
100,000
|
|
100,373
|
Series EMTN, 1.50%,
7/21/2025
|
|
EUR
|
500,000
|
|
518,785
|
2.88%,
4/11/2029
|
|
GBP
|
200,000
|
|
210,875
|
3.88%,
3/9/2029
|
|
EUR
|
100,000
|
|
108,752
|
Series EMTN, 5.63%,
8/14/2024
|
|
GBP
|
50,000
|
|
63,051
|
Series EMTN, 5.75%,
9/14/2040
|
|
GBP
|
250,000
|
|
298,640
|
Eni
SpA: |
|
|
|
|
|
Series EMTN, 0.38%,
6/14/2028
|
|
EUR
|
100,000
|
|
91,936
|
Series EMTN, 0.63%,
1/23/2030
|
|
EUR
|
200,000
|
|
175,590
|
1.25%,
5/18/2026
|
|
EUR
|
100,000
|
|
100,985
|
Series EMTN, 1.50%, 2/2/2026
(b)
|
|
EUR
|
200,000
|
|
205,161
|
2.00%,
5/18/2031
|
|
EUR
|
150,000
|
|
141,064
|
Series EMTN, 3.63%,
1/29/2029
|
|
EUR
|
300,000
|
|
320,647
|
Series EMTN, 3.75%,
9/12/2025
|
|
EUR
|
150,000
|
|
163,057
|
Intesa
Sanpaolo SpA: |
|
|
|
|
|
Series EMTN, 0.75%,
3/16/2028
|
|
EUR
|
400,000
|
|
371,590
|
Series EMTN, 1.00%,
7/4/2024
|
|
EUR
|
200,000
|
|
211,238
|
1.00%,
11/19/2026
|
|
EUR
|
200,000
|
|
195,893
|
Series EMTN, 1.75%,
3/20/2028
|
|
EUR
|
100,000
|
|
97,416
|
Series EMTN, 1.75%,
7/4/2029
|
|
EUR
|
300,000
|
|
279,756
|
Series EMTN, 2.13%,
5/26/2025
|
|
EUR
|
200,000
|
|
208,891
|
4.75%,
9/6/2027
|
|
EUR
|
200,000
|
|
218,702
|
3 Month EURIBOR + 1.70%, 5.00%, 3/8/2028
(a)
|
|
EUR
|
450,000
|
|
489,898
|
Snam SpA Series EMTN, 0.88%,
10/25/2026
|
|
EUR
|
200,000
|
|
197,825
|
Terna - Rete Elettrica Nazionale Series EMTN, 1.38%,
7/26/2027
|
|
EUR
|
200,000
|
|
199,009
|
UniCredit
SpA: |
|
|
|
|
|
Series EMTN, 0.33%,
1/19/2026
|
|
EUR
|
200,000
|
|
197,657
|
Series EMTN, 0.50%,
4/9/2025
|
|
EUR
|
100,000
|
|
102,048
|
Series EMTN, 0.85%,
1/19/2031
|
|
EUR
|
100,000
|
|
82,990
|
Series EMTN, 2.13%,
10/24/2026
|
|
EUR
|
100,000
|
|
102,384
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 3 Month EURIBOR - 0.90%, 0.80%, 7/5/2029
(a)
|
|
EUR
|
200,000
|
|
$
182,369 |
Series EMTN, 3 Month EURIBOR - 1.35%, 1.20%, 1/20/2026
(a)
|
|
EUR
|
250,000
|
|
258,048
|
Series EMTN, 3 Month EURIBOR - 1.60%, 1.25%, 6/16/2026
(a)
|
|
EUR
|
300,000
|
|
306,834
|
Series EMTN, 3 Month EURIBOR - 2.55%, 2.20%, 7/22/2027
(a)
|
|
EUR
|
250,000
|
|
251,661
|
3 Month EURIBOR + 0.85%, 0.93%, 1/18/2028
(a)
|
|
EUR
|
100,000
|
|
96,085
|
3 Month EURIBOR + 1.60%, 4.45%, 2/16/2029
(a)
|
|
EUR
|
200,000
|
|
211,323
|
3 Month EURIBOR + 2.85%, 5.85%, 11/15/2027
(a)
|
|
EUR
|
150,000
|
|
167,434
|
|
|
|
|
|
9,227,917
|
JAPAN
— 2.2% |
|
|
|
Mitsubishi UFJ Financial Group, Inc. Series EMTN, 3 Month EURIBOR + 1.03%, 3.27%, 9/19/2025
(a)
|
|
EUR
|
200,000
|
|
214,827
|
Mizuho Financial Group, Inc. Series EMTN, 0.69%,
10/7/2030
|
|
EUR
|
300,000
|
|
256,956
|
NTT
Finance Corp.: |
|
|
|
|
|
Series REGS, Zero Coupon,
3/3/2025
|
|
EUR
|
200,000
|
|
204,146
|
Series REGS, 0.34%,
3/3/2030
|
|
EUR
|
300,000
|
|
263,968
|
Series 18, 0.38%,
9/20/2030
|
|
JPY
|
100,000,000
|
|
681,262
|
Seven & i Holdings Co. Ltd. Series 14, 0.19%,
12/19/2025
|
|
JPY
|
100,000,000
|
|
691,057
|
Sumitomo
Mitsui Financial Group, Inc.: |
|
|
|
|
|
Series EMTN, 0.63%,
10/23/2029
|
|
EUR
|
100,000
|
|
87,478
|
1.55%,
6/15/2026
|
|
EUR
|
400,000
|
|
404,077
|
Takeda
Pharmaceutical Co. Ltd.: |
|
|
|
|
|
1.38%,
7/9/2032
|
|
EUR
|
400,000
|
|
350,459
|
2.00%,
7/9/2040
|
|
EUR
|
300,000
|
|
241,714
|
Series REGS, 2.25%,
11/21/2026
|
|
EUR
|
100,000
|
|
103,203
|
Series REGS, 3.00%,
11/21/2030
|
|
EUR
|
250,000
|
|
256,053
|
|
|
|
|
|
3,755,200
|
See accompanying notes to financial statements.
22
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
MEXICO
— 0.1% |
|
|
|
America Movil SAB de CV 4.38%,
8/7/2041
|
|
GBP
|
100,000
|
|
$
105,036 |
NETHERLANDS
— 6.2% |
|
|
|
ABN
AMRO Bank NV: |
|
|
|
|
|
0.50%,
9/23/2029
|
|
EUR
|
400,000
|
|
347,539
|
0.60%,
1/15/2027
|
|
EUR
|
300,000
|
|
287,275
|
Series EMTN, 1.00%,
4/16/2025
|
|
EUR
|
218,000
|
|
225,652
|
1.00%,
6/2/2033
|
|
EUR
|
200,000
|
|
166,602
|
Series EMTN, 1.25%,
5/28/2025
|
|
EUR
|
200,000
|
|
206,321
|
1.25%,
1/20/2034
|
|
EUR
|
100,000
|
|
82,390
|
4.25%,
2/21/2030
|
|
EUR
|
300,000
|
|
323,895
|
4.38%,
10/20/2028
|
|
EUR
|
200,000
|
|
216,389
|
4.50%,
11/21/2034
|
|
EUR
|
200,000
|
|
220,860
|
ASML Holding NV 1.38%,
7/7/2026
|
|
EUR
|
200,000
|
|
204,182
|
Cooperatieve
Rabobank UA: |
|
|
|
|
|
Series GMTN, 1.13%, 5/7/2031
(b)
|
|
EUR
|
300,000
|
|
262,433
|
Series GMTN, 1.25%,
3/23/2026
|
|
EUR
|
300,000
|
|
307,157
|
Series GMTN, 1.38%, 2/3/2027
(b)
|
|
EUR
|
200,000
|
|
201,204
|
4.00%,
1/10/2030
|
|
EUR
|
200,000
|
|
213,820
|
4.13%,
7/14/2025
|
|
EUR
|
450,000
|
|
492,789
|
Series GMTN, 3 Month EURIBOR - 0.52%, 0.38%, 12/1/2027
(a)
|
|
EUR
|
300,000
|
|
285,960
|
Series GMTN, 3 Month EURIBOR - 1.18%, 0.88%, 5/5/2028
(a)
|
|
EUR
|
300,000
|
|
286,626
|
Heineken NV Series EMTN, 1.00%,
5/4/2026
|
|
EUR
|
100,000
|
|
101,276
|
ING
Groep NV: |
|
|
|
|
|
Series EMTN, 1.38%,
1/11/2028
|
|
EUR
|
100,000
|
|
96,885
|
Series EMTN, 2.00%,
9/20/2028
|
|
EUR
|
200,000
|
|
196,644
|
Series EMTN, 2.13%,
1/10/2026
|
|
EUR
|
200,000
|
|
208,106
|
Series EMTN, 2.50%,
11/15/2030
|
|
EUR
|
200,000
|
|
197,216
|
Series EMTN, 3.00%,
2/18/2026
|
|
GBP
|
200,000
|
|
230,987
|
3 Month EURIBOR - 0.43%, 0.13%, 11/29/2025
(a)
|
|
EUR
|
100,000
|
|
102,369
|
Series EMTN, 3 Month EURIBOR - 0.60%, 0.10%, 9/3/2025
(a)
|
|
EUR
|
300,000
|
|
310,814
|
3 Month EURIBOR - 0.68%, 0.25%, 2/18/2029
(a)
|
|
EUR
|
300,000
|
|
267,880
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
3 Month EURIBOR - 0.70%, 0.25%, 2/1/2030
(a)
|
|
EUR
|
200,000
|
|
$
172,631 |
3 Month EURIBOR - 0.70%, 0.38%, 9/29/2028
(a)
|
|
EUR
|
200,000
|
|
183,081
|
3 Month EURIBOR + 0.85%, 1.25%, 2/16/2027
(a)
|
|
EUR
|
300,000
|
|
299,452
|
Series EMTN, 3 Month EURIBOR + 1.10%, 2.13%, 5/23/2026
(a)
|
|
EUR
|
300,000
|
|
311,981
|
3 Month EURIBOR + 1.15%, 1.75%, 2/16/2031
(a)
|
|
EUR
|
400,000
|
|
370,664
|
3 Month EURIBOR + 1.85%, 4.88%, 11/14/2027
(a)
|
|
EUR
|
200,000
|
|
219,655
|
3 Month EURIBOR + 2.15%, 5.25%, 11/14/2033
(a)
|
|
EUR
|
400,000
|
|
459,576
|
Series EMTN, SONIA + 0.90%, 1.13%, 12/7/2028
(a)
|
|
GBP
|
100,000
|
|
99,623
|
Koninklijke KPN NV Series GMTN, 5.75%,
9/17/2029
|
|
GBP
|
120,000
|
|
145,923
|
LeasePlan
Corp. NV: |
|
|
|
|
|
Series EMTN, 0.25%,
2/23/2026
|
|
EUR
|
200,000
|
|
195,409
|
Series EMTN, 0.25%,
9/7/2026
|
|
EUR
|
100,000
|
|
95,881
|
Shell
International Finance BV: |
|
|
|
|
|
Series EMTN, 0.13%,
11/8/2027
|
|
EUR
|
300,000
|
|
281,770
|
Series EMTN, 0.38%,
2/15/2025
|
|
EUR
|
200,000
|
|
206,280
|
Series EMTN, 0.50%,
11/8/2031
|
|
EUR
|
100,000
|
|
83,998
|
Series EMTN, 0.75%,
8/15/2028
|
|
EUR
|
200,000
|
|
187,974
|
Series EMTN, 0.88%,
11/8/2039
|
|
EUR
|
200,000
|
|
137,566
|
Series EMTN, 1.25%,
11/11/2032
|
|
EUR
|
100,000
|
|
87,450
|
Series EMTN, 1.50%,
4/7/2028
|
|
EUR
|
200,000
|
|
197,535
|
Series EMTN, 1.63%,
1/20/2027
|
|
EUR
|
200,000
|
|
202,503
|
Series EMTN, 1.88%,
9/15/2025
|
|
EUR
|
200,000
|
|
209,293
|
Series EMTN, 1.88%,
4/7/2032
|
|
EUR
|
200,000
|
|
187,465
|
Series EMTN, 2.50%,
3/24/2026
|
|
EUR
|
100,000
|
|
105,334
|
|
|
|
|
|
10,484,315
|
See accompanying notes to financial statements.
23
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
NORWAY
— 0.7% |
|
|
|
DNB
Bank ASA: |
|
|
|
|
|
Series EMTN, 3 Month EURIBOR - 0.53%, 0.25%, 2/23/2029
(a)
|
|
EUR
|
300,000
|
|
$
271,221 |
3 Month EURIBOR + 0.32%, 0.38%, 1/18/2028
(a)
|
|
EUR
|
100,000
|
|
95,779
|
3 Month EURIBOR + 0.63%, 3.63%, 2/16/2027
(a)
|
|
EUR
|
100,000
|
|
106,798
|
Series EMTN, 3 Month EURIBOR + 0.77%, 3.13%, 9/21/2027
(a)
|
|
EUR
|
300,000
|
|
316,942
|
UK 10 year Gilt + 1.35%, 2.63%, 6/10/2026
(a)
|
|
GBP
|
200,000
|
|
234,906
|
UK 10 year Gilt + 2.15%, 4.00%, 8/17/2027
(a)
|
|
GBP
|
100,000
|
|
116,203
|
SpareBank 1 SR-Bank ASA 3.75%,
11/23/2027
|
|
EUR
|
100,000
|
|
106,726
|
|
|
|
|
|
1,248,575
|
PORTUGAL
— 0.1% |
|
|
|
EDP Finance BV Series EMTN, 1.88%,
9/21/2029
|
|
EUR
|
200,000
|
|
194,336
|
SPAIN
— 5.7% |
|
|
|
Abertis
Infraestructuras SA: |
|
|
|
|
|
Series EMTN, 2.38%, 9/27/2027
(b)
|
|
EUR
|
300,000
|
|
305,649
|
Series EMTN, 3.00%,
3/27/2031
|
|
EUR
|
100,000
|
|
98,429
|
Banco
Bilbao Vizcaya Argentaria SA: |
|
|
|
|
|
Series EMTN, 0.38%,
10/2/2024
|
|
EUR
|
200,000
|
|
207,963
|
Series GMTN, 0.38%,
11/15/2026
|
|
EUR
|
100,000
|
|
96,581
|
Series GMTN, 0.50%,
1/14/2027
|
|
EUR
|
200,000
|
|
191,523
|
Series GMTN, 0.75%,
6/4/2025
|
|
EUR
|
300,000
|
|
306,464
|
1.00%,
6/21/2026
|
|
EUR
|
200,000
|
|
199,316
|
Series GMTN, 1.38%,
5/14/2025
|
|
EUR
|
200,000
|
|
206,693
|
1.75%,
11/26/2025
|
|
EUR
|
100,000
|
|
102,794
|
3.38%,
9/20/2027
|
|
EUR
|
300,000
|
|
316,941
|
3 Month EURIBOR - 0.52%, 0.13%, 3/24/2027
(a)
|
|
EUR
|
300,000
|
|
291,665
|
3 Month EURIBOR + 0.82%, 0.88%, 1/14/2029
(a)
|
|
EUR
|
100,000
|
|
93,031
|
3 Month EURIBOR + 1.70%, 4.63%, 1/13/2031
(a)
|
|
EUR
|
100,000
|
|
108,824
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Banco de Sabadell SA Series EMTN, 0.88%,
7/22/2025
|
|
EUR
|
200,000
|
|
$
202,158 |
Banco
Santander SA: |
|
|
|
|
|
Series EMTN, 0.20%,
2/11/2028
|
|
EUR
|
100,000
|
|
91,236
|
Series EMTN, 0.30%,
10/4/2026
|
|
EUR
|
100,000
|
|
96,901
|
0.50%,
2/4/2027
|
|
EUR
|
300,000
|
|
285,366
|
Series EMTN, 1.00%,
11/4/2031
|
|
EUR
|
200,000
|
|
172,379
|
Series EMTN, 1.13%,
1/17/2025
|
|
EUR
|
200,000
|
|
207,584
|
Series EMTN, 1.38%,
7/31/2024
|
|
GBP
|
100,000
|
|
120,333
|
Series EMTN, 1.38%,
1/5/2026
|
|
EUR
|
200,000
|
|
202,548
|
3.75%,
1/16/2026
|
|
EUR
|
400,000
|
|
429,646
|
3.88%,
1/16/2028
|
|
EUR
|
100,000
|
|
107,153
|
Series EMTN, 1 year GBP Swap - 0.78%, 0.63%, 6/24/2029
(a)
|
|
EUR
|
300,000
|
|
271,279
|
Series EMTN, 1 year GBP Swap + 1.05%, 3.63%, 9/27/2026
(a)
|
|
EUR
|
300,000
|
|
321,162
|
3 Month EURIBOR - 0.85%, 0.50%, 3/24/2027
(a)
|
|
EUR
|
200,000
|
|
194,475
|
CaixaBank
SA: |
|
|
|
|
|
Series EMTN, 0.38%,
2/3/2025
|
|
EUR
|
200,000
|
|
204,880
|
Series EMTN, 1.13%,
3/27/2026
|
|
EUR
|
200,000
|
|
200,358
|
Series EMTN, 1.38%,
6/19/2026
|
|
EUR
|
200,000
|
|
198,703
|
3 Month EURIBOR - 0.85%, 0.38%, 11/18/2026
(a)
|
|
EUR
|
100,000
|
|
98,275
|
Series EMTN, 3 Month EURIBOR - 0.90%, 0.50%, 2/9/2029
(a)
|
|
EUR
|
200,000
|
|
180,883
|
Series EMTN, 3 Month EURIBOR - 1.00%, 0.75%, 5/26/2028
(a)
|
|
EUR
|
100,000
|
|
93,691
|
Series EMTN, 3 Month EURIBOR - 1.17%, 0.75%, 7/10/2026
(a)
|
|
EUR
|
200,000
|
|
202,913
|
3 Month EURIBOR + 0.62%, 0.63%, 1/21/2028
(a)
|
|
EUR
|
100,000
|
|
95,982
|
3 Month EURIBOR + 0.80%, 1.63%,
4/13/2026
|
|
EUR
|
200,000
|
|
206,034
|
3 Month EURIBOR + 2.40%, 5.38%, 11/14/2030
(a)
|
|
EUR
|
400,000
|
|
448,148
|
See accompanying notes to financial statements.
24
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Iberdrola
Finanzas SA: |
|
|
|
|
|
Series EMTN, 1.00%,
3/7/2025
|
|
EUR
|
100,000
|
|
$
104,232 |
Series EMTN, 1.38%,
3/11/2032
|
|
EUR
|
200,000
|
|
187,404
|
Iberdrola International BV Series EMTN, 1.13%,
4/21/2026
|
|
EUR
|
200,000
|
|
204,183
|
Naturgy
Finance BV: |
|
|
|
|
|
Series EMTN, 1.25%,
1/15/2026
|
|
EUR
|
200,000
|
|
203,129
|
Series EMTN, 1.38%,
1/19/2027
|
|
EUR
|
100,000
|
|
99,891
|
Santander Consumer Finance SA Series EMTN, 0.38%,
1/17/2025
|
|
EUR
|
300,000
|
|
308,535
|
Telefonica
Emisiones SA: |
|
|
|
|
|
Series EMTN, 0.66%,
2/3/2030
|
|
EUR
|
100,000
|
|
89,967
|
Series EMTN, 1.20%,
8/21/2027
|
|
EUR
|
200,000
|
|
198,239
|
Series EMTN, 1.45%,
1/22/2027
|
|
EUR
|
300,000
|
|
303,291
|
Series EMTN, 1.46%,
4/13/2026
|
|
EUR
|
200,000
|
|
205,326
|
Series EMTN, 1.53%,
1/17/2025
|
|
EUR
|
100,000
|
|
105,353
|
Series EMTN, 1.72%,
1/12/2028
|
|
EUR
|
200,000
|
|
201,302
|
Series EMTN, 1.79%,
3/12/2029
|
|
EUR
|
200,000
|
|
198,240
|
Series EMTN, 2.59%,
5/25/2031
|
|
EUR
|
100,000
|
|
101,305
|
|
|
|
|
|
9,668,357
|
SWEDEN
— 2.3% |
|
|
|
Heimstaden Bostad Treasury BV Series EMTN, 0.25%,
10/13/2024
|
|
EUR
|
100,000
|
|
95,708
|
Skandinaviska
Enskilda Banken AB: |
|
|
|
|
|
Series EMTN, 0.05%,
7/1/2024
|
|
EUR
|
100,000
|
|
104,849
|
Series EMTN, 0.38%,
2/11/2027
|
|
EUR
|
200,000
|
|
189,262
|
Series GMTN, 0.38%,
6/21/2028
|
|
EUR
|
200,000
|
|
179,445
|
Series EMTN, 0.63%,
11/12/2029
|
|
EUR
|
200,000
|
|
172,600
|
Series EMTN, 0.75%,
8/9/2027
|
|
EUR
|
200,000
|
|
189,083
|
1.75%,
11/11/2026
|
|
EUR
|
400,000
|
|
404,404
|
3.75%,
2/7/2028
|
|
EUR
|
200,000
|
|
211,424
|
Series EMTN, 3.88%,
5/9/2028
|
|
EUR
|
250,000
|
|
269,534
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Svenska
Handelsbanken AB: |
|
|
|
|
|
Series EMTN, 0.05%,
9/6/2028
|
|
EUR
|
300,000
|
|
$
268,757 |
Series EMTN, 0.13%,
11/3/2026
|
|
EUR
|
100,000
|
|
96,030
|
0.50%,
2/18/2030
|
|
EUR
|
300,000
|
|
257,301
|
Series EMTN, 1.00%,
4/15/2025
|
|
EUR
|
500,000
|
|
516,913
|
3.38%,
2/17/2028
|
|
EUR
|
200,000
|
|
212,635
|
Swedbank
AB: |
|
|
|
|
|
Series GMTN, 0.25%,
11/2/2026
|
|
EUR
|
100,000
|
|
95,818
|
Series EMTN, 0.75%,
5/5/2025
|
|
EUR
|
100,000
|
|
102,152
|
2.10%,
5/25/2027
|
|
EUR
|
200,000
|
|
201,869
|
3.75%,
11/14/2025
|
|
EUR
|
200,000
|
|
215,237
|
1 year GBP Swap - 0.57%, 0.30%, 5/20/2027
(a)
|
|
EUR
|
200,000
|
|
192,016
|
|
|
|
|
|
3,975,037
|
SWITZERLAND
— 4.2% |
|
|
|
Credit
Suisse AG: |
|
|
|
|
|
Series EMTN, 0.25%,
1/5/2026
|
|
EUR
|
300,000
|
|
291,725
|
0.25%,
9/1/2028
|
|
EUR
|
200,000
|
|
174,713
|
Series EMTN, 1.13%,
12/15/2025
|
|
GBP
|
100,000
|
|
109,992
|
Series EMTN, 1.50%,
4/10/2026
|
|
EUR
|
200,000
|
|
199,073
|
Holcim
Finance Luxembourg SA: |
|
|
|
|
|
0.50%,
9/3/2030
|
|
EUR
|
100,000
|
|
84,472
|
Series EMTN, 2.25%,
5/26/2028
|
|
EUR
|
200,000
|
|
202,317
|
Novartis Finance SA Zero Coupon,
9/23/2028
|
|
EUR
|
300,000
|
|
275,292
|
Richemont
International Holding SA: |
|
|
|
|
|
1.00%,
3/26/2026
|
|
EUR
|
200,000
|
|
203,487
|
1.50%,
3/26/2030
|
|
EUR
|
200,000
|
|
193,122
|
2.00%,
3/26/2038
|
|
EUR
|
200,000
|
|
175,905
|
UBS
AG: |
|
|
|
|
|
Series EMTN, Zero Coupon,
3/31/2026
|
|
EUR
|
200,000
|
|
193,730
|
0.50%,
3/31/2031
|
|
EUR
|
200,000
|
|
167,201
|
UBS
Group AG: |
|
|
|
|
|
0.25%,
2/24/2028
|
|
EUR
|
200,000
|
|
178,122
|
Series EMTN, 0.63%,
1/18/2033
|
|
EUR
|
200,000
|
|
150,966
|
0.63%,
2/24/2033
|
|
EUR
|
300,000
|
|
229,985
|
Series EMTN, 0.65%,
9/10/2029
|
|
EUR
|
200,000
|
|
170,694
|
0.88%,
11/3/2031
|
|
EUR
|
200,000
|
|
161,237
|
Series EMTN, 1.25%,
9/1/2026
|
|
EUR
|
300,000
|
|
294,344
|
See accompanying notes to financial statements.
25
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
1 year GBP Swap - 0.48%, 0.25%, 11/3/2026
(a)
|
|
EUR
|
200,000
|
|
$
194,349 |
Series EMTN, 1 year GBP Swap - 0.55%, 0.25%, 1/29/2026
(a)
|
|
EUR
|
200,000
|
|
201,016
|
Series EMTN, 1 year GBP Swap - 0.77%, 0.25%, 11/5/2028
(a)
|
|
EUR
|
600,000
|
|
536,222
|
Series EMTN, 1 year GBP Swap - 1.05%, 1.00%, 6/24/2027
(a)
|
|
EUR
|
600,000
|
|
579,557
|
Series EMTN, 1 year GBP Swap - 3.50%, 3.25%, 4/2/2026
(a)
|
|
EUR
|
500,000
|
|
525,251
|
Series EMTN, 1 year GBP Swap + 0.75%, 1.25%, 7/17/2025
(a)
|
|
EUR
|
100,000
|
|
104,327
|
1 year GBP Swap + 1.15%, 2.75%, 6/15/2027
(a)
|
|
EUR
|
200,000
|
|
203,909
|
1 year GBP Swap + 1.60%, 2.13%, 10/13/2026
(a)
|
|
EUR
|
200,000
|
|
203,012
|
1 year GBP Swap + 4.95%, 7.75%, 3/1/2029
(a)
|
|
EUR
|
300,000
|
|
362,315
|
Series EMTN, UK 10 year Gilt + 2.23%, 2.25%, 6/9/2028
(a)
|
|
GBP
|
300,000
|
|
314,485
|
UK 10 year Gilt + 4.55%, 7.38%, 9/7/2033
(a)
|
|
GBP
|
100,000
|
|
132,794
|
Series EMTN, 1 year GBP Swap - 0.77%, 0.65%, 1/14/2028
(a)
|
|
EUR
|
300,000
|
|
280,955
|
|
|
|
|
|
7,094,569
|
UNITED
KINGDOM — 9.0% |
|
|
|
Annington Funding PLC Series EMTN, 3.94%,
7/12/2047
|
|
GBP
|
100,000
|
|
86,977
|
Barclays
PLC: |
|
|
|
|
|
Series EMTN, 3.25%,
2/12/2027
|
|
GBP
|
200,000
|
|
222,724
|
Series EMTN, 3.25%,
1/17/2033
|
|
GBP
|
200,000
|
|
190,108
|
1 year GBP Swap - 1.26%, 0.58%, 8/9/2029
(a)
|
|
EUR
|
200,000
|
|
174,564
|
Series EMTN, 1 year GBP Swap + 0.78%, 1.38%, 1/24/2026
(a)
|
|
EUR
|
200,000
|
|
206,515
|
1 year GBP Swap + 0.85%, 0.88%, 1/28/2028
(a)
|
|
EUR
|
200,000
|
|
189,185
|
1 year GBP Swap + 2.55%, 5.26%, 1/29/2034
(a)
|
|
EUR
|
200,000
|
|
217,726
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
UK 10 year Gilt + 2.80%, 6.37%, 1/31/2031
(a)
|
|
GBP
|
100,000
|
|
$
121,606 |
1 year GBP Swap + 1.00%, 1.11%, 5/12/2032
(a)
|
|
EUR
|
300,000
|
|
243,967
|
BAT International Finance PLC Series EMTN, 2.25%,
1/16/2030
|
|
EUR
|
200,000
|
|
182,108
|
BG
Energy Capital PLC: |
|
|
|
|
|
Series EMTN, 5.00%,
11/4/2036
|
|
GBP
|
100,000
|
|
117,305
|
Series EMTN, 5.13%,
12/1/2025
|
|
GBP
|
100,000
|
|
123,710
|
BP
Capital Markets PLC: |
|
|
|
|
|
Series EMTN, 1.23%,
5/8/2031
|
|
EUR
|
100,000
|
|
88,739
|
Series EMTN, 2.52%,
4/7/2028
|
|
EUR
|
200,000
|
|
205,482
|
2.82%,
4/7/2032
|
|
EUR
|
200,000
|
|
198,342
|
British
Telecommunications PLC: |
|
|
|
|
|
Series EMTN, 1.50%,
6/23/2027
|
|
EUR
|
200,000
|
|
198,457
|
Series EMTN, 1.75%,
3/10/2026
|
|
EUR
|
200,000
|
|
205,397
|
Cadent
Finance PLC: |
|
|
|
|
|
Series EMTN, 2.13%,
9/22/2028
|
|
GBP
|
100,000
|
|
102,775
|
Series EMTN, 2.63%,
9/22/2038
|
|
GBP
|
100,000
|
|
81,668
|
Series EMTN, 2.75%,
9/22/2046
|
|
GBP
|
200,000
|
|
147,122
|
CCEP Finance Ireland DAC 0.88%,
5/6/2033
|
|
EUR
|
200,000
|
|
166,279
|
Centrica PLC Series EMTN, 7.00%,
9/19/2033
|
|
GBP
|
100,000
|
|
135,241
|
CK Hutchison Finance 16 II Ltd. 0.88%,
10/3/2024
|
|
EUR
|
200,000
|
|
208,628
|
CK
Hutchison Group Telecom Finance SA: |
|
|
|
|
|
0.75%,
4/17/2026
|
|
EUR
|
100,000
|
|
98,995
|
1.13%,
10/17/2028
|
|
EUR
|
200,000
|
|
186,114
|
Connect Plus M25 Issuer PLC 2.61%,
3/31/2039
|
|
GBP
|
87,893
|
|
86,613
|
Diageo Finance PLC Series EMTN, 2.50%,
3/27/2032
|
|
EUR
|
200,000
|
|
199,654
|
easyJet FinCo BV Series EMTN, 1.88%,
3/3/2028
|
|
EUR
|
200,000
|
|
190,236
|
GlaxoSmithKline
Capital PLC: |
|
|
|
|
|
Series EMTN, 1.25%,
5/21/2026
|
|
EUR
|
100,000
|
|
101,694
|
Series EMTN, 1.25%,
10/12/2028
|
|
GBP
|
100,000
|
|
102,081
|
See accompanying notes to financial statements.
26
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 1.38%,
12/2/2024
|
|
EUR
|
150,000
|
|
$
158,214 |
Series EMTN, 1.63%,
5/12/2035
|
|
GBP
|
200,000
|
|
171,180
|
Heathrow
Funding Ltd.: |
|
|
|
|
|
Series EMTN, 4.63%,
10/31/2046
|
|
GBP
|
200,000
|
|
205,778
|
Series EMTN, 5.88%,
5/13/2043
|
|
GBP
|
100,000
|
|
122,488
|
Series REGS, 6.45%,
12/10/2031
|
|
GBP
|
100,000
|
|
128,838
|
Series EMTN, 6.75%,
12/3/2028
|
|
GBP
|
100,000
|
|
126,766
|
HSBC
Holdings PLC: |
|
|
|
|
|
0.88%,
9/6/2024
|
|
EUR
|
300,000
|
|
314,591
|
Series EMTN, 2.50%,
3/15/2027
|
|
EUR
|
300,000
|
|
308,333
|
2.63%, 8/16/2028
(b)
|
|
GBP
|
200,000
|
|
212,031
|
4.75%,
3/10/2028
|
|
EUR
|
200,000
|
|
218,015
|
1 year GBP SONIA ICE Swap + 1.32%, 2.26%, 11/13/2026
(a)
|
|
GBP
|
200,000
|
|
226,590
|
1 year GBP Swap + 1.65%, 3.00%, 7/22/2028
(a)
|
|
GBP
|
200,000
|
|
218,017
|
1 year GBP Swap + 1.77%, 3.00%, 5/29/2030
(a)
|
|
GBP
|
100,000
|
|
103,067
|
3 Month EURIBOR - 0.78%, 0.64%, 9/24/2029
(a)
|
|
EUR
|
200,000
|
|
178,580
|
3 Month EURIBOR - 0.81%, 0.31%, 11/13/2026
(a)
|
|
EUR
|
100,000
|
|
98,645
|
3 Month EURIBOR - 1.03%, 0.77%, 11/13/2031
(a)
|
|
EUR
|
300,000
|
|
254,466
|
3 Month EURIBOR + 1.45%, 3.02%, 6/15/2027
(a)
|
|
EUR
|
300,000
|
|
311,653
|
3 Month EURIBOR + 1.55%, 4.79%, 3/10/2032
(a)
|
|
EUR
|
200,000
|
|
218,763
|
SONIA + 1.31%, 1.75%, 7/24/2027
(a)
|
|
GBP
|
100,000
|
|
108,277
|
Imperial Brands Finance Netherlands BV Series EMTN, 1.75%,
3/18/2033
|
|
EUR
|
200,000
|
|
157,533
|
Lloyds Bank Corporate Markets PLC Series EMTN, 2.38%,
4/9/2026
|
|
EUR
|
200,000
|
|
207,746
|
Lloyds Bank PLC Series EMTN, 6.50%,
9/17/2040
|
|
GBP
|
140,000
|
|
200,288
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Lloyds
Banking Group PLC: |
|
|
|
|
|
Series EMTN, 2.25%,
10/16/2024
|
|
GBP
|
200,000
|
|
$
240,474 |
Series EMTN, 1 year GBP Swap - 0.85%, 0.50%, 11/12/2025
(a)
|
|
EUR
|
100,000
|
|
103,100
|
Series EMTN, 1 year GBP Swap - 3.75%, 3.50%, 4/1/2026
(a)
|
|
EUR
|
200,000
|
|
213,341
|
1 year GBP Swap + 1.50%, 3.13%, 8/24/2030
(a)
|
|
EUR
|
300,000
|
|
299,691
|
UK 10 year Gilt + 1.30%, 1.88%, 1/15/2026
(a)
|
|
GBP
|
100,000
|
|
117,715
|
National Grid Electricity Distribution West Midlands PLC Series EMTN, 5.75%,
4/16/2032
|
|
GBP
|
100,000
|
|
124,029
|
National Grid PLC 4.28%,
1/16/2035
|
|
EUR
|
200,000
|
|
215,114
|
Nationwide
Building Society: |
|
|
|
|
|
0.25%,
7/22/2025
|
|
EUR
|
100,000
|
|
100,709
|
3 Month EURIBOR + 0.93%, 1.50%, 3/8/2026
(a)
|
|
EUR
|
200,000
|
|
206,104
|
NatWest
Group PLC: |
|
|
|
|
|
Series EMTN, 1 year GBP Swap + 1.49%, 2.88%, 9/19/2026
(a)
|
|
GBP
|
200,000
|
|
230,471
|
3 Month EURIBOR - 0.89%, 0.67%, 9/14/2029
(a)
|
|
EUR
|
200,000
|
|
176,102
|
Series EMTN, 3 Month EURIBOR - 0.95%, 0.78%, 2/26/2030
(a)
|
|
EUR
|
200,000
|
|
173,742
|
Series EMTN, 3 Month EURIBOR + 1.08%, 1.75%, 3/2/2026
(a)
|
|
EUR
|
200,000
|
|
207,056
|
3 Month EURIBOR + 1.91%, 4.07%, 9/6/2028
(a)
|
|
EUR
|
200,000
|
|
211,290
|
Series EMTN, UK 10 year Gilt + 2.10%, 3.62%, 3/29/2029
(a)
|
|
GBP
|
200,000
|
|
218,146
|
NatWest
Markets PLC: |
|
|
|
|
|
Series EMTN, 0.13%,
11/12/2025
|
|
EUR
|
300,000
|
|
296,213
|
Series EMTN, 0.13%,
6/18/2026
|
|
EUR
|
100,000
|
|
96,228
|
1.38%,
3/2/2027
|
|
EUR
|
200,000
|
|
195,885
|
Series EMTN, 2.75%,
4/2/2025
|
|
EUR
|
200,000
|
|
212,350
|
Santander U.K. Group Holdings PLC 1 year GBP Swap + 2.87%, 7.10%, 11/16/2027
(a)
|
|
GBP
|
100,000
|
|
124,658
|
See accompanying notes to financial statements.
27
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Sky Ltd. Series EMTN, 2.50%,
9/15/2026
|
|
EUR
|
200,000
|
|
$
208,957 |
Standard Chartered PLC 4.87%,
5/10/2031
|
|
EUR
|
100,000
|
|
107,660
|
Thames Water Utilities Finance PLC 4.38%,
1/18/2031
|
|
EUR
|
200,000
|
|
193,089
|
THFC Funding No. 3 PLC Series EMTN, 5.20%,
10/11/2045
|
|
GBP
|
150,000
|
|
177,015
|
Unilever
Finance Netherlands BV: |
|
|
|
|
|
Series EMTN, 1.25%,
3/25/2025
|
|
EUR
|
100,000
|
|
104,548
|
1.75%,
3/25/2030
|
|
EUR
|
200,000
|
|
195,955
|
University of Oxford 2.54%,
12/8/2117
|
|
GBP
|
250,000
|
|
165,431
|
Vodafone
Group PLC: |
|
|
|
|
|
Series EMTN, 1.13%,
11/20/2025
|
|
EUR
|
300,000
|
|
305,963
|
Series EMTN, 1.60%,
7/29/2031
|
|
EUR
|
100,000
|
|
92,126
|
Series EMTN, 1.63%,
11/24/2030
|
|
EUR
|
100,000
|
|
93,379
|
Series EMTN, 1.88%,
9/11/2025
|
|
EUR
|
50,000
|
|
52,079
|
Series EMTN, 2.20%,
8/25/2026
|
|
EUR
|
328,000
|
|
339,117
|
Series EMTN, 3.00%,
8/12/2056
|
|
GBP
|
150,000
|
|
105,783
|
Series EMTN, 3.38%,
8/8/2049
|
|
GBP
|
100,000
|
|
80,406
|
Wellcome
Trust Ltd.: |
|
|
|
|
|
1.50%,
7/14/2071
|
|
GBP
|
200,000
|
|
100,045
|
2.52%,
2/7/2118
|
|
GBP
|
100,000
|
|
65,834
|
Yorkshire Water Finance PLC Series EMTN, 2.75%,
4/18/2041
|
|
GBP
|
100,000
|
|
80,743
|
|
|
|
|
|
15,260,419
|
UNITED
STATES — 26.2% |
|
|
|
Abbott Ireland Financing DAC 1.50%,
9/27/2026
|
|
EUR
|
150,000
|
|
152,946
|
Altria
Group, Inc.: |
|
|
|
|
|
2.20%,
6/15/2027
|
|
EUR
|
100,000
|
|
101,185
|
3.13%,
6/15/2031
|
|
EUR
|
200,000
|
|
187,646
|
American
Honda Finance Corp.: |
|
|
|
|
|
0.30%,
7/7/2028
|
|
EUR
|
100,000
|
|
91,438
|
1.95%,
10/18/2024
|
|
EUR
|
200,000
|
|
212,479
|
American International Group, Inc. 1.88%,
6/21/2027
|
|
EUR
|
200,000
|
|
199,226
|
American Medical Systems Europe BV 0.75%,
3/8/2025
|
|
EUR
|
200,000
|
|
206,406
|
Amgen, Inc. 4.00%,
9/13/2029
|
|
GBP
|
100,000
|
|
114,294
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Apple,
Inc.: |
|
|
|
|
|
0.50%,
11/15/2031
|
|
EUR
|
300,000
|
|
$
263,321 |
0.88%,
5/24/2025
|
|
EUR
|
100,000
|
|
103,669
|
1.38%,
5/24/2029
|
|
EUR
|
200,000
|
|
195,640
|
1.63%,
11/10/2026
|
|
EUR
|
440,000
|
|
450,811
|
3.05%,
7/31/2029
|
|
GBP
|
100,000
|
|
112,160
|
AT&T,
Inc.: |
|
|
|
|
|
0.25%,
3/4/2026
|
|
EUR
|
100,000
|
|
98,719
|
0.80%,
3/4/2030
|
|
EUR
|
300,000
|
|
266,523
|
1.60%,
5/19/2028
|
|
EUR
|
200,000
|
|
195,163
|
1.80%,
9/5/2026
|
|
EUR
|
200,000
|
|
203,576
|
2.35%,
9/5/2029
|
|
EUR
|
100,000
|
|
99,027
|
2.45%,
3/15/2035
|
|
EUR
|
200,000
|
|
181,571
|
Series GBP, 2.90%,
12/4/2026
|
|
GBP
|
100,000
|
|
113,092
|
3.15%,
9/4/2036
|
|
EUR
|
303,000
|
|
290,499
|
3.50%,
12/17/2025
|
|
EUR
|
100,000
|
|
107,750
|
3.55%,
11/18/2025
|
|
EUR
|
150,000
|
|
161,597
|
3.55%,
12/17/2032
|
|
EUR
|
300,000
|
|
310,512
|
3.95%,
4/30/2031
|
|
EUR
|
200,000
|
|
216,214
|
4.25%,
6/1/2043
|
|
GBP
|
200,000
|
|
193,700
|
4.30%,
11/18/2034
|
|
EUR
|
150,000
|
|
163,879
|
4.38%,
9/14/2029
|
|
GBP
|
150,000
|
|
171,719
|
4.88%,
6/1/2044
|
|
GBP
|
150,000
|
|
157,740
|
Series EMTN, 7.00%,
4/30/2040
|
|
GBP
|
150,000
|
|
200,672
|
Bank
of America Corp.: |
|
|
|
|
|
Series EMTN, 7.00%,
7/31/2028
|
|
GBP
|
250,000
|
|
324,376
|
Series EMTN, 3 Month EURIBOR - 0.73%, 0.58%, 8/8/2029
(a)
|
|
EUR
|
100,000
|
|
90,386
|
Series EMTN, 3 Month EURIBOR - 0.76%, 0.58%, 8/24/2028
(a)
|
|
EUR
|
100,000
|
|
93,110
|
Series EMTN, 3 Month EURIBOR - 0.79%, 0.69%, 3/22/2031
(a)
|
|
EUR
|
200,000
|
|
172,258
|
Series EMTN, 3 Month EURIBOR - 0.94%, 0.65%, 10/26/2031
(a)
|
|
EUR
|
400,000
|
|
337,023
|
Series EMTN, 3 Month EURIBOR - 3.67%, 3.65%, 3/31/2029
(a)
|
|
EUR
|
200,000
|
|
211,417
|
Series EMTN, 3 Month EURIBOR + 0.75%, 0.81%, 5/9/2026
(a)
|
|
EUR
|
300,000
|
|
305,135
|
Series EMTN, 3 Month EURIBOR + 0.89%, 1.66%, 4/25/2028
(a)
|
|
EUR
|
300,000
|
|
293,871
|
Series EMTN, 3 Month EURIBOR + 0.91%, 1.38%, 5/9/2030
(a)
|
|
EUR
|
200,000
|
|
184,213
|
See accompanying notes to financial statements.
28
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 3 Month EURIBOR + 0.91%, 1.95%, 10/27/2026
(a)
|
|
EUR
|
300,000
|
|
$
307,748 |
Series EMTN, 3 Month EURIBOR + 0.95%, 1.10%, 5/24/2032
(a)
|
|
EUR
|
300,000
|
|
257,405
|
Series EMTN, 3 Month EURIBOR + 1.20%, 1.78%, 5/4/2027
(a)
|
|
EUR
|
100,000
|
|
100,830
|
Series EMTN, 3 Month EURIBOR + 1.20%, 2.82%, 4/27/2033
(a)
|
|
EUR
|
300,000
|
|
291,101
|
UK 10 year Gilt + 1.10%, 1.67%, 6/2/2029
(a)
|
|
GBP
|
100,000
|
|
101,404
|
Berkshire
Hathaway Finance Corp.: |
|
|
|
|
|
2.38%,
6/19/2039
|
|
GBP
|
300,000
|
|
258,119
|
2.63%,
6/19/2059
|
|
GBP
|
100,000
|
|
74,267
|
Berkshire
Hathaway, Inc.: |
|
|
|
|
|
Zero Coupon,
3/12/2025
|
|
EUR
|
200,000
|
|
204,169
|
1.13%,
3/16/2027
|
|
EUR
|
100,000
|
|
98,811
|
1.63%,
3/16/2035
|
|
EUR
|
200,000
|
|
172,647
|
Booking
Holdings, Inc.: |
|
|
|
|
|
2.38%,
9/23/2024
|
|
EUR
|
200,000
|
|
213,569
|
4.13%,
5/12/2033
|
|
EUR
|
400,000
|
|
433,789
|
4.50%,
11/15/2031
|
|
EUR
|
100,000
|
|
112,219
|
4.75%,
11/15/2034
|
|
EUR
|
200,000
|
|
227,694
|
BorgWarner, Inc. 1.00%,
5/19/2031
|
|
EUR
|
200,000
|
|
169,486
|
Celanese U.S. Holdings LLC 4.78%,
7/19/2026
|
|
EUR
|
200,000
|
|
212,671
|
Citigroup,
Inc.: |
|
|
|
|
|
Series EMTN, 1.25%,
4/10/2029
|
|
EUR
|
200,000
|
|
185,893
|
Series EMTN, 1.50%,
10/26/2028
|
|
EUR
|
100,000
|
|
94,888
|
1.75%,
1/28/2025
|
|
EUR
|
150,000
|
|
157,755
|
3 Month EURIBOR - 0.96%, 0.50%, 10/8/2027
(a)
|
|
EUR
|
300,000
|
|
287,896
|
Series EMTN, 3 Month EURIBOR - 1.66%, 1.25%, 7/6/2026
(a)
|
|
EUR
|
300,000
|
|
306,068
|
Series EMTN, 3 Month EURIBOR + 1.07%, 1.50%, 7/24/2026
(a)
|
|
EUR
|
300,000
|
|
306,966
|
3 Month EURIBOR + 1.25%, 3.71%, 9/22/2028
(a)
|
|
EUR
|
100,000
|
|
106,400
|
3 Month EURIBOR + 1.60%, 4.11%, 9/22/2033
(a)
|
|
EUR
|
200,000
|
|
213,496
|
Coca-Cola
Co.: |
|
|
|
|
|
0.13%,
3/15/2029
|
|
EUR
|
300,000
|
|
271,090
|
1.13%,
3/9/2027
|
|
EUR
|
100,000
|
|
99,623
|
1.63%,
3/9/2035
|
|
EUR
|
200,000
|
|
179,075
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Comcast
Corp.: |
|
|
|
|
|
Zero Coupon,
9/14/2026
|
|
EUR
|
300,000
|
|
$
289,156 |
0.75%,
2/20/2032
|
|
EUR
|
100,000
|
|
85,617
|
1.88%,
2/20/2036
|
|
GBP
|
125,000
|
|
106,032
|
DH
Europe Finance II SARL: |
|
|
|
|
|
0.20%,
3/18/2026
|
|
EUR
|
400,000
|
|
395,284
|
0.75%,
9/18/2031
|
|
EUR
|
300,000
|
|
258,829
|
1.35%,
9/18/2039
|
|
EUR
|
200,000
|
|
151,966
|
Digital Euro Finco LLC 2.50%,
1/16/2026
|
|
EUR
|
200,000
|
|
203,080
|
Digital Intrepid Holding BV 0.63%,
7/15/2031
|
|
EUR
|
100,000
|
|
75,609
|
Dow Chemical Co. 0.50%,
3/15/2027
|
|
EUR
|
100,000
|
|
94,849
|
Eli Lilly & Co. 1.70%,
11/1/2049
|
|
EUR
|
100,000
|
|
75,757
|
Exxon
Mobil Corp.: |
|
|
|
|
|
0.52%,
6/26/2028
|
|
EUR
|
200,000
|
|
187,613
|
0.84%,
6/26/2032
|
|
EUR
|
100,000
|
|
84,438
|
1.41%,
6/26/2039
|
|
EUR
|
200,000
|
|
146,107
|
FedEx Corp. 1.63%,
1/11/2027
|
|
EUR
|
200,000
|
|
202,084
|
Fidelity
National Information Services, Inc.: |
|
|
|
|
|
1.50%,
5/21/2027
|
|
EUR
|
200,000
|
|
198,011
|
2.00%,
5/21/2030
|
|
EUR
|
100,000
|
|
94,387
|
Goldman
Sachs Group, Inc.: |
|
|
|
|
|
Series EMTN, 0.25%,
1/26/2028
|
|
EUR
|
280,000
|
|
255,420
|
0.88%,
5/9/2029
|
|
EUR
|
300,000
|
|
269,015
|
Series EMTN, 0.88%,
1/21/2030
|
|
EUR
|
300,000
|
|
265,036
|
Series EMTN, 1.00%,
3/18/2033
|
|
EUR
|
300,000
|
|
242,921
|
Series EMTN, 1.25%,
5/1/2025
|
|
EUR
|
200,000
|
|
206,855
|
Series EMTN, 1.50%,
12/7/2027
|
|
GBP
|
100,000
|
|
102,697
|
Series EMTN, 1.63%,
7/27/2026
|
|
EUR
|
300,000
|
|
304,891
|
Series EMTN, 2.00%,
11/1/2028
|
|
EUR
|
277,000
|
|
272,696
|
Series EMTN, 2.13%,
9/30/2024
|
|
EUR
|
200,000
|
|
213,128
|
Series EMTN, 3.00%,
2/12/2031
|
|
EUR
|
150,000
|
|
152,379
|
Series EMTN, 3.13%,
7/25/2029
|
|
GBP
|
200,000
|
|
212,084
|
3.38%,
3/27/2025
|
|
EUR
|
400,000
|
|
430,268
|
4.00%,
9/21/2029
|
|
EUR
|
200,000
|
|
215,030
|
Series EMTN, 4.25%,
1/29/2026
|
|
GBP
|
50,000
|
|
59,893
|
See accompanying notes to financial statements.
29
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, UK 10 year Gilt + 1.95%, 3.63%, 10/29/2029
(a)
|
|
GBP
|
100,000
|
|
$
109,623 |
Honeywell International, Inc. 4.13%,
11/2/2034
|
|
EUR
|
200,000
|
|
220,555
|
International
Business Machines Corp.: |
|
|
|
|
|
0.30%,
2/11/2028
|
|
EUR
|
300,000
|
|
279,899
|
0.65%,
2/11/2032
|
|
EUR
|
200,000
|
|
167,859
|
Series EMTN, 0.88%,
1/31/2025
|
|
EUR
|
100,000
|
|
103,821
|
Series EMTN, 0.88%,
2/9/2030
|
|
EUR
|
100,000
|
|
91,215
|
0.95%,
5/23/2025
|
|
EUR
|
200,000
|
|
206,261
|
1.25%,
2/9/2034
|
|
EUR
|
100,000
|
|
83,766
|
1.50%,
5/23/2029
|
|
EUR
|
100,000
|
|
95,997
|
1.75%,
1/31/2031
|
|
EUR
|
200,000
|
|
189,530
|
Series EMTN, 2.88%,
11/7/2025
|
|
EUR
|
200,000
|
|
213,262
|
3.38%,
2/6/2027
|
|
EUR
|
300,000
|
|
322,106
|
3.63%,
2/6/2031
|
|
EUR
|
300,000
|
|
323,442
|
3.75%,
2/6/2035
|
|
EUR
|
100,000
|
|
106,646
|
4.00%,
2/6/2043
|
|
EUR
|
100,000
|
|
106,145
|
4.88%,
2/6/2038
|
|
GBP
|
100,000
|
|
113,103
|
Johnson & Johnson 1.65%,
5/20/2035
|
|
EUR
|
200,000
|
|
186,566
|
JPMorgan
Chase & Co.: |
|
|
|
|
|
Series EMTN, 1.50%,
1/27/2025
|
|
EUR
|
100,000
|
|
104,901
|
Series EMTN, 1.50%,
10/29/2026
|
|
EUR
|
300,000
|
|
302,442
|
Series EMTN, 2.88%,
5/24/2028
|
|
EUR
|
200,000
|
|
206,390
|
Series EMTN, 3 Month EURIBOR - 0.65%, 0.39%, 2/24/2028
(a)
|
|
EUR
|
150,000
|
|
141,898
|
Series EMTN, 3 Month EURIBOR - 0.65%, 0.60%, 2/17/2033
(a)
|
|
EUR
|
300,000
|
|
243,537
|
Series EMTN, 3 Month EURIBOR + 0.76%, 1.09%, 3/11/2027
(a)
|
|
EUR
|
300,000
|
|
299,050
|
Series EMTN, 3 Month EURIBOR + 0.84%, 1.64%, 5/18/2028
(a)
|
|
EUR
|
400,000
|
|
394,467
|
Series EMTN, 3 Month EURIBOR + 0.85%, 1.00%, 7/25/2031
(a)
|
|
EUR
|
400,000
|
|
351,253
|
Series EMTN, 3 Month EURIBOR + 0.87%, 1.05%, 11/4/2032
(a)
|
|
EUR
|
200,000
|
|
169,904
|
Series EMTN, 3 Month EURIBOR + 0.95%, 1.81%, 6/12/2029
(a)
|
|
EUR
|
200,000
|
|
194,480
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 3 Month EURIBOR + 1.13%, 1.96%, 3/23/2030
(a)
|
|
EUR
|
400,000
|
|
$
384,815 |
SONIA + 0.68%, 0.99%, 4/28/2026
(a)
|
|
GBP
|
200,000
|
|
230,023
|
Series EMTN, SONIA + 1.13%, 1.90%, 4/28/2033
(a)
|
|
GBP
|
100,000
|
|
92,029
|
Kraft Heinz Foods Co. 2.25%,
5/25/2028
|
|
EUR
|
200,000
|
|
201,477
|
Medtronic
Global Holdings SCA: |
|
|
|
|
|
Zero Coupon,
10/15/2025
|
|
EUR
|
100,000
|
|
99,728
|
0.25%,
7/2/2025
|
|
EUR
|
200,000
|
|
202,505
|
0.38%,
10/15/2028
|
|
EUR
|
100,000
|
|
92,150
|
1.00%,
7/2/2031
|
|
EUR
|
100,000
|
|
88,550
|
1.13%,
3/7/2027
|
|
EUR
|
300,000
|
|
297,895
|
1.38%,
10/15/2040
|
|
EUR
|
100,000
|
|
72,952
|
1.50%,
7/2/2039
|
|
EUR
|
200,000
|
|
153,070
|
1.63%,
3/7/2031
|
|
EUR
|
100,000
|
|
94,031
|
1.63%,
10/15/2050
|
|
EUR
|
200,000
|
|
132,088
|
1.75%,
7/2/2049
|
|
EUR
|
100,000
|
|
69,091
|
2.25%,
3/7/2039
|
|
EUR
|
100,000
|
|
86,513
|
3.00%,
10/15/2028
|
|
EUR
|
200,000
|
|
211,095
|
3.13%,
10/15/2031
|
|
EUR
|
200,000
|
|
208,858
|
3.38%,
10/15/2034
|
|
EUR
|
300,000
|
|
314,110
|
Merck & Co., Inc. 1.88%,
10/15/2026
|
|
EUR
|
200,000
|
|
205,769
|
Microsoft Corp. 3.13%,
12/6/2028
|
|
EUR
|
300,000
|
|
327,061
|
Morgan
Stanley: |
|
|
|
|
|
Series GMTN, 1.38%,
10/27/2026
|
|
EUR
|
150,000
|
|
149,731
|
Series GMTN, 1.75%,
1/30/2025
|
|
EUR
|
300,000
|
|
314,679
|
Series GMTN, 1.88%,
4/27/2027
|
|
EUR
|
500,000
|
|
500,532
|
Series GMTN, 2.63%,
3/9/2027
|
|
GBP
|
100,000
|
|
111,085
|
3 Month EURIBOR - 0.70%, 0.41%, 10/29/2027
(a)
|
|
EUR
|
200,000
|
|
190,190
|
3 Month EURIBOR - 0.87%, 0.50%, 10/26/2029
(a)
|
|
EUR
|
500,000
|
|
444,359
|
3 Month EURIBOR + 0.83%, 1.10%, 4/29/2033
(a)
|
|
EUR
|
400,000
|
|
330,564
|
Series EMTN, 3 Month EURIBOR + 0.83%, 1.34%, 10/23/2026
(a)
|
|
EUR
|
100,000
|
|
101,325
|
3 Month EURIBOR + 0.90%, 2.10%, 5/8/2026
(a)
|
|
EUR
|
200,000
|
|
208,174
|
See accompanying notes to financial statements.
30
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
3 Month EURIBOR + 1.24%, 2.95%, 5/7/2032
(a)
|
|
EUR
|
300,000
|
|
$
295,062 |
3 Month EURIBOR + 1.30%, 4.66%, 3/2/2029
(a)
|
|
EUR
|
400,000
|
|
438,405
|
3 Month EURIBOR + 1.76%, 4.81%, 10/25/2028
(a)
|
|
EUR
|
100,000
|
|
110,200
|
3 Month EURIBOR + 1.95%, 5.15%, 1/25/2034
(a)
|
|
EUR
|
100,000
|
|
114,175
|
SONIA + 2.25%, 5.79%, 11/18/2033
(a)
|
|
GBP
|
300,000
|
|
364,952
|
Nestle
Finance International Ltd.: |
|
|
|
|
|
Series EMTN, Zero Coupon,
6/14/2026
|
|
EUR
|
100,000
|
|
98,593
|
0.38%,
5/12/2032
|
|
EUR
|
100,000
|
|
86,196
|
Series EMTN, 1.13%,
4/1/2026
|
|
EUR
|
200,000
|
|
205,127
|
Series EMTN, 1.50%,
4/1/2030
|
|
EUR
|
200,000
|
|
194,975
|
Netflix,
Inc.: |
|
|
|
|
|
3.63%,
5/15/2027
|
|
EUR
|
200,000
|
|
212,985
|
3.63%,
6/15/2030
|
|
EUR
|
200,000
|
|
207,366
|
3.88%,
11/15/2029
|
|
EUR
|
200,000
|
|
212,378
|
4.63%,
5/15/2029
|
|
EUR
|
200,000
|
|
220,585
|
PepsiCo,
Inc.: |
|
|
|
|
|
Series EMTN, 0.50%,
5/6/2028
|
|
EUR
|
200,000
|
|
189,441
|
0.75%,
10/14/2033
|
|
EUR
|
100,000
|
|
83,753
|
Pfizer, Inc. Series REGS, 2.74%, 6/15/2043
(b)
|
|
GBP
|
200,000
|
|
172,827
|
Philip Morris International, Inc. Series EMTN, 2.88%,
3/3/2026
|
|
EUR
|
200,000
|
|
211,552
|
Procter & Gamble Co. 4.88%,
5/11/2027
|
|
EUR
|
200,000
|
|
229,481
|
Roche Finance Europe BV Series EMTN, 0.88%,
2/25/2025
|
|
EUR
|
100,000
|
|
104,711
|
Sanofi:
|
|
|
|
|
|
Series EMTN, 0.50%,
1/13/2027
|
|
EUR
|
100,000
|
|
98,660
|
1.00%,
4/1/2025
|
|
EUR
|
300,000
|
|
312,151
|
Series 12FX, 1.38%,
3/21/2030
|
|
EUR
|
300,000
|
|
288,116
|
Series EMTN, 1.50%,
4/1/2030
|
|
EUR
|
200,000
|
|
195,056
|
Series EMTN, 1.75%,
9/10/2026
|
|
EUR
|
300,000
|
|
309,667
|
Series 20FX, 1.88%,
3/21/2038
|
|
EUR
|
200,000
|
|
183,303
|
Schlumberger
Finance BV: |
|
|
|
|
|
1.38%,
10/28/2026
|
|
EUR
|
200,000
|
|
202,066
|
2.00%,
5/6/2032
|
|
EUR
|
100,000
|
|
94,651
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Schneider Electric SE Series EMTN, 0.25%,
9/9/2024
|
|
EUR
|
100,000
|
|
$
104,591 |
Stellantis
NV: |
|
|
|
|
|
Series EMTN, 0.63%,
3/30/2027
|
|
EUR
|
200,000
|
|
191,974
|
0.75%,
1/18/2029
|
|
EUR
|
200,000
|
|
182,177
|
Series EMTN, 1.25%,
6/20/2033
|
|
EUR
|
300,000
|
|
245,754
|
2.75%,
5/15/2026
|
|
EUR
|
100,000
|
|
105,270
|
Series EMTN, 2.75%,
4/1/2032
|
|
EUR
|
200,000
|
|
192,462
|
3.88%,
1/5/2026
|
|
EUR
|
200,000
|
|
216,682
|
4.38%, 3/14/2030
(b)
|
|
EUR
|
200,000
|
|
218,200
|
4.50%,
7/7/2028
|
|
EUR
|
100,000
|
|
111,054
|
Thermo
Fisher Scientific Finance I BV: |
|
|
|
|
|
0.80%,
10/18/2030
|
|
EUR
|
300,000
|
|
267,994
|
1.13%,
10/18/2033
|
|
EUR
|
200,000
|
|
169,057
|
1.63%,
10/18/2041
|
|
EUR
|
200,000
|
|
149,493
|
Thermo
Fisher Scientific, Inc.: |
|
|
|
|
|
0.75%,
9/12/2024
|
|
EUR
|
148,000
|
|
155,310
|
Series EMTN, 1.88%,
10/1/2049
|
|
EUR
|
100,000
|
|
70,205
|
Toyota
Motor Credit Corp.: |
|
|
|
|
|
0.13%,
11/5/2027
|
|
EUR
|
200,000
|
|
186,659
|
Series EMTN, 0.25%,
7/16/2026
|
|
EUR
|
100,000
|
|
98,135
|
4.05%,
9/13/2029
|
|
EUR
|
150,000
|
|
165,420
|
Upjohn Finance BV 1.91%,
6/23/2032
|
|
EUR
|
300,000
|
|
251,033
|
Utah Acquisition Sub, Inc. 2.25%,
11/22/2024
|
|
EUR
|
100,000
|
|
105,661
|
Verizon
Communications, Inc.: |
|
|
|
|
|
0.88%,
4/8/2027
|
|
EUR
|
500,000
|
|
487,363
|
1.25%,
4/8/2030
|
|
EUR
|
200,000
|
|
183,040
|
1.30%,
5/18/2033
|
|
EUR
|
300,000
|
|
252,239
|
1.38%,
10/27/2026
|
|
EUR
|
400,000
|
|
402,755
|
1.38%,
11/2/2028
|
|
EUR
|
100,000
|
|
95,615
|
2.63%,
12/1/2031
|
|
EUR
|
100,000
|
|
97,986
|
Series 20Y, 2.88%,
1/15/2038
|
|
EUR
|
400,000
|
|
371,486
|
Series EMTN, 3.25%,
2/17/2026
|
|
EUR
|
250,000
|
|
268,225
|
3.38%,
10/27/2036
|
|
GBP
|
200,000
|
|
192,983
|
4.25%,
10/31/2030
|
|
EUR
|
100,000
|
|
110,372
|
4.75%,
10/31/2034
|
|
EUR
|
100,000
|
|
114,171
|
Visa, Inc. 1.50%,
6/15/2026
|
|
EUR
|
400,000
|
|
409,318
|
Walmart,
Inc.: |
|
|
|
|
|
4.88%,
9/21/2029
|
|
EUR
|
221,000
|
|
260,237
|
5.25%,
9/28/2035
|
|
GBP
|
168,000
|
|
213,645
|
5.63%,
3/27/2034
|
|
GBP
|
100,000
|
|
131,207
|
See accompanying notes to financial statements.
31
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Wells
Fargo & Co.: |
|
|
|
|
|
Series EMTN, 0.63%,
3/25/2030
|
|
EUR
|
100,000
|
|
$
85,050 |
0.63%,
8/14/2030
|
|
EUR
|
100,000
|
|
84,248
|
Series EMTN, 1.00%,
2/2/2027
|
|
EUR
|
300,000
|
|
289,412
|
Series EMTN, 1.38%,
10/26/2026
|
|
EUR
|
400,000
|
|
395,175
|
Series EMTN, 1.50%,
5/24/2027
|
|
EUR
|
200,000
|
|
195,509
|
Series EMTN, 2.00%,
7/28/2025
|
|
GBP
|
200,000
|
|
230,470
|
Series EMTN, 2.00%,
4/27/2026
|
|
EUR
|
400,000
|
|
407,837
|
4.63%,
11/2/2035
|
|
GBP
|
50,000
|
|
56,016
|
Series EMTN, 3 Month EURIBOR - 1.85%, 1.74%, 5/4/2030
(a)
|
|
EUR
|
400,000
|
|
372,634
|
|
|
|
|
|
44,404,299
|
TOTAL CORPORATE BONDS & NOTES (Cost
$186,798,053)
|
|
|
|
|
166,448,236
|
|
|
Shares
|
|
SHORT-TERM
INVESTMENTS — 1.4% |
|
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.07%
(c)(d)
|
17,435
|
17,435
|
State Street Navigator Securities Lending Portfolio II
(e)(f)
|
2,329,682
|
2,329,682
|
TOTAL SHORT-TERM INVESTMENTS (Cost
$2,347,117)
|
2,347,117
|
TOTAL INVESTMENTS — 99.6% (Cost
$189,145,170)
|
168,795,353
|
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.4%
|
716,390
|
NET ASSETS — 100.0%
|
$
169,511,743 |
(a)
|
Variable
Rate Security - Interest rate shown is rate in effect at June 30, 2023. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(b)
|
All
or a portion of the shares of the security are on loan at June 30, 2023. |
(c)
|
The
Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(d)
|
The
rate shown is the annualized seven-day yield at June 30, 2023. |
(e)
|
The
Fund invested in an affiliated entity. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(f)
|
Investment
of cash collateral for securities loaned. |
DMTN
|
Domestic
Medium - Term Note |
EMTN
|
Euro
Medium Term Note |
GMTN
|
Global
Medium Term Note |
MTN
|
Medium
Term Note |
SONIA
|
Sterling
Overnight Index Average |
AUD
|
Australian
Dollar |
EUR
|
Euro
|
GBP
|
British
Pound |
JPY
|
Japanese
Yen |
The following table summarizes the value of the
Fund's investments according to the fair value hierarchy as of June 30, 2023.
Description
|
|
Level
1 – Quoted Prices |
|
Level
2 – Other Significant Observable Inputs |
|
Level
3 – Significant Unobservable Inputs |
|
Total
|
ASSETS:
|
|
|
|
|
|
|
|
|
INVESTMENTS:
|
|
|
|
|
|
|
|
|
Corporate Bonds &
Notes
|
|
$
— |
|
$166,448,236
|
|
$—
|
|
$166,448,236
|
Short-Term
Investments
|
|
2,347,117
|
|
—
|
|
—
|
|
2,347,117
|
TOTAL
INVESTMENTS
|
|
$2,347,117
|
|
$166,448,236
|
|
$—
|
|
$168,795,353
|
See accompanying notes to financial statements.
32
SPDR BLOOMBERG
INTERNATIONAL CORPORATE BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Sector
Breakdown as of June 30, 2023
|
|
|
|
|
%
of Total Investments |
|
Financial
|
53.6%
|
|
Consumer,
Non-cyclical |
12.9
|
|
Communications
|
8.9
|
|
Consumer,
Cyclical |
7.3
|
|
Utilities
|
4.7
|
|
Energy
|
3.9
|
|
Industrial
|
3.4
|
|
Technology
|
3.2
|
|
Basic
Materials |
0.7
|
|
Short-Term
Investments |
1.4
|
|
TOTAL
|
100.0%
|
(The sector breakdown is expressed
as a percentage of total investments and may change over time.)
Affiliate Table
|
Number
of Shares Held at 12/31/22 |
|
Value
at 12/31/22 |
|
Cost
of Purchases |
|
Proceeds
from Shares Sold |
|
Realized
Gain (Loss) |
|
Change
in Unrealized Appreciation/ Depreciation |
|
Number
of Shares Held at 6/30/23 |
|
Value
at 6/30/23 |
|
Dividend
Income |
State Street Institutional U.S. Government Money Market Fund, Class G
Shares
|
126,467
|
|
$
126,467 |
|
$19,238,328
|
|
$19,347,360
|
|
$—
|
|
$—
|
|
17,435
|
|
$
17,435 |
|
$
4,819 |
State Street Navigator Securities Lending Portfolio
II
|
8,734,973
|
|
8,734,973
|
|
11,390,906
|
|
17,796,197
|
|
—
|
|
—
|
|
2,329,682
|
|
2,329,682
|
|
10,298
|
Total
|
|
|
$8,861,440
|
|
$30,629,234
|
|
$37,143,557
|
|
$—
|
|
$—
|
|
|
|
$
2,347,117 |
|
$
15,117 |
See accompanying notes to financial statements.
33
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
FOREIGN
GOVERNMENT OBLIGATIONS — 99.1% |
|
|
|
AUSTRALIA
— 4.6% |
|
|
|
Australia
Government Bonds: |
|
|
|
|
|
Series 159, 0.25%,
11/21/2024
|
|
AUD
|
610,000
|
|
$
384,183 |
Series 161, 0.25%,
11/21/2025
|
|
AUD
|
4,216,000
|
|
2,563,081
|
Series 164, 0.50%,
9/21/2026
|
|
AUD
|
4,048,000
|
|
2,410,542
|
Series 160, 1.00%,
12/21/2030
|
|
AUD
|
2,996,000
|
|
1,610,612
|
Series 163, 1.00%,
11/21/2031
|
|
AUD
|
2,393,000
|
|
1,252,997
|
Series 158, 1.25%,
5/21/2032
|
|
AUD
|
3,980,000
|
|
2,103,952
|
Series 157, 1.50%,
6/21/2031
|
|
AUD
|
3,039,000
|
|
1,678,807
|
Series 165, 1.75%,
11/21/2032
|
|
AUD
|
2,823,000
|
|
1,546,670
|
Series 162, 1.75%,
6/21/2051
|
|
AUD
|
1,721,000
|
|
666,053
|
Series 149, 2.25%,
5/21/2028
|
|
AUD
|
3,673,000
|
|
2,260,642
|
Series 155, 2.50%,
5/21/2030
|
|
AUD
|
3,785,000
|
|
2,294,745
|
Series 148, 2.75%,
11/21/2027
|
|
AUD
|
3,178,000
|
|
2,012,301
|
Series 152, 2.75%,
11/21/2028
|
|
AUD
|
3,705,000
|
|
2,322,427
|
Series 154, 2.75%,
11/21/2029
|
|
AUD
|
3,354,000
|
|
2,078,793
|
Series 145, 2.75%,
6/21/2035
|
|
AUD
|
852,000
|
|
495,698
|
Series 156, 2.75%,
5/21/2041
|
|
AUD
|
1,272,000
|
|
682,550
|
Series 166, 3.00%,
11/21/2033
|
|
AUD
|
3,653,000
|
|
2,218,623
|
Series 150, 3.00%,
3/21/2047
|
|
AUD
|
1,657,000
|
|
882,780
|
Series 139, 3.25%,
4/21/2025
|
|
AUD
|
4,159,000
|
|
2,722,025
|
Series 138, 3.25%,
4/21/2029
|
|
AUD
|
3,402,000
|
|
2,180,316
|
Series 147, 3.25%,
6/21/2039
|
|
AUD
|
1,257,000
|
|
739,903
|
Series 144, 3.75%,
4/21/2037
|
|
AUD
|
1,225,000
|
|
779,861
|
Series 142, 4.25%,
4/21/2026
|
|
AUD
|
3,506,000
|
|
2,345,627
|
Series 140, 4.50%,
4/21/2033
|
|
AUD
|
2,113,000
|
|
1,459,197
|
Series 136, 4.75%,
4/21/2027
|
|
AUD
|
4,771,000
|
|
3,259,490
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 167, COR, 3.75%,
5/21/2034
|
|
AUD
|
3,075,000
|
|
$
1,992,785 |
|
|
|
|
|
44,944,660
|
AUSTRIA
— 2.8% |
|
|
|
Republic
of Austria Government Bonds: |
|
|
|
|
|
0.01%, 7/15/2024
(a)
|
|
EUR
|
786,000
|
|
827,638
|
0.01%, 4/20/2025
(a)
|
|
EUR
|
944,000
|
|
970,672
|
0.01%, 10/20/2028
(a)
|
|
EUR
|
1,184,000
|
|
1,104,044
|
0.01%, 2/20/2030
(a)
|
|
EUR
|
969,000
|
|
870,344
|
0.01%, 2/20/2031
(a)
|
|
EUR
|
1,114,000
|
|
969,767
|
0.01%, 10/20/2040
(a)
|
|
EUR
|
514,000
|
|
332,158
|
0.25%, 10/20/2036
(a)
|
|
EUR
|
381,000
|
|
288,650
|
0.50%, 4/20/2027
(a)
|
|
EUR
|
1,629,000
|
|
1,617,519
|
0.50%, 2/20/2029
(a)
|
|
EUR
|
1,487,000
|
|
1,416,007
|
0.70%, 4/20/2071
(a)
|
|
EUR
|
330,000
|
|
162,374
|
0.75%, 10/20/2026
(a)
|
|
EUR
|
1,394,000
|
|
1,411,788
|
0.75%, 2/20/2028
(a)
|
|
EUR
|
1,176,000
|
|
1,159,205
|
0.75%, 3/20/2051
(a)
|
|
EUR
|
264,000
|
|
166,812
|
0.85%, 6/30/2120
(a)
|
|
EUR
|
600,000
|
|
267,390
|
0.90%, 2/20/2032
(a)
|
|
EUR
|
1,854,000
|
|
1,703,886
|
1.20%, 10/20/2025
(a)
|
|
EUR
|
1,335,000
|
|
1,393,143
|
1.50%, 2/20/2047
(a)
|
|
EUR
|
1,002,000
|
|
803,815
|
1.50%, 11/2/2086
(a)
|
|
EUR
|
222,000
|
|
145,205
|
Series 1, 1.65%, 10/21/2024
(a)
|
|
EUR
|
1,298,000
|
|
1,384,941
|
1.85%, 5/23/2049
(a)
|
|
EUR
|
400,000
|
|
342,482
|
2.00%, 7/15/2026
(a)
|
|
EUR
|
670,000
|
|
707,658
|
2.10%, 9/20/2117
(a)
|
|
EUR
|
625,000
|
|
499,247
|
2.40%, 5/23/2034
(a)
|
|
EUR
|
857,000
|
|
878,608
|
3.15%, 6/20/2044
(a)
|
|
EUR
|
1,356,000
|
|
1,497,859
|
3.80%, 1/26/2062
(a)
|
|
EUR
|
665,000
|
|
845,414
|
4.15%, 3/15/2037
(a)
|
|
EUR
|
1,843,000
|
|
2,239,513
|
4.85%, 3/15/2026
(a)
|
|
EUR
|
1,396,000
|
|
1,588,040
|
6.25%,
7/15/2027
|
|
EUR
|
947,000
|
|
1,157,088
|
COR, 2.90%, 2/20/2033
(a)
|
|
EUR
|
575,000
|
|
619,885
|
|
|
|
|
|
27,371,152
|
BELGIUM
— 4.0% |
|
|
|
Kingdom
of Belgium Government Bonds: |
|
|
|
|
|
Series 92, 0.01%, 10/22/2031
(a)
|
|
EUR
|
1,813,000
|
|
1,553,326
|
Series 89, 0.10%, 6/22/2030
(a)
|
|
EUR
|
651,200
|
|
587,240
|
Series 94, 0.35%, 6/22/2032
(a)
|
|
EUR
|
1,992,000
|
|
1,725,670
|
Series 82, 0.50%, 10/22/2024
(a)
|
|
EUR
|
341,000
|
|
358,195
|
Series 93, 0.65%, 6/22/2071
(a)
|
|
EUR
|
738,000
|
|
332,248
|
Series 74, 0.80%, 6/22/2025
(a)
|
|
EUR
|
2,400,000
|
|
2,498,505
|
Series 81, 0.80%, 6/22/2027
(a)
|
|
EUR
|
2,023,000
|
|
2,028,668
|
See accompanying notes to financial statements.
34
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 85, 0.80%, 6/22/2028
(a)
|
|
EUR
|
2,136,000
|
|
$
2,108,292 |
Series 87, 0.90%, 6/22/2029
(a)
|
|
EUR
|
2,101,000
|
|
2,048,353
|
Series 77, 1.00%, 6/22/2026
(a)
|
|
EUR
|
2,069,000
|
|
2,126,940
|
Series 75, 1.00%, 6/22/2031
(a)
|
|
EUR
|
1,983,000
|
|
1,870,020
|
Series 86, 1.25%, 4/22/2033
(a)
|
|
EUR
|
1,334,000
|
|
1,246,330
|
Series 95, 1.40%, 6/22/2053
(a)
|
|
EUR
|
1,448,000
|
|
1,006,218
|
Series 84, 1.45%, 6/22/2037
(a)
|
|
EUR
|
609,000
|
|
534,982
|
Series 78, 1.60%, 6/22/2047
(a)
|
|
EUR
|
1,583,000
|
|
1,234,550
|
Series 88, 1.70%, 6/22/2050
(a)
|
|
EUR
|
1,312,000
|
|
1,015,859
|
Series 76, 1.90%, 6/22/2038
(a)
|
|
EUR
|
827,000
|
|
758,860
|
Series 80, 2.15%, 6/22/2066
(a)
|
|
EUR
|
991,000
|
|
807,229
|
Series 83, 2.25%, 6/22/2057
(a)
|
|
EUR
|
594,000
|
|
508,198
|
Series 96, 2.75%, 4/22/2039
(a)
|
|
EUR
|
650,000
|
|
662,338
|
Series 97, 3.00%, 6/22/2033
(a)
|
|
EUR
|
255,000
|
|
276,825
|
Series 73, 3.00%, 6/22/2034
(a)
|
|
EUR
|
1,192,000
|
|
1,288,677
|
Series 71, 3.75%,
6/22/2045
|
|
EUR
|
1,243,000
|
|
1,442,490
|
Series 66, 4.00%,
3/28/2032
|
|
EUR
|
989,000
|
|
1,161,090
|
Series 60, 4.25%, 3/28/2041
(a)
|
|
EUR
|
2,124,000
|
|
2,607,385
|
Series 64, 4.50%, 3/28/2026
(a)
|
|
EUR
|
1,463,000
|
|
1,652,956
|
Series 44, 5.00%, 3/28/2035
(a)
|
|
EUR
|
2,460,000
|
|
3,164,809
|
Series 31, 5.50%,
3/28/2028
|
|
EUR
|
2,112,000
|
|
2,565,645
|
|
|
|
|
|
39,171,898
|
CANADA
— 4.6% |
|
|
|
Canada
Government Bonds: |
|
|
|
|
|
0.25%,
3/1/2026
|
|
CAD
|
1,061,000
|
|
722,477
|
0.50%,
9/1/2025
|
|
CAD
|
3,432,000
|
|
2,385,155
|
0.50%,
12/1/2030
|
|
CAD
|
2,320,000
|
|
1,426,196
|
0.75%,
10/1/2024
|
|
CAD
|
1,045,000
|
|
751,071
|
1.00%,
9/1/2026
|
|
CAD
|
1,300,000
|
|
896,472
|
1.00%,
6/1/2027
|
|
CAD
|
857,000
|
|
584,814
|
1.25%,
3/1/2025
|
|
CAD
|
1,423,000
|
|
1,018,398
|
1.25%,
3/1/2027
|
|
CAD
|
1,050,000
|
|
723,155
|
1.25%,
6/1/2030
|
|
CAD
|
3,087,000
|
|
2,028,371
|
1.50%,
9/1/2024
|
|
CAD
|
1,032,000
|
|
750,313
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
1.50%,
4/1/2025
|
|
CAD
|
1,185,000
|
|
$
848,901 |
1.50%,
6/1/2026
|
|
CAD
|
903,000
|
|
635,077
|
1.50%,
6/1/2031
|
|
CAD
|
3,590,000
|
|
2,367,018
|
1.50%,
12/1/2031
|
|
CAD
|
1,490,000
|
|
976,201
|
1.75%,
12/1/2053
|
|
CAD
|
2,845,000
|
|
1,585,578
|
2.00%,
6/1/2028
|
|
CAD
|
1,350,000
|
|
950,863
|
2.00%,
6/1/2032
|
|
CAD
|
2,446,000
|
|
1,663,143
|
2.00%,
12/1/2051
|
|
CAD
|
4,707,000
|
|
2,814,244
|
2.25%,
6/1/2025
|
|
CAD
|
910,000
|
|
660,005
|
2.25%,
6/1/2029
|
|
CAD
|
1,525,000
|
|
1,081,864
|
2.25%,
12/1/2029
|
|
CAD
|
1,118,000
|
|
789,579
|
2.50%,
12/1/2032
|
|
CAD
|
3,030,000
|
|
2,145,068
|
2.75%,
8/1/2024
|
|
CAD
|
1,787,000
|
|
1,319,301
|
2.75%,
9/1/2027
|
|
CAD
|
1,703,000
|
|
1,236,712
|
2.75%,
6/1/2033
|
|
CAD
|
1,125,000
|
|
813,515
|
2.75%,
12/1/2048
|
|
CAD
|
952,000
|
|
671,481
|
2.75%,
12/1/2064
|
|
CAD
|
685,000
|
|
475,601
|
3.00%,
11/1/2024
|
|
CAD
|
3,212,000
|
|
2,370,137
|
3.00%,
10/1/2025
|
|
CAD
|
1,525,000
|
|
1,117,388
|
3.25%,
8/24/2027
|
|
CAD
|
1,000,000
|
|
740,342
|
3.50%,
8/1/2025
|
|
CAD
|
250,000
|
|
185,167
|
3.50%,
3/1/2028
|
|
CAD
|
1,000,000
|
|
749,833
|
3.50%,
12/1/2045
|
|
CAD
|
1,532,000
|
|
1,216,646
|
3.75%,
2/1/2025
|
|
CAD
|
1,625,000
|
|
1,209,955
|
4.00%,
6/1/2041
|
|
CAD
|
1,312,000
|
|
1,095,070
|
5.00%,
6/1/2037
|
|
CAD
|
1,020,000
|
|
920,232
|
Series WL43, 5.75%,
6/1/2029
|
|
CAD
|
1,172,000
|
|
993,933
|
5.75%,
6/1/2033
|
|
CAD
|
1,356,000
|
|
1,235,882
|
Series VW17, 8.00%,
6/1/2027
|
|
CAD
|
370,000
|
|
322,823
|
Series A-76, 9.00%,
6/1/2025
|
|
CAD
|
330,000
|
|
269,677
|
COR, 3.00%,
4/1/2026
|
|
CAD
|
278,000
|
|
203,545
|
COR, 3.75%,
5/1/2025
|
|
CAD
|
719,000
|
|
535,600
|
|
|
|
|
|
45,486,803
|
CHILE
— 0.4% |
|
|
|
Bonos
de la Tesoreria de la Republica en pesos: |
|
|
|
|
|
0.01%,
6/19/2024
|
|
CLP
|
135,000,000
|
|
156,290
|
2.30%, 10/1/2028
(a)
|
|
CLP
|
170,000,000
|
|
184,200
|
2.50%,
3/1/2025
|
|
CLP
|
250,000,000
|
|
291,669
|
4.50%,
3/1/2026
|
|
CLP
|
410,000,000
|
|
496,913
|
4.70%, 9/1/2030
(a)
|
|
CLP
|
420,000,000
|
|
505,705
|
5.00%, 10/1/2028
(a)
|
|
CLP
|
150,000,000
|
|
183,731
|
5.00%,
3/1/2035
|
|
CLP
|
540,000,000
|
|
665,604
|
5.10%,
7/15/2050
|
|
CLP
|
240,000,000
|
|
296,317
|
Series 30YR, 6.00%,
1/1/2043
|
|
CLP
|
330,000,000
|
|
453,628
|
7.00%, 5/1/2034
(a)
|
|
CLP
|
360,000,000
|
|
520,639
|
|
|
|
|
|
3,754,696
|
See accompanying notes to financial statements.
35
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
CHINA
— 4.6% |
|
|
|
China
Government Bonds: |
|
|
|
|
|
1.99%,
9/15/2024
|
|
CNY
|
3,520,000
|
|
$
483,885 |
2.18%,
8/25/2025
|
|
CNY
|
18,000,000
|
|
2,474,308
|
Series INBK, 2.24%,
5/25/2025
|
|
CNY
|
5,550,000
|
|
764,065
|
Series INBK, 2.26%,
2/24/2025
|
|
CNY
|
6,800,000
|
|
936,936
|
2.28%,
11/25/2025
|
|
CNY
|
13,500,000
|
|
1,858,286
|
2.29%,
12/25/2024
|
|
CNY
|
1,400,000
|
|
193,227
|
2.30%,
5/15/2026
|
|
CNY
|
9,000,000
|
|
1,240,405
|
2.44%,
10/15/2027
|
|
CNY
|
13,050,000
|
|
1,795,277
|
Series INBK, 2.47%,
9/2/2024
|
|
CNY
|
12,550,000
|
|
1,735,244
|
Series INBK, 2.48%,
4/15/2027
|
|
CNY
|
6,500,000
|
|
896,583
|
Series 2216, 2.50%,
7/25/2027
|
|
CNY
|
7,500,000
|
|
1,034,452
|
2.60%,
9/1/2032
|
|
CNY
|
7,500,000
|
|
1,020,589
|
2.64%,
1/15/2028
|
|
CNY
|
5,500,000
|
|
763,699
|
2.69%,
8/15/2032
|
|
CNY
|
8,000,000
|
|
1,096,518
|
Series INBK, 2.75%,
6/15/2029
|
|
CNY
|
2,550,000
|
|
353,335
|
Series INBK, 2.75%,
2/17/2032
|
|
CNY
|
10,650,000
|
|
1,467,349
|
2.76%,
5/15/2032
|
|
CNY
|
2,650,000
|
|
365,189
|
2.79%,
12/15/2029
|
|
CNY
|
2,000,000
|
|
276,974
|
Series INBK, 2.80%,
3/24/2029
|
|
CNY
|
4,000,000
|
|
556,950
|
2.80%,
11/15/2032
|
|
CNY
|
7,750,000
|
|
1,073,161
|
Series INBK, 2.85%,
6/4/2027
|
|
CNY
|
9,700,000
|
|
1,356,427
|
2.88%,
2/25/2033
|
|
CNY
|
7,500,000
|
|
1,049,323
|
Series INBK, 2.89%,
11/18/2031
|
|
CNY
|
6,400,000
|
|
891,551
|
3.12%,
10/25/2052
|
|
CNY
|
5,500,000
|
|
765,190
|
Series 1907, 3.25%,
6/6/2026
|
|
CNY
|
20,150,000
|
|
2,853,265
|
Series 1827, 3.25%,
11/22/2028
|
|
CNY
|
48,850,000
|
|
6,999,975
|
Series INBK, 3.27%,
11/19/2030
|
|
CNY
|
8,350,000
|
|
1,204,054
|
Series INBK, 3.32%,
4/15/2052
|
|
CNY
|
6,000,000
|
|
860,137
|
Series INBK, 3.39%,
3/16/2050
|
|
CNY
|
7,550,000
|
|
1,091,274
|
Series INBK, 3.76%,
3/22/2071
|
|
CNY
|
4,000,000
|
|
632,187
|
Series INBK, 3.81%,
9/14/2050
|
|
CNY
|
2,500,000
|
|
388,317
|
Series 1824, 4.08%,
10/22/2048
|
|
CNY
|
39,630,000
|
|
6,375,489
|
Series 1417, 4.63%,
8/11/2034
|
|
CNY
|
500,000
|
|
81,651
|
|
|
|
|
|
44,935,272
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
COLOMBIA
— 0.7% |
|
|
|
Colombia
TES: |
|
|
|
|
|
Series B, 5.75%,
11/3/2027
|
|
COP
|
758,000,000
|
|
$
156,200 |
Series B, 6.00%,
4/28/2028
|
|
COP
|
6,475,000,000
|
|
1,329,013
|
Series B, 6.25%,
11/26/2025
|
|
COP
|
695,000,000
|
|
154,001
|
Series B, 7.00%,
3/26/2031
|
|
COP
|
3,645,000,000
|
|
735,728
|
Series B, 7.00%,
6/30/2032
|
|
COP
|
6,590,000,000
|
|
1,293,558
|
Series B, 7.25%,
10/26/2050
|
|
COP
|
2,162,000,000
|
|
367,552
|
Series B, 7.50%,
8/26/2026
|
|
COP
|
6,008,000,000
|
|
1,350,382
|
Series B, 9.25%,
5/28/2042
|
|
COP
|
5,845,000,000
|
|
1,252,620
|
|
|
|
|
|
6,639,054
|
CROATIA
— 0.3% |
|
|
|
Croatia
Government International Bonds: |
|
|
|
|
|
1.13%,
6/19/2029
|
|
EUR
|
341,000
|
|
324,690
|
2.88%,
4/22/2032
|
|
EUR
|
1,150,000
|
|
1,175,537
|
3.00%,
3/20/2027
|
|
EUR
|
1,000,000
|
|
1,076,185
|
|
|
|
|
|
2,576,412
|
CYPRUS
— 0.1% |
|
|
|
Cyprus
Government International Bonds: |
|
|
|
|
|
Series EMTN, 0.63%,
1/21/2030
|
|
EUR
|
150,000
|
|
135,815
|
Series EMTN, 0.95%,
1/20/2032
|
|
EUR
|
150,000
|
|
130,953
|
Series EMTN, 1.25%,
1/21/2040
|
|
EUR
|
100,000
|
|
72,248
|
Series EMTN, 1.50%,
4/16/2027
|
|
EUR
|
150,000
|
|
151,600
|
Series EMTN, 2.38%,
9/25/2028
|
|
EUR
|
250,000
|
|
256,703
|
Series EMTN, 2.75%,
2/26/2034
|
|
EUR
|
100,000
|
|
97,334
|
Series EMTN, 2.75%,
5/3/2049
|
|
EUR
|
250,000
|
|
223,588
|
Series EMTN, 4.25%,
11/4/2025
|
|
EUR
|
170,000
|
|
188,594
|
|
|
|
|
|
1,256,835
|
CZECH
REPUBLIC — 0.9% |
|
|
|
Czech
Republic Government Bonds: |
|
|
|
|
|
Series 1351, Zero Coupon,
12/12/2024
|
|
CZK
|
1,950,000
|
|
82,560
|
Series 130, 0.05%,
11/29/2029
|
|
CZK
|
10,750,000
|
|
373,492
|
Series 100, 0.25%,
2/10/2027
|
|
CZK
|
12,560,000
|
|
490,534
|
See accompanying notes to financial statements.
36
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 94, 0.95%,
5/15/2030
|
|
CZK
|
14,680,000
|
|
$
536,673 |
Series 95, 1.00%,
6/26/2026
|
|
CZK
|
10,690,000
|
|
436,832
|
Series 121, 1.20%,
3/13/2031
|
|
CZK
|
15,160,000
|
|
552,271
|
Series 125, 1.50%,
4/24/2040
|
|
CZK
|
9,600,000
|
|
286,543
|
Series 11Y, 1.75%,
6/23/2032
|
|
CZK
|
11,300,000
|
|
420,309
|
Series 142, 1.95%,
7/30/2037
|
|
CZK
|
3,500,000
|
|
120,782
|
Series 103, 2.00%,
10/13/2033
|
|
CZK
|
20,200,000
|
|
747,879
|
Series 89, 2.40%,
9/17/2025
|
|
CZK
|
17,190,000
|
|
741,092
|
Series 78, 2.50%,
8/25/2028
|
|
CZK
|
18,700,000
|
|
775,759
|
Series 105, 2.75%,
7/23/2029
|
|
CZK
|
21,430,000
|
|
890,625
|
Series 145, 3.50%,
5/30/2035
|
|
CZK
|
9,400,000
|
|
397,766
|
Series 49, 4.20%,
12/4/2036
|
|
CZK
|
7,560,000
|
|
339,798
|
Series 53, 4.85%,
11/26/2057
|
|
CZK
|
1,750,000
|
|
81,485
|
Series 11Y, 4.90%,
4/14/2034
|
|
CZK
|
3,850,000
|
|
185,279
|
Series 8Y, 5.00%,
9/30/2030
|
|
CZK
|
11,400,000
|
|
540,767
|
Series 6Y, 5.50%,
12/12/2028
|
|
CZK
|
8,400,000
|
|
404,246
|
Series 148, 6.00%,
2/26/2026
|
|
CZK
|
15,050,000
|
|
708,033
|
|
|
|
|
|
9,112,725
|
DENMARK
— 0.7% |
|
|
|
Denmark
Government Bonds: |
|
|
|
|
|
Series 2024, 0.01%,
11/15/2024
|
|
DKK
|
3,750,000
|
|
524,424
|
Series 10Y, 0.01%,
11/15/2031
|
|
DKK
|
8,717,000
|
|
1,025,611
|
Series 30Y, 0.25%,
11/15/2052
|
|
DKK
|
6,167,000
|
|
476,249
|
Series 10Y, 0.50%,
11/15/2027
|
|
DKK
|
7,522,000
|
|
996,714
|
Series 10YR, 0.50%,
11/15/2029
|
|
DKK
|
7,775,000
|
|
992,511
|
1.75%,
11/15/2025
|
|
DKK
|
5,128,000
|
|
726,039
|
4.50%,
11/15/2039
|
|
DKK
|
12,909,000
|
|
2,329,607
|
7.00%,
11/10/2024
|
|
DKK
|
1,002,000
|
|
153,570
|
|
|
|
|
|
7,224,725
|
ESTONIA
— 0.0% (b) |
|
|
|
Estonia
Government International Bonds: |
|
|
|
|
|
0.13%,
6/10/2030
|
|
EUR
|
188,000
|
|
164,166
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
4.00%,
10/12/2032
|
|
EUR
|
175,000
|
|
$
195,981 |
|
|
|
|
|
360,147
|
FINLAND
— 1.1% |
|
|
|
Finland
Government Bonds: |
|
|
|
|
|
0.01%, 9/15/2024
(a)
|
|
EUR
|
366,000
|
|
383,054
|
0.01%, 9/15/2026
(a)
|
|
EUR
|
143,000
|
|
141,498
|
0.01%, 9/15/2030
(a)
|
|
EUR
|
575,000
|
|
509,428
|
0.13%, 9/15/2031
(a)
|
|
EUR
|
642,000
|
|
557,795
|
0.13%, 4/15/2036
(a)
|
|
EUR
|
471,000
|
|
353,423
|
0.13%, 4/15/2052
(a)
|
|
EUR
|
634,000
|
|
323,353
|
0.25%, 9/15/2040
(a)
|
|
EUR
|
185,000
|
|
125,694
|
0.50%, 4/15/2026
(a)
|
|
EUR
|
814,000
|
|
826,822
|
0.50%, 9/15/2027
(a)
|
|
EUR
|
473,000
|
|
465,832
|
0.50%, 9/15/2028
(a)
|
|
EUR
|
454,000
|
|
437,812
|
0.50%, 9/15/2029
(a)
|
|
EUR
|
748,000
|
|
705,413
|
0.50%, 4/15/2043
(a)
|
|
EUR
|
442,000
|
|
299,716
|
0.75%, 4/15/2031
(a)
|
|
EUR
|
737,000
|
|
683,707
|
0.88%, 9/15/2025
(a)
|
|
EUR
|
202,000
|
|
209,415
|
1.13%, 4/15/2034
(a)
|
|
EUR
|
716,000
|
|
646,419
|
1.38%, 4/15/2027
(a)
|
|
EUR
|
683,000
|
|
700,219
|
Series 30Y, 1.38%, 4/15/2047
(a)
|
|
EUR
|
626,000
|
|
500,786
|
1.50%, 9/15/2032
(a)
|
|
EUR
|
1,041,000
|
|
1,002,724
|
2.63%, 7/4/2042
(a)
|
|
EUR
|
716,000
|
|
733,112
|
2.75%, 7/4/2028
(a)
|
|
EUR
|
804,000
|
|
870,368
|
4.00%, 7/4/2025
(a)
|
|
EUR
|
699,000
|
|
772,348
|
|
|
|
|
|
11,248,938
|
FRANCE
— 5.0% |
|
|
|
French
Republic Government Bonds OAT: |
|
|
|
|
|
0.01%,
2/25/2025
|
|
EUR
|
903,000
|
|
932,604
|
0.01%,
3/25/2025
|
|
EUR
|
636,000
|
|
655,442
|
0.01%,
2/25/2026
|
|
EUR
|
253,000
|
|
254,331
|
0.01%,
2/25/2027
|
|
EUR
|
1,253,000
|
|
1,227,661
|
0.01%,
11/25/2029
|
|
EUR
|
1,278,000
|
|
1,165,790
|
0.01%,
11/25/2030
|
|
EUR
|
1,643,000
|
|
1,456,202
|
0.01%,
11/25/2031
|
|
EUR
|
778,000
|
|
670,128
|
0.01%,
5/25/2032
|
|
EUR
|
1,048,000
|
|
888,649
|
0.25%,
11/25/2026
|
|
EUR
|
1,430,000
|
|
1,421,851
|
0.50%,
5/25/2025
|
|
EUR
|
1,559,000
|
|
1,613,771
|
0.50%,
5/25/2026
|
|
EUR
|
1,653,000
|
|
1,675,607
|
0.50%,
5/25/2029
|
|
EUR
|
1,287,000
|
|
1,226,878
|
0.50%, 5/25/2040
(a)
|
|
EUR
|
367,000
|
|
261,068
|
0.50%, 6/25/2044
(a)
|
|
EUR
|
500,000
|
|
322,646
|
0.50%, 5/25/2072
(a)
|
|
EUR
|
617,000
|
|
262,124
|
0.75%,
2/25/2028
|
|
EUR
|
1,842,000
|
|
1,822,125
|
0.75%,
5/25/2028
|
|
EUR
|
1,666,000
|
|
1,641,382
|
0.75%,
11/25/2028
|
|
EUR
|
1,300,000
|
|
1,270,043
|
0.75%,
5/25/2052
|
|
EUR
|
402,000
|
|
238,466
|
0.75%, 5/25/2053
(a)
|
|
EUR
|
700,000
|
|
406,117
|
1.00%,
11/25/2025
|
|
EUR
|
1,680,000
|
|
1,742,080
|
1.00%,
5/25/2027
|
|
EUR
|
1,147,000
|
|
1,161,366
|
See accompanying notes to financial statements.
37
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
1.25%,
5/25/2034
|
|
EUR
|
1,227,000
|
|
$
1,123,701 |
1.25%, 5/25/2036
(a)
|
|
EUR
|
1,770,000
|
|
1,558,880
|
1.50%,
5/25/2031
|
|
EUR
|
1,293,000
|
|
1,280,967
|
1.50%, 5/25/2050
(a)
|
|
EUR
|
1,042,000
|
|
789,137
|
1.75%,
11/25/2024
|
|
EUR
|
1,227,000
|
|
1,308,752
|
1.75%, 6/25/2039
(a)
|
|
EUR
|
1,015,000
|
|
918,254
|
1.75%, 5/25/2066
(a)
|
|
EUR
|
750,000
|
|
557,492
|
2.00%,
11/25/2032
|
|
EUR
|
1,250,000
|
|
1,263,768
|
2.00%, 5/25/2048
(a)
|
|
EUR
|
898,000
|
|
773,580
|
2.50%,
5/25/2030
|
|
EUR
|
1,767,000
|
|
1,889,627
|
2.75%,
10/25/2027
|
|
EUR
|
1,792,000
|
|
1,940,214
|
3.00%,
5/25/2033
|
|
EUR
|
685,000
|
|
751,314
|
3.25%,
5/25/2045
|
|
EUR
|
1,007,000
|
|
1,100,786
|
3.50%,
4/25/2026
|
|
EUR
|
1,586,000
|
|
1,747,405
|
4.00%,
10/25/2038
|
|
EUR
|
956,000
|
|
1,148,923
|
4.00%, 4/25/2055
(a)
|
|
EUR
|
806,000
|
|
1,002,734
|
4.00%,
4/25/2060
|
|
EUR
|
519,000
|
|
655,407
|
4.50%,
4/25/2041
|
|
EUR
|
1,330,000
|
|
1,703,372
|
4.75%,
4/25/2035
|
|
EUR
|
966,000
|
|
1,229,097
|
5.50%,
4/25/2029
|
|
EUR
|
1,499,000
|
|
1,860,259
|
5.75%,
10/25/2032
|
|
EUR
|
1,025,000
|
|
1,374,249
|
6.00%,
10/25/2025
|
|
EUR
|
1,051,000
|
|
1,216,531
|
COR, 1.25%,
5/25/2038
|
|
EUR
|
367,000
|
|
310,542
|
|
|
|
|
|
49,821,322
|
GERMANY
— 4.5% |
|
|
|
Bundesobligation:
|
|
|
|
|
|
Series 180, 0.01%,
10/18/2024
|
|
EUR
|
401,000
|
|
419,044
|
Series 181, 0.01%,
4/11/2025
|
|
EUR
|
879,000
|
|
906,751
|
Series 182, 0.01%,
10/10/2025
|
|
EUR
|
1,241,000
|
|
1,263,719
|
Series 183, 0.01%,
4/10/2026
|
|
EUR
|
1,196,000
|
|
1,204,560
|
Series 186, 1.30%,
10/15/2027
|
|
EUR
|
756,000
|
|
780,449
|
Bundesrepublik
Deutschland Bundesanleihe: |
|
|
|
|
|
0.01%,
8/15/2026
|
|
EUR
|
559,000
|
|
559,265
|
0.01%,
11/15/2028
|
|
EUR
|
890,000
|
|
850,504
|
0.01%,
8/15/2029
|
|
EUR
|
1,029,000
|
|
968,155
|
0.01%,
2/15/2030
|
|
EUR
|
484,000
|
|
450,650
|
0.01%,
8/15/2030
|
|
EUR
|
1,856,000
|
|
1,711,610
|
0.01%,
2/15/2031
|
|
EUR
|
1,462,000
|
|
1,333,051
|
0.01%,
8/15/2031
|
|
EUR
|
1,409,000
|
|
1,272,026
|
0.01%,
2/15/2032
|
|
EUR
|
1,460,000
|
|
1,303,017
|
0.01%,
8/15/2050
|
|
EUR
|
1,769,000
|
|
1,036,482
|
0.01%,
8/15/2052
|
|
EUR
|
575,000
|
|
320,887
|
0.25%,
2/15/2027
|
|
EUR
|
1,472,000
|
|
1,470,731
|
0.25%,
8/15/2028
|
|
EUR
|
1,230,000
|
|
1,197,136
|
0.25%,
2/15/2029
|
|
EUR
|
890,000
|
|
858,620
|
0.50%,
2/15/2025
|
|
EUR
|
1,316,000
|
|
1,374,527
|
0.50%,
2/15/2026
|
|
EUR
|
1,561,000
|
|
1,598,763
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
0.50%,
8/15/2027
|
|
EUR
|
1,263,000
|
|
$
1,264,479 |
0.50%,
2/15/2028
|
|
EUR
|
1,238,000
|
|
1,230,331
|
1.00%,
8/15/2024
|
|
EUR
|
1,040,000
|
|
1,105,451
|
1.00%,
8/15/2025
|
|
EUR
|
944,000
|
|
985,680
|
1.00%,
5/15/2038
|
|
EUR
|
503,000
|
|
447,469
|
1.25%,
8/15/2048
|
|
EUR
|
1,036,000
|
|
896,757
|
1.70%,
8/15/2032
|
|
EUR
|
1,300,000
|
|
1,341,170
|
1.80%,
8/15/2053
|
|
EUR
|
589,000
|
|
561,255
|
2.50%,
7/4/2044
|
|
EUR
|
844,000
|
|
927,971
|
2.50%,
8/15/2046
|
|
EUR
|
973,000
|
|
1,080,778
|
3.25%,
7/4/2042
|
|
EUR
|
972,000
|
|
1,180,262
|
Series 05, 4.00%,
1/4/2037
|
|
EUR
|
1,179,000
|
|
1,508,483
|
Series 2007, 4.25%,
7/4/2039
|
|
EUR
|
778,000
|
|
1,041,874
|
Series 98, 4.75%,
7/4/2028
|
|
EUR
|
745,000
|
|
895,703
|
Series 03, 4.75%,
7/4/2034
|
|
EUR
|
932,000
|
|
1,242,982
|
Series 08, 4.75%,
7/4/2040
|
|
EUR
|
744,000
|
|
1,061,469
|
Series 00, 5.50%,
1/4/2031
|
|
EUR
|
954,000
|
|
1,256,887
|
Series 98, 5.63%,
1/4/2028
|
|
EUR
|
875,000
|
|
1,075,975
|
Series 00, 6.25%,
1/4/2030
|
|
EUR
|
599,000
|
|
800,869
|
Series 97, 6.50%,
7/4/2027
|
|
EUR
|
1,010,000
|
|
1,258,441
|
COR, 2.10%,
11/15/2029
|
|
EUR
|
350,000
|
|
373,469
|
COR, 2.30%,
2/15/2033
|
|
EUR
|
1,136,000
|
|
1,228,937
|
Bundesschatzanweisungen:
|
|
|
|
|
|
2.20%,
12/12/2024
|
|
EUR
|
205,000
|
|
220,085
|
COR, 2.50%,
3/13/2025
|
|
EUR
|
716,000
|
|
771,361
|
|
|
|
|
|
44,638,085
|
HONG
KONG — 0.1% |
|
|
|
Hong
Kong Government Bonds Programme: |
|
|
|
|
|
1.25%,
6/29/2027
|
|
HKD
|
1,000,000
|
|
116,442
|
1.59%,
3/4/2036
|
|
HKD
|
200,000
|
|
19,748
|
1.68%,
1/21/2026
|
|
HKD
|
1,350,000
|
|
163,312
|
1.79%,
4/14/2025
|
|
HKD
|
950,000
|
|
116,630
|
1.89%,
3/2/2032
|
|
HKD
|
800,000
|
|
89,165
|
1.97%,
1/17/2029
|
|
HKD
|
600,000
|
|
70,724
|
2.02%,
3/7/2034
|
|
HKD
|
300,000
|
|
32,605
|
2.13%,
7/16/2030
|
|
HKD
|
500,000
|
|
57,999
|
2.22%,
8/7/2024
|
|
HKD
|
1,550,000
|
|
193,642
|
|
|
|
|
|
860,267
|
See accompanying notes to financial statements.
38
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
HUNGARY
— 0.4% |
|
|
|
Hungary
Government Bonds: |
|
|
|
|
|
Series 25/C, 1.00%,
11/26/2025
|
|
HUF
|
140,930,000
|
|
$
344,278 |
Series 26/E, 1.50%,
4/22/2026
|
|
HUF
|
92,000,000
|
|
220,845
|
Series 26/F, 1.50%,
8/26/2026
|
|
HUF
|
65,000,000
|
|
153,979
|
Series 29/A, 2.00%,
5/23/2029
|
|
HUF
|
50,000,000
|
|
110,928
|
Series 33/A, 2.25%, 4/20/2033
(c)
|
|
HUF
|
51,720,000
|
|
103,504
|
Series 34/A, 2.25%,
6/22/2034
|
|
HUF
|
40,000,000
|
|
76,762
|
Series 24/C, 2.50%,
10/24/2024
|
|
HUF
|
39,830,000
|
|
105,188
|
Series 26/D, 2.75%,
12/22/2026
|
|
HUF
|
100,080,000
|
|
242,999
|
Series 27/A, 3.00%,
10/27/2027
|
|
HUF
|
156,260,000
|
|
380,357
|
Series 30/A, 3.00%,
8/21/2030
|
|
HUF
|
129,210,000
|
|
293,985
|
Series 38/A, 3.00%,
10/27/2038
|
|
HUF
|
103,500,000
|
|
194,262
|
Series 41/A, 3.00%,
4/25/2041
|
|
HUF
|
45,000,000
|
|
80,841
|
Series 31/A, 3.25%,
10/22/2031
|
|
HUF
|
135,000,000
|
|
305,152
|
Series 28/B, 4.50%,
3/23/2028
|
|
HUF
|
151,000,000
|
|
386,531
|
4.50%,
5/27/2032
|
|
HUF
|
71,000,000
|
|
173,654
|
Series 32/A, 4.75%,
11/24/2032
|
|
HUF
|
251,000,000
|
|
621,318
|
Series 25/B, 5.50%,
6/24/2025
|
|
HUF
|
142,840,000
|
|
386,489
|
Series 28/A, 6.75%,
10/22/2028
|
|
HUF
|
92,270,000
|
|
258,513
|
|
|
|
|
|
4,439,585
|
INDONESIA
— 2.9% |
|
|
|
Indonesia
Treasury Bonds: |
|
|
|
|
|
Series FR90, 5.13%,
4/15/2027
|
|
IDR
|
10,006,000,000
|
|
655,055
|
Series FR86, 5.50%,
4/15/2026
|
|
IDR
|
22,730,000,000
|
|
1,506,549
|
Series FR64, 6.13%,
5/15/2028
|
|
IDR
|
60,343,000,000
|
|
4,040,988
|
Series FR88, 6.25%,
6/15/2036
|
|
IDR
|
33,161,000,000
|
|
2,186,888
|
Series FR95, 6.38%,
8/15/2028
|
|
IDR
|
29,328,000,000
|
|
1,993,658
|
Series FR91, 6.38%,
4/15/2032
|
|
IDR
|
4,815,000,000
|
|
322,067
|
Series FR93, 6.38%,
7/15/2037
|
|
IDR
|
5,605,000,000
|
|
370,120
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series FR81, 6.50%,
6/15/2025
|
|
IDR
|
12,339,000,000
|
|
$
832,565 |
Series FR65, 6.63%,
5/15/2033
|
|
IDR
|
61,300,000,000
|
|
4,156,669
|
Series FR89, 6.88%,
8/15/2051
|
|
IDR
|
6,515,000,000
|
|
441,633
|
Series FR59, 7.00%,
5/15/2027
|
|
IDR
|
44,850,000,000
|
|
3,093,812
|
Series FR96, 7.00%,
2/15/2033
|
|
IDR
|
16,205,000,000
|
|
1,135,501
|
Series FR98, 7.13%,
6/15/2038
|
|
IDR
|
5,250,000,000
|
|
370,307
|
Series FR92, 7.13%,
6/15/2042
|
|
IDR
|
11,230,000,000
|
|
782,612
|
Series FR97, 7.13%,
6/15/2043
|
|
IDR
|
5,000,000,000
|
|
352,436
|
Series FR76, 7.38%,
5/15/2048
|
|
IDR
|
10,875,000,000
|
|
769,465
|
Series FR75, 7.50%,
5/15/2038
|
|
IDR
|
48,206,000,000
|
|
3,484,431
|
Perusahaan
Penerbit SBSN Indonesia: |
|
|
|
|
|
Series PBS, 4.88%,
7/15/2026
|
|
IDR
|
6,200,000,000
|
|
399,373
|
Series PBS, 5.38%,
8/15/2025
|
|
IDR
|
12,010,000,000
|
|
791,934
|
Series PBS, 6.75%,
6/15/2047
|
|
IDR
|
7,500,000,000
|
|
491,451
|
|
|
|
|
|
28,177,514
|
IRELAND
— 1.3% |
|
|
|
Ireland
Government Bonds: |
|
|
|
|
|
0.01%,
10/18/2031
|
|
EUR
|
1,013,000
|
|
878,400
|
0.20%,
5/15/2027
|
|
EUR
|
301,000
|
|
295,078
|
0.20%,
10/18/2030
|
|
EUR
|
472,000
|
|
427,235
|
0.35%,
10/18/2032
|
|
EUR
|
527,000
|
|
460,014
|
0.40%,
5/15/2035
|
|
EUR
|
740,900
|
|
603,477
|
0.55%,
4/22/2041
|
|
EUR
|
219,000
|
|
155,151
|
0.90%,
5/15/2028
|
|
EUR
|
953,000
|
|
948,100
|
1.00%,
5/15/2026
|
|
EUR
|
1,110,000
|
|
1,143,702
|
1.10%,
5/15/2029
|
|
EUR
|
980,000
|
|
968,648
|
1.30%,
5/15/2033
|
|
EUR
|
584,000
|
|
550,977
|
1.35%,
3/18/2031
|
|
EUR
|
937,000
|
|
921,734
|
1.50%,
5/15/2050
|
|
EUR
|
1,102,000
|
|
841,465
|
1.70%,
5/15/2037
|
|
EUR
|
813,000
|
|
747,088
|
2.00%,
2/18/2045
|
|
EUR
|
1,160,000
|
|
1,030,386
|
2.40%,
5/15/2030
|
|
EUR
|
1,143,000
|
|
1,217,031
|
5.40%,
3/13/2025
|
|
EUR
|
1,309,000
|
|
1,478,189
|
COR, 3.00%,
10/18/2043
|
|
EUR
|
150,000
|
|
160,675
|
|
|
|
|
|
12,827,350
|
See accompanying notes to financial statements.
39
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
ISRAEL
— 0.6% |
|
|
|
Israel
Government Bonds - Fixed: |
|
|
|
|
|
Series 0425, 0.50%,
4/30/2025
|
|
ILS
|
2,395,000
|
|
$
602,833 |
Series 0226, 0.50%,
2/27/2026
|
|
ILS
|
1,850,000
|
|
454,096
|
Series 0330, 1.00%,
3/31/2030
|
|
ILS
|
2,725,000
|
|
615,360
|
Series 0432, 1.30%,
4/30/2032
|
|
ILS
|
1,400,000
|
|
309,166
|
Series 0537, 1.50%,
5/31/2037
|
|
ILS
|
1,600,000
|
|
319,904
|
Series 0825, 1.75%,
8/31/2025
|
|
ILS
|
2,404,000
|
|
614,659
|
Series 0327, 2.00%,
3/31/2027
|
|
ILS
|
2,215,000
|
|
557,914
|
Series 0928, 2.25%,
9/28/2028
|
|
ILS
|
2,975,000
|
|
743,897
|
Series 1152, 2.80%,
11/29/2052
|
|
ILS
|
900,000
|
|
186,244
|
Series 0347, 3.75%,
3/31/2047
|
|
ILS
|
2,585,000
|
|
664,231
|
Series 0142, 5.50%,
1/31/2042
|
|
ILS
|
2,948,000
|
|
948,624
|
Series 1026, 6.25%,
10/30/2026
|
|
ILS
|
1,490,000
|
|
429,705
|
|
|
|
|
|
6,446,633
|
ITALY
— 4.6% |
|
|
|
Italy
Buoni Poliennali Del Tesoro: |
|
|
|
|
|
0.01%,
12/15/2024
|
|
EUR
|
500,000
|
|
516,781
|
Series 5Y, 0.01%,
4/1/2026
|
|
EUR
|
1,045,000
|
|
1,028,900
|
0.01%,
8/1/2026
|
|
EUR
|
645,000
|
|
627,767
|
0.25%,
3/15/2028
|
|
EUR
|
310,000
|
|
288,324
|
0.35%,
2/1/2025
|
|
EUR
|
367,000
|
|
379,464
|
Series 5Y, 0.50%,
2/1/2026
|
|
EUR
|
434,000
|
|
435,792
|
0.60%, 8/1/2031
(a)
|
|
EUR
|
1,296,000
|
|
1,097,763
|
0.90%,
4/1/2031
|
|
EUR
|
732,000
|
|
643,043
|
0.95%,
8/1/2030
|
|
EUR
|
954,000
|
|
857,421
|
0.95%, 12/1/2031
(a)
|
|
EUR
|
690,000
|
|
596,824
|
0.95%,
6/1/2032
|
|
EUR
|
650,000
|
|
553,704
|
0.95%, 3/1/2037
(a)
|
|
EUR
|
186,000
|
|
136,683
|
1.20%,
8/15/2025
|
|
EUR
|
864,000
|
|
893,104
|
1.25%,
12/1/2026
|
|
EUR
|
688,000
|
|
692,130
|
1.35%,
4/1/2030
|
|
EUR
|
897,000
|
|
837,445
|
1.45%,
11/15/2024
|
|
EUR
|
334,000
|
|
353,210
|
1.45%,
5/15/2025
|
|
EUR
|
600,000
|
|
627,568
|
1.45%, 3/1/2036
(a)
|
|
EUR
|
518,000
|
|
418,089
|
1.50%,
6/1/2025
|
|
EUR
|
405,000
|
|
423,209
|
1.50%, 4/30/2045
(a)
|
|
EUR
|
300,000
|
|
202,206
|
Series 10Y, 1.60%,
6/1/2026
|
|
EUR
|
898,000
|
|
922,276
|
1.65%, 12/1/2030
(a)
|
|
EUR
|
919,000
|
|
862,245
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
1.65%, 3/1/2032
(a)
|
|
EUR
|
1,277,000
|
|
$
1,168,622 |
1.70%, 9/1/2051
(a)
|
|
EUR
|
150,000
|
|
98,005
|
1.80%, 3/1/2041
(a)
|
|
EUR
|
140,000
|
|
107,324
|
1.85%, 7/1/2025
(a)
|
|
EUR
|
444,000
|
|
466,568
|
2.00%,
12/1/2025
|
|
EUR
|
899,000
|
|
941,520
|
2.00%,
2/1/2028
|
|
EUR
|
826,000
|
|
837,183
|
2.05%,
8/1/2027
|
|
EUR
|
1,153,000
|
|
1,180,043
|
2.10%,
7/15/2026
|
|
EUR
|
727,000
|
|
756,228
|
2.15%, 9/1/2052
(a)
|
|
EUR
|
700,000
|
|
499,941
|
2.15%, 3/1/2072
(a)
|
|
EUR
|
240,000
|
|
155,233
|
2.20%,
6/1/2027
|
|
EUR
|
750,000
|
|
774,165
|
2.25%, 9/1/2036
(a)
|
|
EUR
|
645,000
|
|
571,158
|
2.45%, 9/1/2033
(a)
|
|
EUR
|
229,000
|
|
217,901
|
Series CAC, 2.45%, 9/1/2050
(a)
|
|
EUR
|
500,000
|
|
390,074
|
2.50%,
12/1/2024
|
|
EUR
|
542,000
|
|
581,102
|
Series 7Y, 2.50%,
11/15/2025
|
|
EUR
|
843,000
|
|
894,145
|
2.65%,
12/1/2027
|
|
EUR
|
371,000
|
|
387,407
|
2.70%, 3/1/2047
(a)
|
|
EUR
|
675,000
|
|
571,463
|
2.80%,
12/1/2028
|
|
EUR
|
1,302,000
|
|
1,358,251
|
2.80%,
6/15/2029
|
|
EUR
|
942,000
|
|
974,536
|
2.80%, 3/1/2067
(a)
|
|
EUR
|
245,000
|
|
190,863
|
2.95%, 9/1/2038
(a)
|
|
EUR
|
658,000
|
|
618,629
|
3.00%,
8/1/2029
|
|
EUR
|
797,000
|
|
834,355
|
3.10%, 3/1/2040
(a)
|
|
EUR
|
254,000
|
|
239,603
|
3.25%, 3/1/2038
(a)
|
|
EUR
|
637,000
|
|
621,794
|
3.25%, 9/1/2046
(a)
|
|
EUR
|
631,000
|
|
588,859
|
3.35%, 3/1/2035
(a)
|
|
EUR
|
374,000
|
|
378,860
|
3.45%, 3/1/2048
(a)
|
|
EUR
|
475,000
|
|
455,644
|
3.50%, 3/1/2030
(a)
|
|
EUR
|
309,000
|
|
331,826
|
3.75%,
9/1/2024
|
|
EUR
|
430,000
|
|
468,799
|
3.85%, 9/1/2049
(a)
|
|
EUR
|
319,000
|
|
324,644
|
4.00%, 2/1/2037
(a)
|
|
EUR
|
969,000
|
|
1,041,692
|
4.50%, 3/1/2026
(a)
|
|
EUR
|
1,157,000
|
|
1,285,261
|
4.75%, 9/1/2028
(a)
|
|
EUR
|
924,000
|
|
1,056,702
|
4.75%, 9/1/2044
(a)
|
|
EUR
|
781,000
|
|
902,865
|
5.00%, 3/1/2025
(a)
|
|
EUR
|
550,000
|
|
610,958
|
5.00%, 8/1/2034
(a)
|
|
EUR
|
906,000
|
|
1,067,601
|
5.00%, 8/1/2039
(a)
|
|
EUR
|
579,000
|
|
686,031
|
5.00%, 9/1/2040
(a)
|
|
EUR
|
808,000
|
|
960,497
|
5.25%,
11/1/2029
|
|
EUR
|
1,318,000
|
|
1,561,035
|
5.75%,
2/1/2033
|
|
EUR
|
567,000
|
|
704,481
|
6.00%,
5/1/2031
|
|
EUR
|
945,000
|
|
1,182,453
|
6.50%,
11/1/2027
|
|
EUR
|
946,000
|
|
1,148,025
|
7.25%,
11/1/2026
|
|
EUR
|
703,000
|
|
850,698
|
Series 5Y, COR, 3.40%,
4/1/2028
|
|
EUR
|
150,000
|
|
161,364
|
COR, 4.00%, 4/30/2035
(a)
|
|
EUR
|
750,000
|
|
809,250
|
|
|
|
|
|
45,407,606
|
See accompanying notes to financial statements.
40
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
JAPAN
— 22.9% |
|
|
|
Japan
Government Five Year Bonds: |
|
|
|
|
|
Series 147, 0.01%,
3/20/2026
|
|
JPY
|
348,800,000
|
|
$
2,418,348 |
Series 148, 0.01%,
6/20/2026
|
|
JPY
|
315,000,000
|
|
2,183,696
|
Series 149, 0.01%,
9/20/2026
|
|
JPY
|
388,100,000
|
|
2,690,050
|
Series 150, 0.01%,
12/20/2026
|
|
JPY
|
355,000,000
|
|
2,460,279
|
Series 151, 0.01%,
3/20/2027
|
|
JPY
|
234,000,000
|
|
1,621,365
|
Series 153, 0.01%,
6/20/2027
|
|
JPY
|
355,500,000
|
|
2,462,096
|
Series 141, 0.10%,
9/20/2024
|
|
JPY
|
171,550,000
|
|
1,190,019
|
Series 142, 0.10%,
12/20/2024
|
|
JPY
|
255,000,000
|
|
1,769,518
|
Series 143, 0.10%,
3/20/2025
|
|
JPY
|
236,500,000
|
|
1,641,420
|
Series 144, 0.10%,
6/20/2025
|
|
JPY
|
280,850,000
|
|
1,949,987
|
Series 145, 0.10%,
9/20/2025
|
|
JPY
|
300,000,000
|
|
2,083,924
|
Series 146, 0.10%,
12/20/2025
|
|
JPY
|
260,200,000
|
|
1,808,231
|
Series 152, 0.10%,
3/20/2027
|
|
JPY
|
150,000,000
|
|
1,042,917
|
Series 154, 0.10%,
9/20/2027
|
|
JPY
|
375,000,000
|
|
2,605,295
|
Series 158, 0.10%,
3/20/2028
|
|
JPY
|
500,000,000
|
|
3,467,949
|
Series 156, COR, 0.20%,
12/20/2027
|
|
JPY
|
237,000,000
|
|
1,651,908
|
Series 155, COR, 0.30%,
12/20/2027
|
|
JPY
|
148,000,000
|
|
1,036,364
|
Japan
Government Forty Year Bonds: |
|
|
|
|
|
Series 9, 0.40%,
3/20/2056
|
|
JPY
|
115,250,000
|
|
609,074
|
Series 12, 0.50%,
3/20/2059
|
|
JPY
|
92,000,000
|
|
488,749
|
Series 13, 0.50%,
3/20/2060
|
|
JPY
|
140,000,000
|
|
736,716
|
Series 14, 0.70%,
3/20/2061
|
|
JPY
|
134,250,000
|
|
753,522
|
Series 11, 0.80%,
3/20/2058
|
|
JPY
|
79,450,000
|
|
472,116
|
Series 10, 0.90%,
3/20/2057
|
|
JPY
|
136,750,000
|
|
844,399
|
Series 15, 1.00%,
3/20/2062
|
|
JPY
|
119,100,000
|
|
733,561
|
Series 8, 1.40%,
3/20/2055
|
|
JPY
|
72,750,000
|
|
519,083
|
Series 7, 1.70%,
3/20/2054
|
|
JPY
|
103,900,000
|
|
797,392
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 6, 1.90%,
3/20/2053
|
|
JPY
|
58,350,000
|
|
$
467,971 |
Series 5, 2.00%,
3/20/2052
|
|
JPY
|
60,700,000
|
|
495,318
|
Series 2, 2.20%,
3/20/2049
|
|
JPY
|
76,750,000
|
|
650,443
|
Series 3, 2.20%,
3/20/2050
|
|
JPY
|
31,250,000
|
|
264,769
|
Series 4, 2.20%,
3/20/2051
|
|
JPY
|
62,500,000
|
|
529,292
|
Series 1, 2.40%,
3/20/2048
|
|
JPY
|
42,950,000
|
|
377,432
|
Japan
Government Ten Year Bonds: |
|
|
|
|
|
Series 342, 0.10%,
3/20/2026
|
|
JPY
|
273,450,000
|
|
1,900,840
|
Series 343, 0.10%,
6/20/2026
|
|
JPY
|
240,000,000
|
|
1,668,451
|
Series 344, 0.10%,
9/20/2026
|
|
JPY
|
314,550,000
|
|
2,186,910
|
Series 345, 0.10%,
12/20/2026
|
|
JPY
|
311,250,000
|
|
2,164,333
|
Series 346, 0.10%,
3/20/2027
|
|
JPY
|
280,000,000
|
|
1,946,856
|
Series 347, 0.10%,
6/20/2027
|
|
JPY
|
240,000,000
|
|
1,668,435
|
Series 348, 0.10%,
9/20/2027
|
|
JPY
|
314,000,000
|
|
2,181,500
|
Series 349, 0.10%,
12/20/2027
|
|
JPY
|
277,550,000
|
|
1,926,422
|
Series 350, 0.10%,
3/20/2028
|
|
JPY
|
302,550,000
|
|
2,097,556
|
Series 351, 0.10%,
6/20/2028
|
|
JPY
|
197,500,000
|
|
1,368,378
|
Series 352, 0.10%,
9/20/2028
|
|
JPY
|
242,400,000
|
|
1,678,109
|
Series 353, 0.10%,
12/20/2028
|
|
JPY
|
229,300,000
|
|
1,586,689
|
Series 354, 0.10%,
3/20/2029
|
|
JPY
|
309,050,000
|
|
2,136,975
|
Series 355, 0.10%,
6/20/2029
|
|
JPY
|
210,600,000
|
|
1,455,280
|
Series 356, 0.10%,
9/20/2029
|
|
JPY
|
302,000,000
|
|
2,085,218
|
Series 357, 0.10%,
12/20/2029
|
|
JPY
|
290,000,000
|
|
2,000,034
|
Series 358, 0.10%,
3/20/2030
|
|
JPY
|
349,500,000
|
|
2,407,847
|
Series 359, 0.10%,
6/20/2030
|
|
JPY
|
479,450,000
|
|
3,298,083
|
Series 360, 0.10%,
9/20/2030
|
|
JPY
|
377,650,000
|
|
2,591,410
|
Series 361, 0.10%,
12/20/2030
|
|
JPY
|
512,950,000
|
|
3,513,655
|
Series 362, 0.10%,
3/20/2031
|
|
JPY
|
350,000,000
|
|
2,392,161
|
See accompanying notes to financial statements.
41
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 363, 0.10%,
6/20/2031
|
|
JPY
|
185,650,000
|
|
$
1,266,790 |
Series 364, 0.10%,
9/20/2031
|
|
JPY
|
107,500,000
|
|
732,273
|
Series 365, 0.10%,
12/20/2031
|
|
JPY
|
195,000,000
|
|
1,325,935
|
Series 366, 0.20%,
3/20/2032
|
|
JPY
|
353,000,000
|
|
2,417,135
|
Series 367, 0.20%,
6/20/2032
|
|
JPY
|
467,950,000
|
|
3,199,129
|
Series 368, 0.20%,
9/20/2032
|
|
JPY
|
772,850,000
|
|
5,273,838
|
Series 337, 0.30%,
12/20/2024
|
|
JPY
|
163,300,000
|
|
1,136,507
|
Series 341, 0.30%,
12/20/2025
|
|
JPY
|
284,500,000
|
|
1,986,766
|
Series 338, 0.40%,
3/20/2025
|
|
JPY
|
287,650,000
|
|
2,006,614
|
Series 339, 0.40%,
6/20/2025
|
|
JPY
|
346,700,000
|
|
2,421,323
|
Series 340, 0.40%,
9/20/2025
|
|
JPY
|
297,150,000
|
|
2,077,819
|
Series 335, 0.50%,
9/20/2024
|
|
JPY
|
355,100,000
|
|
2,475,320
|
Series 336, 0.50%,
12/20/2024
|
|
JPY
|
119,700,000
|
|
835,494
|
Series 370, 0.50%,
3/20/2033
|
|
JPY
|
600,000,000
|
|
4,190,763
|
Series 369, COR, 0.50%,
12/20/2032
|
|
JPY
|
473,000,000
|
|
3,310,656
|
Japan
Government Thirty Year Bonds: |
|
|
|
|
|
Series 51, 0.30%,
6/20/2046
|
|
JPY
|
89,000,000
|
|
517,978
|
Series 64, 0.40%,
9/20/2049
|
|
JPY
|
60,000,000
|
|
340,423
|
Series 65, 0.40%,
12/20/2049
|
|
JPY
|
64,850,000
|
|
367,375
|
Series 66, 0.40%,
3/20/2050
|
|
JPY
|
120,000,000
|
|
676,362
|
Series 52, 0.50%,
9/20/2046
|
|
JPY
|
85,500,000
|
|
520,258
|
Series 62, 0.50%,
3/20/2049
|
|
JPY
|
52,050,000
|
|
305,555
|
Series 53, 0.60%,
12/20/2046
|
|
JPY
|
83,650,000
|
|
519,083
|
Series 67, 0.60%,
6/20/2050
|
|
JPY
|
95,000,000
|
|
562,967
|
Series 68, 0.60%,
9/20/2050
|
|
JPY
|
90,000,000
|
|
532,086
|
Series 59, 0.70%,
6/20/2048
|
|
JPY
|
57,000,000
|
|
355,752
|
Series 61, 0.70%,
12/20/2048
|
|
JPY
|
75,000,000
|
|
464,690
|
Series 69, 0.70%,
12/20/2050
|
|
JPY
|
107,900,000
|
|
653,387
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 70, 0.70%,
3/20/2051
|
|
JPY
|
90,000,000
|
|
$
543,823 |
Series 71, 0.70%,
6/20/2051
|
|
JPY
|
90,500,000
|
|
545,649
|
Series 72, 0.70%,
9/20/2051
|
|
JPY
|
95,450,000
|
|
574,939
|
Series 73, 0.70%,
12/20/2051
|
|
JPY
|
145,000,000
|
|
872,026
|
Series 50, 0.80%,
3/20/2046
|
|
JPY
|
99,650,000
|
|
650,705
|
Series 54, 0.80%,
3/20/2047
|
|
JPY
|
80,750,000
|
|
522,955
|
Series 55, 0.80%,
6/20/2047
|
|
JPY
|
90,500,000
|
|
584,664
|
Series 56, 0.80%,
9/20/2047
|
|
JPY
|
88,850,000
|
|
572,584
|
Series 57, 0.80%,
12/20/2047
|
|
JPY
|
88,250,000
|
|
567,301
|
Series 58, 0.80%,
3/20/2048
|
|
JPY
|
77,150,000
|
|
494,607
|
Series 60, 0.90%,
9/20/2048
|
|
JPY
|
71,650,000
|
|
466,861
|
Series 74, 1.00%,
3/20/2052
|
|
JPY
|
70,000,000
|
|
454,996
|
Series 75, 1.30%,
6/20/2052
|
|
JPY
|
150,000,000
|
|
1,049,092
|
Series 48, 1.40%,
9/20/2045
|
|
JPY
|
84,350,000
|
|
621,407
|
Series 49, 1.40%,
12/20/2045
|
|
JPY
|
91,550,000
|
|
673,841
|
Series 76, 1.40%,
9/20/2052
|
|
JPY
|
145,000,000
|
|
1,039,233
|
Series 78, 1.40%,
3/20/2053
|
|
JPY
|
210,000,000
|
|
1,503,120
|
Series 45, 1.50%,
12/20/2044
|
|
JPY
|
65,950,000
|
|
495,564
|
Series 46, 1.50%,
3/20/2045
|
|
JPY
|
69,650,000
|
|
523,106
|
Series 47, 1.60%,
6/20/2045
|
|
JPY
|
102,850,000
|
|
786,224
|
Series 11, 1.70%,
6/20/2033
|
|
JPY
|
46,550,000
|
|
361,975
|
Series 41, 1.70%,
12/20/2043
|
|
JPY
|
104,850,000
|
|
815,173
|
Series 42, 1.70%,
3/20/2044
|
|
JPY
|
50,750,000
|
|
394,659
|
Series 43, 1.70%,
6/20/2044
|
|
JPY
|
100,550,000
|
|
782,117
|
Series 44, 1.70%,
9/20/2044
|
|
JPY
|
67,000,000
|
|
520,995
|
Series 38, 1.80%,
3/20/2043
|
|
JPY
|
64,000,000
|
|
505,881
|
Series 40, 1.80%,
9/20/2043
|
|
JPY
|
70,000,000
|
|
553,287
|
Series 37, 1.90%,
9/20/2042
|
|
JPY
|
87,300,000
|
|
701,124
|
See accompanying notes to financial statements.
42
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 39, 1.90%,
6/20/2043
|
|
JPY
|
63,500,000
|
|
$
509,986 |
Series 13, 2.00%,
12/20/2033
|
|
JPY
|
87,900,000
|
|
703,346
|
Series 33, 2.00%,
9/20/2040
|
|
JPY
|
110,200,000
|
|
896,147
|
Series 35, 2.00%,
9/20/2041
|
|
JPY
|
118,250,000
|
|
963,214
|
Series 36, 2.00%,
3/20/2042
|
|
JPY
|
171,750,000
|
|
1,400,546
|
Series 34, 2.20%,
3/20/2041
|
|
JPY
|
92,400,000
|
|
772,987
|
Series 21, 2.30%,
12/20/2035
|
|
JPY
|
39,000,000
|
|
325,063
|
Series 25, 2.30%,
12/20/2036
|
|
JPY
|
43,400,000
|
|
363,460
|
Series 30, 2.30%,
3/20/2039
|
|
JPY
|
99,350,000
|
|
838,538
|
Series 32, 2.30%,
3/20/2040
|
|
JPY
|
63,650,000
|
|
538,705
|
Series 26, 2.40%,
3/20/2037
|
|
JPY
|
69,300,000
|
|
587,244
|
Series 29, 2.40%,
9/20/2038
|
|
JPY
|
50,000,000
|
|
426,568
|
Series 16, 2.50%,
9/20/2034
|
|
JPY
|
20,000,000
|
|
168,138
|
Series 20, 2.50%,
9/20/2035
|
|
JPY
|
30,000,000
|
|
254,471
|
Series 22, 2.50%,
3/20/2036
|
|
JPY
|
41,750,000
|
|
355,479
|
Series 24, 2.50%,
9/20/2036
|
|
JPY
|
30,000,000
|
|
256,163
|
Series 27, 2.50%,
9/20/2037
|
|
JPY
|
67,550,000
|
|
580,322
|
Series 77, COR, 1.60%,
12/20/2052
|
|
JPY
|
140,000,000
|
|
1,050,927
|
Japan
Government Twenty Year Bonds: |
|
|
|
|
|
Series 157, 0.20%,
6/20/2036
|
|
JPY
|
124,650,000
|
|
816,531
|
Series 169, 0.30%,
6/20/2039
|
|
JPY
|
75,000,000
|
|
478,535
|
Series 170, 0.30%,
9/20/2039
|
|
JPY
|
47,750,000
|
|
303,531
|
Series 171, 0.30%,
12/20/2039
|
|
JPY
|
65,400,000
|
|
414,337
|
Series 156, 0.40%,
3/20/2036
|
|
JPY
|
113,900,000
|
|
767,815
|
Series 168, 0.40%,
3/20/2039
|
|
JPY
|
181,000,000
|
|
1,177,806
|
Series 172, 0.40%,
3/20/2040
|
|
JPY
|
169,150,000
|
|
1,085,961
|
Series 173, 0.40%,
6/20/2040
|
|
JPY
|
258,850,000
|
|
1,656,991
|
Series 174, 0.40%,
9/20/2040
|
|
JPY
|
133,000,000
|
|
848,095
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 177, 0.40%,
6/20/2041
|
|
JPY
|
226,400,000
|
|
$
1,430,736 |
Series 158, 0.50%,
9/20/2036
|
|
JPY
|
134,050,000
|
|
910,540
|
Series 164, 0.50%,
3/20/2038
|
|
JPY
|
139,800,000
|
|
935,224
|
Series 165, 0.50%,
6/20/2038
|
|
JPY
|
140,000,000
|
|
933,801
|
Series 167, 0.50%,
12/20/2038
|
|
JPY
|
101,000,000
|
|
669,590
|
Series 175, 0.50%,
12/20/2040
|
|
JPY
|
216,600,000
|
|
1,400,351
|
Series 176, 0.50%,
3/20/2041
|
|
JPY
|
60,000,000
|
|
386,755
|
Series 178, 0.50%,
9/20/2041
|
|
JPY
|
95,000,000
|
|
609,286
|
Series 179, 0.50%,
12/20/2041
|
|
JPY
|
95,000,000
|
|
607,491
|
Series 159, 0.60%,
12/20/2036
|
|
JPY
|
90,050,000
|
|
618,117
|
Series 161, 0.60%,
6/20/2037
|
|
JPY
|
76,150,000
|
|
520,434
|
Series 162, 0.60%,
9/20/2037
|
|
JPY
|
105,850,000
|
|
721,957
|
Series 163, 0.60%,
12/20/2037
|
|
JPY
|
96,000,000
|
|
653,173
|
Series 160, 0.70%,
3/20/2037
|
|
JPY
|
101,450,000
|
|
704,033
|
Series 166, 0.70%,
9/20/2038
|
|
JPY
|
95,000,000
|
|
650,675
|
Series 180, 0.80%,
3/20/2042
|
|
JPY
|
235,000,000
|
|
1,582,915
|
Series 181, 0.90%,
6/20/2042
|
|
JPY
|
233,250,000
|
|
1,595,738
|
Series 155, 1.00%,
12/20/2035
|
|
JPY
|
159,900,000
|
|
1,159,785
|
Series 182, 1.10%,
9/20/2042
|
|
JPY
|
180,000,000
|
|
1,272,447
|
Series 184, 1.10%,
3/20/2043
|
|
JPY
|
265,000,000
|
|
1,870,484
|
Series 151, 1.20%,
12/20/2034
|
|
JPY
|
155,000,000
|
|
1,151,430
|
Series 152, 1.20%,
3/20/2035
|
|
JPY
|
145,000,000
|
|
1,076,392
|
Series 154, 1.20%,
9/20/2035
|
|
JPY
|
104,950,000
|
|
779,259
|
Series 153, 1.30%,
6/20/2035
|
|
JPY
|
110,000,000
|
|
825,318
|
Series 150, 1.40%,
9/20/2034
|
|
JPY
|
362,150,000
|
|
2,745,409
|
Series 144, 1.50%,
3/20/2033
|
|
JPY
|
86,200,000
|
|
658,766
|
Series 148, 1.50%,
3/20/2034
|
|
JPY
|
157,950,000
|
|
1,208,467
|
Series 149, 1.50%,
6/20/2034
|
|
JPY
|
100,000,000
|
|
765,379
|
See accompanying notes to financial statements.
43
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 136, 1.60%,
3/20/2032
|
|
JPY
|
110,600,000
|
|
$
849,225 |
Series 143, 1.60%,
3/20/2033
|
|
JPY
|
29,850,000
|
|
230,056
|
Series 147, 1.60%,
12/20/2033
|
|
JPY
|
176,000,000
|
|
1,358,464
|
Series 140, 1.70%,
9/20/2032
|
|
JPY
|
84,000,000
|
|
652,083
|
Series 141, 1.70%,
12/20/2032
|
|
JPY
|
100,000,000
|
|
777,009
|
Series 145, 1.70%,
6/20/2033
|
|
JPY
|
166,400,000
|
|
1,293,806
|
Series 146, 1.70%,
9/20/2033
|
|
JPY
|
177,650,000
|
|
1,382,667
|
Series 122, 1.80%,
9/20/2030
|
|
JPY
|
95,050,000
|
|
732,615
|
Series 130, 1.80%,
9/20/2031
|
|
JPY
|
152,100,000
|
|
1,180,968
|
Series 133, 1.80%,
12/20/2031
|
|
JPY
|
86,550,000
|
|
673,735
|
Series 142, 1.80%,
12/20/2032
|
|
JPY
|
33,450,000
|
|
262,029
|
Series 108, 1.90%,
12/20/2028
|
|
JPY
|
51,350,000
|
|
390,162
|
Series 109, 1.90%,
3/20/2029
|
|
JPY
|
54,300,000
|
|
413,996
|
Series 121, 1.90%,
9/20/2030
|
|
JPY
|
74,600,000
|
|
578,663
|
Series 73, 2.00%,
12/20/2024
|
|
JPY
|
35,000,000
|
|
249,619
|
Series 77, 2.00%,
3/20/2025
|
|
JPY
|
34,000,000
|
|
243,623
|
Series 93, 2.00%,
3/20/2027
|
|
JPY
|
30,000,000
|
|
223,231
|
Series 72, 2.10%,
9/20/2024
|
|
JPY
|
70,000,000
|
|
497,364
|
Series 82, 2.10%,
9/20/2025
|
|
JPY
|
45,000,000
|
|
326,390
|
Series 92, 2.10%,
12/20/2026
|
|
JPY
|
83,800,000
|
|
622,915
|
Series 94, 2.10%,
3/20/2027
|
|
JPY
|
99,000,000
|
|
739,204
|
Series 96, 2.10%,
6/20/2027
|
|
JPY
|
43,000,000
|
|
322,505
|
Series 99, 2.10%,
12/20/2027
|
|
JPY
|
90,000,000
|
|
680,154
|
Series 105, 2.10%,
9/20/2028
|
|
JPY
|
78,200,000
|
|
597,715
|
Series 107, 2.10%,
12/20/2028
|
|
JPY
|
50,000,000
|
|
383,665
|
Series 113, 2.10%,
9/20/2029
|
|
JPY
|
120,250,000
|
|
933,072
|
Series 117, 2.10%,
3/20/2030
|
|
JPY
|
156,450,000
|
|
1,222,331
|
Series 90, 2.20%,
9/20/2026
|
|
JPY
|
78,550,000
|
|
582,836
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 97, 2.20%,
9/20/2027
|
|
JPY
|
136,800,000
|
|
$
1,034,156 |
Series 100, 2.20%,
3/20/2028
|
|
JPY
|
83,000,000
|
|
632,106
|
Series 106, 2.20%,
9/20/2028
|
|
JPY
|
50,000,000
|
|
383,966
|
Series 115, 2.20%,
12/20/2029
|
|
JPY
|
75,000,000
|
|
587,225
|
Series 125, 2.20%,
3/20/2031
|
|
JPY
|
53,650,000
|
|
426,201
|
Series 95, 2.30%,
6/20/2027
|
|
JPY
|
70,000,000
|
|
528,849
|
Series 102, 2.40%,
6/20/2028
|
|
JPY
|
105,800,000
|
|
816,556
|
Series 183, COR, 1.40%,
12/20/2042
|
|
JPY
|
151,900,000
|
|
1,126,993
|
Japan
Government Two Year Bonds: |
|
|
|
|
|
Series 438, 0.01%,
7/1/2024
|
|
JPY
|
70,000,000
|
|
484,956
|
Series 439, 0.01%,
8/1/2024
|
|
JPY
|
150,000,000
|
|
1,039,285
|
Series 440, 0.01%,
9/1/2024
|
|
JPY
|
212,000,000
|
|
1,469,002
|
Series 441, 0.01%,
10/1/2024
|
|
JPY
|
129,500,000
|
|
897,410
|
Series 442, 0.01%,
11/1/2024
|
|
JPY
|
223,000,000
|
|
1,545,579
|
Series 443, 0.01%,
12/1/2024
|
|
JPY
|
210,000,000
|
|
1,455,347
|
Series 444, 0.01%,
1/1/2025
|
|
JPY
|
157,000,000
|
|
1,087,991
|
Series 445, 0.01%,
2/1/2025
|
|
JPY
|
173,000,000
|
|
1,198,785
|
|
|
|
|
|
225,827,898
|
LATVIA
— 0.1% |
|
|
|
Latvia
Government International Bonds: |
|
|
|
|
|
0.38%,
10/7/2026
|
|
EUR
|
200,000
|
|
195,634
|
Series GMTN, 1.38%,
9/23/2025
|
|
EUR
|
100,000
|
|
103,050
|
1.38%,
5/16/2036
|
|
EUR
|
350,000
|
|
281,771
|
Series 7, 2.25%,
2/15/2047
|
|
EUR
|
100,000
|
|
81,929
|
|
|
|
|
|
662,384
|
LITHUANIA
— 0.1% |
|
|
|
Lithuania
Government International Bonds: |
|
|
|
|
|
Series EMTN, 0.75%,
5/6/2030
|
|
EUR
|
250,000
|
|
223,599
|
Series EMTN, 0.95%,
5/26/2027
|
|
EUR
|
70,000
|
|
68,955
|
Series EMTN, 1.25%,
10/22/2025
|
|
EUR
|
150,000
|
|
153,735
|
Series EMTN, 2.10%,
5/26/2047
|
|
EUR
|
255,000
|
|
210,818
|
See accompanying notes to financial statements.
44
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series EMTN, 2.13%,
10/29/2026
|
|
EUR
|
100,000
|
|
$
103,685 |
Series EMTN, 2.13%,
10/22/2035
|
|
EUR
|
272,000
|
|
248,961
|
|
|
|
|
|
1,009,753
|
LUXEMBOURG
— 0.1% |
|
|
|
Luxembourg
Government Bonds: |
|
|
|
|
|
0.01%,
11/13/2026
|
|
EUR
|
154,000
|
|
150,503
|
0.63%,
2/1/2027
|
|
EUR
|
488,000
|
|
484,482
|
2.25%,
3/19/2028
|
|
EUR
|
80,000
|
|
83,891
|
|
|
|
|
|
718,876
|
MALAYSIA
— 2.2% |
|
|
|
Malaysia
Government Bonds: |
|
|
|
|
|
Series 0220, 2.63%,
4/15/2031
|
|
MYR
|
1,750,000
|
|
343,588
|
Series 0122, 3.58%,
7/15/2032
|
|
MYR
|
3,400,000
|
|
712,838
|
Series 0513, 3.73%,
6/15/2028
|
|
MYR
|
5,050,000
|
|
1,086,222
|
Series 0519, 3.76%,
5/22/2040
|
|
MYR
|
1,650,000
|
|
336,133
|
Series 0413, 3.84%,
4/15/2033
|
|
MYR
|
3,875,000
|
|
824,687
|
Series 0219, 3.89%,
8/15/2029
|
|
MYR
|
4,250,000
|
|
914,939
|
Series 0316, 3.90%,
11/30/2026
|
|
MYR
|
2,000,000
|
|
433,111
|
Series 0417, 3.90%,
11/16/2027
|
|
MYR
|
2,820,000
|
|
610,085
|
Series 0115, 3.96%,
9/15/2025
|
|
MYR
|
2,550,000
|
|
551,341
|
Series 0217, 4.06%,
9/30/2024
|
|
MYR
|
1,725,000
|
|
372,029
|
Series 0120, 4.07%,
6/15/2050
|
|
MYR
|
5,425,000
|
|
1,131,327
|
Series 0114, 4.18%,
7/15/2024
|
|
MYR
|
1,295,000
|
|
279,409
|
Series 0411, 4.23%,
6/30/2031
|
|
MYR
|
1,720,000
|
|
377,336
|
Series 0415, 4.25%,
5/31/2035
|
|
MYR
|
1,350,000
|
|
293,622
|
Series 0311, 4.39%,
4/15/2026
|
|
MYR
|
2,300,000
|
|
504,506
|
Series 0322, 4.50%,
4/30/2029
|
|
MYR
|
4,375,000
|
|
973,039
|
Series 0222, 4.70%,
10/15/2042
|
|
MYR
|
3,250,000
|
|
749,272
|
Series 0216, 4.74%,
3/15/2046
|
|
MYR
|
2,670,000
|
|
615,160
|
Series 0317, 4.76%,
4/7/2037
|
|
MYR
|
3,870,000
|
|
884,603
|
Series 0713, 4.94%,
9/30/2043
|
|
MYR
|
1,910,000
|
|
452,623
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Malaysia
Government Investment Issue: |
|
|
|
|
|
Series 0220, 3.47%,
10/15/2030
|
|
MYR
|
2,860,000
|
|
$
598,024 |
Series 0123, 3.60%,
7/31/2028
|
|
MYR
|
3,035,000
|
|
647,214
|
Series 0419, 3.66%,
10/15/2024
|
|
MYR
|
3,115,000
|
|
668,713
|
Series 0319, 3.73%,
3/31/2026
|
|
MYR
|
2,325,000
|
|
500,145
|
Series 0113, 3.87%,
8/8/2028
|
|
MYR
|
1,250,000
|
|
269,770
|
Series 0415, 3.99%,
10/15/2025
|
|
MYR
|
1,250,000
|
|
270,623
|
Series 0217, 4.05%,
8/15/2024
|
|
MYR
|
1,850,000
|
|
399,004
|
Series 0316, 4.07%,
9/30/2026
|
|
MYR
|
1,300,000
|
|
283,079
|
Series 0619, 4.12%,
11/30/2034
|
|
MYR
|
1,500,000
|
|
324,958
|
Series 0122, 4.19%,
10/7/2032
|
|
MYR
|
2,150,000
|
|
471,744
|
Series 0315, 4.25%,
9/30/2030
|
|
MYR
|
1,000,000
|
|
220,105
|
Series 0117, 4.26%,
7/26/2027
|
|
MYR
|
4,220,000
|
|
925,213
|
Series 0219, 4.47%,
9/15/2039
|
|
MYR
|
2,950,000
|
|
654,844
|
Series 0513, 4.58%,
8/30/2033
|
|
MYR
|
2,978,000
|
|
674,502
|
Series 0617, 4.72%,
6/15/2033
|
|
MYR
|
1,600,000
|
|
365,691
|
Series 0517, 4.76%,
8/4/2037
|
|
MYR
|
2,100,000
|
|
485,240
|
Series 0615, 4.79%,
10/31/2035
|
|
MYR
|
2,520,000
|
|
579,832
|
Series 0417, 4.90%,
5/8/2047
|
|
MYR
|
2,530,000
|
|
593,681
|
Series 0913, 4.94%,
12/6/2028
|
|
MYR
|
725,000
|
|
164,377
|
Series 0222, 5.36%,
5/15/2052
|
|
MYR
|
1,000,000
|
|
251,278
|
|
|
|
|
|
21,793,907
|
MEXICO
— 2.2% |
|
|
|
Mexico
Bonos: |
|
|
|
|
|
Series M, 5.00%,
3/6/2025
|
|
MXN
|
2,350,000
|
|
126,462
|
Series M, 5.50%,
3/4/2027
|
|
MXN
|
29,940,000
|
|
1,555,071
|
Series M, 5.75%,
3/5/2026
|
|
MXN
|
44,185,000
|
|
2,354,489
|
Series M 20, 7.50%,
6/3/2027
|
|
MXN
|
27,785,000
|
|
1,540,524
|
Series M, 7.50%,
5/26/2033
|
|
MXN
|
17,552,000
|
|
942,193
|
Series M, 7.75%,
5/29/2031
|
|
MXN
|
39,529,000
|
|
2,178,964
|
See accompanying notes to financial statements.
45
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series M, 7.75%,
11/23/2034
|
|
MXN
|
11,965,000
|
|
$
651,079 |
Series M, 7.75%,
11/13/2042
|
|
MXN
|
27,375,000
|
|
1,431,535
|
Series M, 8.00%,
9/5/2024
|
|
MXN
|
42,485,000
|
|
2,396,183
|
Series M, 8.00%,
11/7/2047
|
|
MXN
|
26,158,000
|
|
1,393,121
|
Series M, 8.00%,
7/31/2053
|
|
MXN
|
9,400,000
|
|
496,980
|
Series M 20, 8.50%,
5/31/2029
|
|
MXN
|
30,610,000
|
|
1,767,065
|
Series M 30, 8.50%,
11/18/2038
|
|
MXN
|
33,014,000
|
|
1,874,871
|
Series M 20, 10.00%,
12/5/2024
|
|
MXN
|
37,078,000
|
|
2,146,051
|
Series M 30, 10.00%,
11/20/2036
|
|
MXN
|
8,950,000
|
|
576,749
|
|
|
|
|
|
21,431,337
|
NETHERLANDS
— 3.4% |
|
|
|
Netherlands
Government Bonds: |
|
|
|
|
|
0.01%, 1/15/2026
(a)
|
|
EUR
|
1,315,000
|
|
1,328,331
|
0.01%, 1/15/2027
(a)
|
|
EUR
|
1,667,900
|
|
1,644,231
|
0.01%,
1/15/2029
|
|
EUR
|
1,479,000
|
|
1,386,841
|
0.01%, 7/15/2030
(a)
|
|
EUR
|
1,059,000
|
|
958,696
|
0.01%, 7/15/2031
(a)
|
|
EUR
|
1,208,000
|
|
1,065,529
|
0.01%, 1/15/2038
(a)
|
|
EUR
|
1,345,000
|
|
983,912
|
0.01%, 1/15/2052
(a)
|
|
EUR
|
1,046,000
|
|
554,206
|
0.25%, 7/15/2025
(a)
|
|
EUR
|
1,909,000
|
|
1,964,059
|
0.25%, 7/15/2029
(a)
|
|
EUR
|
1,337,000
|
|
1,260,668
|
0.50%, 7/15/2026
(a)
|
|
EUR
|
2,411,000
|
|
2,442,573
|
0.50%, 7/15/2032
(a)
|
|
EUR
|
1,561,000
|
|
1,406,986
|
0.50%, 1/15/2040
(a)
|
|
EUR
|
1,822,000
|
|
1,398,475
|
0.75%, 7/15/2027
(a)
|
|
EUR
|
1,654,000
|
|
1,662,456
|
0.75%, 7/15/2028
(a)
|
|
EUR
|
2,062,000
|
|
2,037,366
|
2.00%, 7/15/2024
(a)
|
|
EUR
|
1,395,000
|
|
1,499,457
|
2.00%, 1/15/2054
(a)
|
|
EUR
|
946,000
|
|
894,880
|
2.50%, 1/15/2033
(a)
|
|
EUR
|
1,672,000
|
|
1,794,685
|
2.50%, 7/15/2033
(a)
|
|
EUR
|
450,000
|
|
480,586
|
2.75%, 1/15/2047
(a)
|
|
EUR
|
2,083,000
|
|
2,311,510
|
3.75%, 1/15/2042
(a)
|
|
EUR
|
1,812,000
|
|
2,265,535
|
4.00%, 1/15/2037
(a)
|
|
EUR
|
2,210,000
|
|
2,737,556
|
5.50%, 1/15/2028
(a)
|
|
EUR
|
1,635,000
|
|
1,983,384
|
|
|
|
|
|
34,061,922
|
NEW
ZEALAND — 0.7% |
|
|
|
New
Zealand Government Bonds: |
|
|
|
|
|
Series 0526, 0.50%,
5/15/2026
|
|
NZD
|
775,000
|
|
420,496
|
Series 0531, 1.50%,
5/15/2031
|
|
NZD
|
1,162,000
|
|
568,274
|
Series 0541, 1.75%,
5/15/2041
|
|
NZD
|
1,111,000
|
|
430,636
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 0532, 2.00%,
5/15/2032
|
|
NZD
|
657,000
|
|
$
326,988 |
Series 0425, 2.75%,
4/15/2025
|
|
NZD
|
1,515,000
|
|
888,811
|
Series 0437, 2.75%,
4/15/2037
|
|
NZD
|
801,000
|
|
390,726
|
Series 0551, 2.75%,
5/15/2051
|
|
NZD
|
780,000
|
|
330,111
|
Series 0429, 3.00%,
4/20/2029
|
|
NZD
|
2,343,000
|
|
1,320,791
|
Series 0433, 3.50%,
4/14/2033
|
|
NZD
|
780,000
|
|
435,609
|
Series 0427, 4.50%,
4/15/2027
|
|
NZD
|
1,560,000
|
|
949,082
|
Series 0534, COR, 4.25%,
5/15/2034
|
|
NZD
|
900,000
|
|
531,563
|
|
|
|
|
|
6,593,087
|
NORWAY
— 0.4% |
|
|
|
Norway
Government Bonds: |
|
|
|
|
|
Series 483, 1.25%, 9/17/2031
(a)
|
|
NOK
|
3,275,000
|
|
253,323
|
Series 482, 1.38%, 8/19/2030
(a)
|
|
NOK
|
4,613,000
|
|
367,893
|
Series 478, 1.50%, 2/19/2026
(a)
|
|
NOK
|
5,163,000
|
|
451,731
|
Series 477, 1.75%, 3/13/2025
(a)
|
|
NOK
|
4,795,000
|
|
430,154
|
Series 479, 1.75%, 2/17/2027
(a)
|
|
NOK
|
4,655,000
|
|
403,095
|
Series 481, 1.75%, 9/6/2029
(a)
|
|
NOK
|
4,715,000
|
|
392,095
|
Series 480, 2.00%, 4/26/2028
(a)
|
|
NOK
|
4,734,000
|
|
406,764
|
Series 484, 2.13%, 5/18/2032
(a)
|
|
NOK
|
7,150,000
|
|
588,906
|
Series 485, 3.50%, 10/6/2042
(a)
|
|
NOK
|
3,325,000
|
|
316,986
|
|
|
|
|
|
3,610,947
|
PERU
— 0.4% |
|
|
|
Peru
Government Bonds: |
|
|
|
|
|
5.35%,
8/12/2040
|
|
PEN
|
800,000
|
|
183,351
|
5.40%,
8/12/2034
|
|
PEN
|
2,875,000
|
|
699,588
|
5.94%,
2/12/2029
|
|
PEN
|
1,505,000
|
|
406,857
|
6.15%,
8/12/2032
|
|
PEN
|
2,065,000
|
|
543,690
|
6.35%,
8/12/2028
|
|
PEN
|
2,125,000
|
|
594,589
|
6.90%,
8/12/2037
|
|
PEN
|
3,450,000
|
|
936,553
|
8.20%,
8/12/2026
|
|
PEN
|
1,650,000
|
|
482,882
|
|
|
|
|
|
3,847,510
|
POLAND
— 1.1% |
|
|
|
Republic
of Poland Government Bonds: |
|
|
|
|
|
Series 1026, 0.25%,
10/25/2026
|
|
PLN
|
2,875,000
|
|
593,773
|
See accompanying notes to financial statements.
46
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 0425, 0.75%,
4/25/2025
|
|
PLN
|
1,300,000
|
|
$
292,736 |
Series 1030, 1.25%,
10/25/2030
|
|
PLN
|
4,399,000
|
|
806,143
|
Series 0432, 1.75%,
4/25/2032
|
|
PLN
|
4,450,000
|
|
798,009
|
Series 1024, 2.25%,
10/25/2024
|
|
PLN
|
5,000,000
|
|
1,173,408
|
Series 0726, 2.50%,
7/25/2026
|
|
PLN
|
6,105,000
|
|
1,370,314
|
Series 0727, 2.50%,
7/25/2027
|
|
PLN
|
3,075,000
|
|
671,392
|
Series 0428, 2.75%,
4/25/2028
|
|
PLN
|
4,370,000
|
|
944,869
|
Series 1029, 2.75%,
10/25/2029
|
|
PLN
|
6,550,000
|
|
1,372,180
|
Series 0725, 3.25%,
7/25/2025
|
|
PLN
|
5,090,000
|
|
1,191,353
|
Series 5Y, 3.75%,
5/25/2027
|
|
PLN
|
4,925,000
|
|
1,131,927
|
Series 0447, 4.00%,
4/25/2047
|
|
PLN
|
115,000
|
|
21,854
|
Series 0429, 5.75%,
4/25/2029
|
|
PLN
|
885,000
|
|
219,260
|
Series 0728, 7.50%,
7/25/2028
|
|
PLN
|
1,550,000
|
|
411,826
|
|
|
|
|
|
10,999,044
|
PORTUGAL
— 1.6% |
|
|
|
Portugal
Obrigacoes do Tesouro OT: |
|
|
|
|
|
0.30%, 10/17/2031
(a)
|
|
EUR
|
978,000
|
|
853,876
|
0.48%, 10/18/2030
(a)
|
|
EUR
|
928,000
|
|
845,528
|
0.90%, 10/12/2035
(a)
|
|
EUR
|
813,000
|
|
665,709
|
1.00%, 4/12/2052
(a)
|
|
EUR
|
453,000
|
|
270,825
|
1.65%, 7/16/2032
(a)
|
|
EUR
|
690,000
|
|
665,415
|
1.95%, 6/15/2029
(a)
|
|
EUR
|
921,400
|
|
948,725
|
2.13%, 10/17/2028
(a)
|
|
EUR
|
1,336,000
|
|
1,397,486
|
Series 15Y, 2.25%, 4/18/2034
(a)
|
|
EUR
|
858,000
|
|
849,201
|
2.88%, 10/15/2025
(a)
|
|
EUR
|
1,532,000
|
|
1,664,894
|
2.88%, 7/21/2026
(a)
|
|
EUR
|
1,451,000
|
|
1,578,463
|
3.88%, 2/15/2030
(a)
|
|
EUR
|
1,125,000
|
|
1,290,561
|
4.10%, 4/15/2037
(a)
|
|
EUR
|
1,358,000
|
|
1,580,044
|
4.10%, 2/15/2045
(a)
|
|
EUR
|
695,000
|
|
823,576
|
4.13%, 4/14/2027
(a)
|
|
EUR
|
1,358,000
|
|
1,541,879
|
COR, 1.15%, 4/11/2042
(a)
|
|
EUR
|
161,000
|
|
119,432
|
COR, 3.50%, 6/18/2038
(a)
|
|
EUR
|
230,000
|
|
250,415
|
|
|
|
|
|
15,346,029
|
ROMANIA
— 0.5% |
|
|
|
Romania
Government Bonds: |
|
|
|
|
|
Series 7Y, 2.50%,
10/25/2027
|
|
RON
|
600,000
|
|
111,496
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 5Y, 3.25%,
6/24/2026
|
|
RON
|
1,755,000
|
|
$
352,167 |
Series 5Y, 3.65%,
7/28/2025
|
|
RON
|
1,475,000
|
|
307,228
|
Series 15Y, 3.65%,
9/24/2031
|
|
RON
|
1,600,000
|
|
283,777
|
Series 4YR, 3.70%,
11/25/2024
|
|
RON
|
1,025,000
|
|
217,433
|
Series 8Y, 4.15%,
1/26/2028
|
|
RON
|
3,050,000
|
|
603,167
|
Series 10YR, 4.15%,
10/24/2030
|
|
RON
|
2,000,000
|
|
372,636
|
Series 15Y, 4.75%,
10/11/2034
|
|
RON
|
900,000
|
|
165,455
|
Series 7Y, 4.85%,
4/22/2026
|
|
RON
|
1,600,000
|
|
336,776
|
Series 8Y, 4.85%,
7/25/2029
|
|
RON
|
950,000
|
|
189,087
|
Series 10Y, 5.00%,
2/12/2029
|
|
RON
|
4,330,000
|
|
874,364
|
Series 10Y, 6.70%,
2/25/2032
|
|
RON
|
2,250,000
|
|
490,949
|
Series 15Y, 7.90%,
2/24/2038
|
|
RON
|
500,000
|
|
122,172
|
8.25%,
9/29/2032
|
|
RON
|
2,775,000
|
|
667,717
|
|
|
|
|
|
5,094,424
|
SINGAPORE
— 1.1% |
|
|
|
Singapore
Government Bonds: |
|
|
|
|
|
0.50%,
11/1/2025
|
|
SGD
|
365,000
|
|
251,685
|
1.25%,
11/1/2026
|
|
SGD
|
330,000
|
|
228,039
|
1.88%,
3/1/2050
|
|
SGD
|
750,000
|
|
487,679
|
1.88%,
10/1/2051
|
|
SGD
|
470,000
|
|
310,366
|
2.13%,
6/1/2026
|
|
SGD
|
675,000
|
|
481,306
|
2.25%,
8/1/2036
|
|
SGD
|
1,467,000
|
|
997,801
|
2.38%,
6/1/2025
|
|
SGD
|
1,158,000
|
|
836,591
|
2.38%,
7/1/2039
|
|
SGD
|
615,000
|
|
431,075
|
2.63%,
5/1/2028
|
|
SGD
|
715,000
|
|
516,785
|
2.63%,
8/1/2032
|
|
SGD
|
850,000
|
|
606,064
|
2.75%,
4/1/2042
|
|
SGD
|
810,000
|
|
614,896
|
2.75%,
3/1/2046
|
|
SGD
|
985,000
|
|
752,933
|
2.88%,
9/1/2027
|
|
SGD
|
973,000
|
|
710,904
|
2.88%,
7/1/2029
|
|
SGD
|
1,040,000
|
|
758,089
|
2.88%,
9/1/2030
|
|
SGD
|
1,000,000
|
|
728,193
|
3.00%,
9/1/2024
|
|
SGD
|
1,025,000
|
|
750,412
|
3.38%,
9/1/2033
|
|
SGD
|
690,000
|
|
523,102
|
3.50%,
3/1/2027
|
|
SGD
|
730,000
|
|
543,825
|
|
|
|
|
|
10,529,745
|
SLOVAKIA
— 0.5% |
|
|
|
Slovakia
Government Bonds: |
|
|
|
|
|
Series 234, 1.00%,
6/12/2028
|
|
EUR
|
709,000
|
|
687,355
|
Series 237, 1.00%,
10/9/2030
|
|
EUR
|
375,000
|
|
342,266
|
See accompanying notes to financial statements.
47
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 239, 1.00%,
5/14/2032
|
|
EUR
|
150,000
|
|
$
131,427 |
Series 228, 1.38%,
1/21/2027
|
|
EUR
|
334,000
|
|
338,637
|
Series 229, 1.63%,
1/21/2031
|
|
EUR
|
964,000
|
|
916,847
|
Series 232, 1.88%,
3/9/2037
|
|
EUR
|
214,000
|
|
184,505
|
Series 233, 2.00%,
10/17/2047
|
|
EUR
|
380,000
|
|
293,519
|
Series 235, 2.25%,
6/12/2068
|
|
EUR
|
71,000
|
|
54,162
|
Series 223, 3.38%,
11/15/2024
|
|
EUR
|
495,000
|
|
539,267
|
Series 227, 3.63%,
1/16/2029
|
|
EUR
|
584,000
|
|
645,446
|
4.00%,
10/19/2032
|
|
EUR
|
925,000
|
|
1,033,214
|
Series 216, 4.35%,
10/14/2025
|
|
EUR
|
230,000
|
|
254,555
|
|
|
|
|
|
5,421,200
|
SLOVENIA
— 0.3% |
|
|
|
Slovenia
Government Bonds: |
|
|
|
|
|
Series RS80, 1.00%,
3/6/2028
|
|
EUR
|
297,000
|
|
291,233
|
Series RS81, 1.19%,
3/14/2029
|
|
EUR
|
270,000
|
|
261,643
|
Series RS79, 1.25%,
3/22/2027
|
|
EUR
|
362,000
|
|
365,728
|
Series RS74, 1.50%,
3/25/2035
|
|
EUR
|
225,000
|
|
197,050
|
Series RS78, 1.75%,
11/3/2040
|
|
EUR
|
285,000
|
|
235,369
|
Series RS75, 2.13%,
7/28/2025
|
|
EUR
|
201,000
|
|
215,460
|
Series RS77, 2.25%,
3/3/2032
|
|
EUR
|
564,000
|
|
568,035
|
Series RS76, 3.13%,
8/7/2045
|
|
EUR
|
498,000
|
|
504,265
|
Series RS66, 4.63%,
9/9/2024
|
|
EUR
|
210,000
|
|
233,963
|
Series RS70, 5.13%,
3/30/2026
|
|
EUR
|
375,000
|
|
428,132
|
COR, 1.18%,
2/13/2062
|
|
EUR
|
200,000
|
|
120,891
|
|
|
|
|
|
3,421,769
|
SOUTH
KOREA — 4.5% |
|
|
|
Korea
Treasury Bonds: |
|
|
|
|
|
Series 3006, 1.38%,
6/10/2030
|
|
KRW
|
1,610,000,000
|
|
1,047,229
|
Series 2503, 1.50%,
3/10/2025
|
|
KRW
|
1,890,000,000
|
|
1,381,686
|
Series 2612, 1.50%,
12/10/2026
|
|
KRW
|
1,139,150,000
|
|
803,852
|
Series 3609, 1.50%,
9/10/2036
|
|
KRW
|
685,690,000
|
|
401,208
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 4009, 1.50%,
9/10/2040
|
|
KRW
|
550,000,000
|
|
$
300,462 |
Series 5003, 1.50%,
3/10/2050
|
|
KRW
|
3,050,000,000
|
|
1,449,282
|
Series 7009, 1.63%,
9/10/2070
|
|
KRW
|
750,000,000
|
|
304,903
|
Series 2412, 1.88%,
12/10/2024
|
|
KRW
|
1,315,000,000
|
|
972,885
|
Series 2606, 1.88%,
6/10/2026
|
|
KRW
|
866,000,000
|
|
624,192
|
Series 5103, 1.88%,
3/10/2051
|
|
KRW
|
5,355,000,000
|
|
2,773,909
|
Series 3106, 2.00%,
6/10/2031
|
|
KRW
|
3,920,000,000
|
|
2,622,782
|
Series 4603, 2.00%,
3/10/2046
|
|
KRW
|
975,000,000
|
|
545,687
|
Series 4903, 2.00%,
3/10/2049
|
|
KRW
|
4,214,000,000
|
|
2,291,947
|
Series 2706, 2.13%,
6/10/2027
|
|
KRW
|
2,219,870,000
|
|
1,588,653
|
Series 4703, 2.13%,
3/10/2047
|
|
KRW
|
1,770,330,000
|
|
1,007,422
|
Series 2506, 2.25%,
6/10/2025
|
|
KRW
|
2,299,940,000
|
|
1,697,157
|
Series 2512, 2.25%,
12/10/2025
|
|
KRW
|
921,000,000
|
|
675,296
|
Series 3709, 2.25%,
9/10/2037
|
|
KRW
|
500,000,000
|
|
318,605
|
Series 2703, 2.38%,
3/10/2027
|
|
KRW
|
2,110,000,000
|
|
1,529,013
|
Series 5203, 2.50%,
3/10/2052
|
|
KRW
|
1,435,000,000
|
|
855,736
|
Series 3509, 2.63%,
9/10/2035
|
|
KRW
|
939,210,000
|
|
637,170
|
Series 4803, 2.63%,
3/10/2048
|
|
KRW
|
590,000,000
|
|
368,806
|
Series 4412, 2.75%,
12/10/2044
|
|
KRW
|
1,248,000,000
|
|
811,692
|
Series 2409, 3.00%,
9/10/2024
|
|
KRW
|
1,644,000,000
|
|
1,238,667
|
Series 4212, 3.00%,
12/10/2042
|
|
KRW
|
1,921,780,000
|
|
1,313,084
|
Series 2506, 3.13%,
6/10/2025
|
|
KRW
|
2,152,000,000
|
|
1,614,445
|
Series 5209, 3.13%,
9/10/2052
|
|
KRW
|
1,000,000,000
|
|
678,780
|
Series 2803, 3.25%,
3/10/2028
|
|
KRW
|
500,000,000
|
|
372,190
|
Series 4209, 3.25%,
9/10/2042
|
|
KRW
|
2,000,000,000
|
|
1,419,374
|
Series 2503, 3.38%,
3/10/2025
|
|
KRW
|
557,000,000
|
|
420,043
|
Series 3206, 3.38%,
6/10/2032
|
|
KRW
|
2,079,000,000
|
|
1,536,462
|
Series 3312, 3.75%,
12/10/2033
|
|
KRW
|
1,936,250,000
|
|
1,473,332
|
See accompanying notes to financial statements.
48
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 3112, 4.00%,
12/10/2031
|
|
KRW
|
1,622,640,000
|
|
$
1,255,334 |
Series 2412, 4.25%,
12/10/2024
|
|
KRW
|
235,000,000
|
|
179,735
|
Series 2512, 4.25%,
12/10/2025
|
|
KRW
|
1,038,000,000
|
|
797,423
|
Series 3212, 4.25%,
12/10/2032
|
|
KRW
|
750,000,000
|
|
593,024
|
Series 3012, 4.75%,
12/10/2030
|
|
KRW
|
3,095,050,000
|
|
2,502,931
|
Series 2803, 5.50%,
3/10/2028
|
|
KRW
|
4,937,000,000
|
|
4,034,387
|
|
|
|
|
|
44,438,785
|
SPAIN
— 4.6% |
|
|
|
Spain
Government Bonds: |
|
|
|
|
|
0.01%, 1/31/2025
(a)
|
|
EUR
|
816,000
|
|
842,962
|
0.01%, 5/31/2025
(a)
|
|
EUR
|
892,000
|
|
911,148
|
0.01%, 1/31/2027
(a)
|
|
EUR
|
702,000
|
|
681,474
|
0.01%, 1/31/2028
(a)
|
|
EUR
|
295,000
|
|
277,868
|
0.10%, 4/30/2031
(a)
|
|
EUR
|
1,420,000
|
|
1,214,229
|
Series 5YR, 0.25%, 7/30/2024
(a)
|
|
EUR
|
641,000
|
|
674,274
|
0.50%, 4/30/2030
(a)
|
|
EUR
|
788,000
|
|
717,470
|
0.50%, 10/31/2031
(a)
|
|
EUR
|
1,358,000
|
|
1,183,832
|
0.60%, 10/31/2029
(a)
|
|
EUR
|
1,130,000
|
|
1,050,145
|
0.70%, 4/30/2032
(a)
|
|
EUR
|
1,691,000
|
|
1,481,163
|
0.80%, 7/30/2029
(a)
|
|
EUR
|
29,000
|
|
27,404
|
1.00%, 7/30/2042
(a)
|
|
EUR
|
247,000
|
|
169,338
|
1.00%, 10/31/2050
(a)
|
|
EUR
|
1,272,000
|
|
740,310
|
1.20%, 10/31/2040
(a)
|
|
EUR
|
650,000
|
|
482,846
|
1.25%, 10/31/2030
(a)
|
|
EUR
|
1,150,000
|
|
1,092,043
|
1.30%, 10/31/2026
(a)
|
|
EUR
|
1,700,000
|
|
1,739,683
|
1.40%, 4/30/2028
(a)
|
|
EUR
|
1,523,000
|
|
1,526,971
|
1.40%, 7/30/2028
(a)
|
|
EUR
|
1,333,000
|
|
1,331,086
|
1.45%, 10/31/2027
(a)
|
|
EUR
|
1,033,000
|
|
1,045,352
|
1.45%, 4/30/2029
(a)
|
|
EUR
|
865,000
|
|
856,088
|
1.50%, 4/30/2027
(a)
|
|
EUR
|
1,554,000
|
|
1,588,502
|
1.60%, 4/30/2025
(a)
|
|
EUR
|
824,000
|
|
869,695
|
1.85%, 7/30/2035
(a)
|
|
EUR
|
850,000
|
|
777,318
|
1.90%, 10/31/2052
(a)
|
|
EUR
|
300,000
|
|
216,207
|
1.95%, 4/30/2026
(a)
|
|
EUR
|
1,326,000
|
|
1,392,561
|
1.95%, 7/30/2030
(a)
|
|
EUR
|
1,171,000
|
|
1,174,028
|
2.15%, 10/31/2025
(a)
|
|
EUR
|
1,201,000
|
|
1,275,618
|
2.35%, 7/30/2033
(a)
|
|
EUR
|
477,000
|
|
474,143
|
2.55%, 10/31/2032
(a)
|
|
EUR
|
598,000
|
|
611,180
|
Series 30Y, 2.70%, 10/31/2048
(a)
|
|
EUR
|
765,000
|
|
686,388
|
2.75%, 10/31/2024
(a)
|
|
EUR
|
933,000
|
|
1,008,337
|
2.90%, 10/31/2046
(a)
|
|
EUR
|
1,206,000
|
|
1,137,026
|
3.45%, 7/30/2066
(a)
|
|
EUR
|
897,000
|
|
885,951
|
4.20%, 1/31/2037
(a)
|
|
EUR
|
1,213,000
|
|
1,408,660
|
4.65%, 7/30/2025
(a)
|
|
EUR
|
1,052,000
|
|
1,175,232
|
4.70%, 7/30/2041
(a)
|
|
EUR
|
1,060,000
|
|
1,303,712
|
4.90%, 7/30/2040
(a)
|
|
EUR
|
952,000
|
|
1,194,157
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
5.15%, 10/31/2028
(a)
|
|
EUR
|
1,016,000
|
|
$
1,209,880 |
5.15%, 10/31/2044
(a)
|
|
EUR
|
838,000
|
|
1,094,148
|
5.75%,
7/30/2032
|
|
EUR
|
1,280,000
|
|
1,661,896
|
5.90%, 7/30/2026
(a)
|
|
EUR
|
1,478,000
|
|
1,730,385
|
6.00%,
1/31/2029
|
|
EUR
|
1,568,000
|
|
1,948,019
|
COR, 2.80%, 5/31/2026
(a)
|
|
EUR
|
525,000
|
|
563,319
|
COR, 3.15%, 4/30/2033
(a)
|
|
EUR
|
1,300,000
|
|
1,389,708
|
COR, 3.45%, 7/30/2043
(a)
|
|
EUR
|
500,000
|
|
517,153
|
|
|
|
|
|
45,338,909
|
SWEDEN
— 0.5% |
|
|
|
Sweden
Government Bonds: |
|
|
|
|
|
Series 1062, 0.13%,
5/12/2031
|
|
SEK
|
5,315,000
|
|
405,716
|
Series 1063, 0.50%,
11/24/2045
|
|
SEK
|
2,075,000
|
|
123,763
|
Series 1060, 0.75%,
5/12/2028
|
|
SEK
|
7,285,000
|
|
612,391
|
Series 1061, 0.75%,
11/12/2029
|
|
SEK
|
6,800,000
|
|
559,233
|
Series 1059, 1.00%,
11/12/2026
|
|
SEK
|
6,620,000
|
|
572,867
|
Series 1064, 1.38%,
6/23/2071
|
|
SEK
|
1,455,000
|
|
80,584
|
Series 1065, 1.75%,
11/11/2033
|
|
SEK
|
875,000
|
|
75,371
|
Series 1056, 2.25%,
6/1/2032
|
|
SEK
|
8,815,000
|
|
796,323
|
Series 1058, 2.50%,
5/12/2025
|
|
SEK
|
8,280,000
|
|
753,474
|
Series 1053, 3.50%,
3/30/2039
|
|
SEK
|
4,490,000
|
|
461,151
|
Sweden Government International Bonds Series REGS, 0.13%,
9/9/2030
|
|
SEK
|
2,000,000
|
|
155,481
|
|
|
|
|
|
4,596,354
|
SWITZERLAND
— 0.9% |
|
|
|
Swiss
Confederation Government Bonds: |
|
|
|
|
|
0.01%,
6/22/2029
|
|
CHF
|
327,000
|
|
344,444
|
0.01%,
6/26/2034
|
|
CHF
|
200,000
|
|
201,105
|
0.01%,
7/24/2039
|
|
CHF
|
220,000
|
|
209,787
|
0.25%,
6/23/2035
|
|
CHF
|
224,000
|
|
230,397
|
0.50%,
5/27/2030
|
|
CHF
|
418,000
|
|
452,644
|
0.50%,
6/27/2032
|
|
CHF
|
170,000
|
|
182,438
|
0.50%,
6/28/2045
|
|
CHF
|
445,000
|
|
452,524
|
0.50%,
5/24/2055
|
|
CHF
|
130,000
|
|
129,493
|
0.50%,
5/30/2058
|
|
CHF
|
184,000
|
|
183,443
|
1.25%,
5/28/2026
|
|
CHF
|
475,000
|
|
532,420
|
1.25%,
6/27/2037
|
|
CHF
|
340,000
|
|
392,704
|
1.50%,
10/26/2038
|
|
CHF
|
310,000
|
|
371,166
|
See accompanying notes to financial statements.
49
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
1.50%,
4/30/2042
|
|
CHF
|
385,000
|
|
$
470,438 |
2.00%,
6/25/2064
|
|
CHF
|
554,000
|
|
884,042
|
2.25%,
6/22/2031
|
|
CHF
|
573,000
|
|
702,541
|
2.50%,
3/8/2036
|
|
CHF
|
495,000
|
|
654,050
|
3.25%,
6/27/2027
|
|
CHF
|
270,000
|
|
327,189
|
3.50%,
4/8/2033
|
|
CHF
|
449,000
|
|
619,809
|
4.00%,
4/8/2028
|
|
CHF
|
620,000
|
|
788,721
|
4.00%,
1/6/2049
|
|
CHF
|
275,000
|
|
522,631
|
|
|
|
|
|
8,651,986
|
THAILAND
— 1.9% |
|
|
|
Thailand
Government Bonds: |
|
|
|
|
|
0.75%,
9/17/2024
|
|
THB
|
6,000,000
|
|
166,447
|
0.95%,
6/17/2025
|
|
THB
|
14,550,000
|
|
401,001
|
Series LB, 1.00%,
6/17/2027
|
|
THB
|
27,850,000
|
|
747,382
|
1.45%,
12/17/2024
|
|
THB
|
28,550,000
|
|
797,162
|
1.59%,
12/17/2035
|
|
THB
|
19,500,000
|
|
481,985
|
1.88%,
6/17/2049
|
|
THB
|
4,500,000
|
|
96,287
|
2.00%,
12/17/2031
|
|
THB
|
19,500,000
|
|
530,766
|
2.00%,
6/17/2042
|
|
THB
|
31,600,000
|
|
760,098
|
2.13%,
12/17/2026
|
|
THB
|
37,825,000
|
|
1,062,925
|
2.35%,
6/17/2026
|
|
THB
|
31,350,000
|
|
887,883
|
2.65%,
6/17/2028
|
|
THB
|
38,325,000
|
|
1,096,200
|
2.88%,
6/17/2046
|
|
THB
|
25,850,000
|
|
688,486
|
3.30%,
6/17/2038
|
|
THB
|
39,300,000
|
|
1,161,225
|
3.35%,
6/17/2033
|
|
THB
|
18,600,000
|
|
558,122
|
3.39%,
6/17/2037
|
|
THB
|
15,000,000
|
|
447,889
|
3.40%,
6/17/2036
|
|
THB
|
17,710,000
|
|
530,461
|
3.58%,
12/17/2027
|
|
THB
|
16,000,000
|
|
476,793
|
3.60%,
6/17/2067
|
|
THB
|
16,750,000
|
|
464,735
|
3.78%,
6/25/2032
|
|
THB
|
37,250,000
|
|
1,159,011
|
3.85%,
12/12/2025
|
|
THB
|
35,350,000
|
|
1,036,219
|
4.00%,
6/17/2066
|
|
THB
|
16,920,000
|
|
510,596
|
4.26%,
12/12/2037
|
|
THB
|
56,550,000
|
|
1,811,543
|
4.68%,
6/29/2044
|
|
THB
|
18,340,000
|
|
639,524
|
4.75%,
12/20/2024
|
|
THB
|
5,000,000
|
|
146,201
|
4.85%,
6/17/2061
|
|
THB
|
19,010,000
|
|
667,120
|
4.88%,
6/22/2029
|
|
THB
|
41,255,000
|
|
1,322,131
|
|
|
|
|
|
18,648,192
|
UNITED
KINGDOM — 4.9% |
|
|
|
U.K.
Gilts: |
|
|
|
|
|
0.13%,
1/30/2026
|
|
GBP
|
613,000
|
|
687,142
|
0.13%,
1/31/2028
|
|
GBP
|
1,135,000
|
|
1,169,215
|
0.25%,
1/31/2025
|
|
GBP
|
540,000
|
|
633,873
|
0.25%,
7/31/2031
|
|
GBP
|
1,098,000
|
|
1,007,731
|
0.38%,
10/22/2026
|
|
GBP
|
747,000
|
|
813,607
|
0.38%,
10/22/2030
|
|
GBP
|
643,000
|
|
612,932
|
0.50%,
1/31/2029
|
|
GBP
|
945,000
|
|
955,495
|
0.50%,
10/22/2061
|
|
GBP
|
350,000
|
|
140,923
|
0.63%,
6/7/2025
|
|
GBP
|
600,000
|
|
698,582
|
0.63%,
7/31/2035
|
|
GBP
|
807,000
|
|
663,452
|
0.63%,
10/22/2050
|
|
GBP
|
875,000
|
|
451,271
|
0.88%,
10/22/2029
|
|
GBP
|
1,477,000
|
|
1,505,624
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
0.88%,
1/31/2046
|
|
GBP
|
225,000
|
|
$
140,854 |
1.00%,
1/31/2032
|
|
GBP
|
784,000
|
|
757,890
|
1.13%,
1/31/2039
|
|
GBP
|
325,000
|
|
258,091
|
1.13%,
10/22/2073
|
|
GBP
|
1,156,000
|
|
572,382
|
1.25%,
7/22/2027
|
|
GBP
|
916,000
|
|
1,011,306
|
1.25%,
10/22/2041
|
|
GBP
|
888,000
|
|
677,312
|
1.25%,
7/31/2051
|
|
GBP
|
907,000
|
|
571,357
|
1.50%,
7/22/2026
|
|
GBP
|
920,000
|
|
1,053,584
|
1.50%,
7/22/2047
|
|
GBP
|
1,169,000
|
|
840,005
|
1.50%,
7/31/2053
|
|
GBP
|
150,000
|
|
99,580
|
1.63%,
10/22/2028
|
|
GBP
|
1,236,000
|
|
1,348,881
|
1.63%,
10/22/2054
|
|
GBP
|
520,000
|
|
356,063
|
1.63%,
10/22/2071
|
|
GBP
|
906,000
|
|
571,084
|
1.75%,
9/7/2037
|
|
GBP
|
886,000
|
|
805,037
|
1.75%,
1/22/2049
|
|
GBP
|
653,000
|
|
491,391
|
1.75%,
7/22/2057
|
|
GBP
|
944,000
|
|
665,774
|
Series REGS, 2.00%,
9/7/2025
|
|
GBP
|
1,325,000
|
|
1,568,798
|
2.50%,
7/22/2065
|
|
GBP
|
563,000
|
|
482,887
|
2.75%,
9/7/2024
|
|
GBP
|
800,000
|
|
986,100
|
3.25%,
1/31/2033
|
|
GBP
|
750,000
|
|
869,385
|
3.25%,
1/22/2044
|
|
GBP
|
740,000
|
|
782,369
|
3.50%,
1/22/2045
|
|
GBP
|
896,000
|
|
979,880
|
3.50%,
7/22/2068
|
|
GBP
|
510,000
|
|
563,800
|
3.75%,
1/29/2038
|
|
GBP
|
746,000
|
|
870,258
|
3.75%,
7/22/2052
|
|
GBP
|
1,034,000
|
|
1,172,694
|
3.75%,
10/22/2053
|
|
GBP
|
47,000
|
|
53,108
|
4.00%,
1/22/2060
|
|
GBP
|
795,000
|
|
965,484
|
4.13%,
1/29/2027
|
|
GBP
|
2,093,000
|
|
2,566,873
|
4.25%,
12/7/2027
|
|
GBP
|
970,000
|
|
1,203,373
|
4.25%,
6/7/2032
|
|
GBP
|
1,095,000
|
|
1,384,772
|
4.25%,
3/7/2036
|
|
GBP
|
715,000
|
|
892,622
|
4.25%,
9/7/2039
|
|
GBP
|
597,000
|
|
736,252
|
4.25%,
12/7/2040
|
|
GBP
|
842,000
|
|
1,036,468
|
4.25%,
12/7/2046
|
|
GBP
|
638,000
|
|
781,338
|
4.25%,
12/7/2049
|
|
GBP
|
715,000
|
|
878,882
|
4.25%,
12/7/2055
|
|
GBP
|
789,000
|
|
985,293
|
4.50%,
9/7/2034
|
|
GBP
|
2,099,000
|
|
2,689,626
|
4.50%,
12/7/2042
|
|
GBP
|
931,000
|
|
1,182,417
|
4.75%,
12/7/2030
|
|
GBP
|
1,377,000
|
|
1,789,374
|
4.75%,
12/7/2038
|
|
GBP
|
784,000
|
|
1,024,548
|
5.00%,
3/7/2025
|
|
GBP
|
978,000
|
|
1,237,458
|
6.00%,
12/7/2028
|
|
GBP
|
445,000
|
|
599,532
|
COR, 3.50%,
10/22/2025
|
|
GBP
|
800,000
|
|
970,965
|
|
|
|
|
|
48,814,994
|
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost
$1,148,510,295)
|
|
|
|
|
977,560,731
|
See accompanying notes to financial
statements.
50
SPDR BLOOMBERG
INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Shares
|
|
Value
|
SHORT-TERM
INVESTMENTS — 0.2% |
|
|
|
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.07%
(d)(e)
|
|
1,634,133
|
|
$
1,634,133 |
State Street Navigator Securities Lending Portfolio II
(f)(g)
|
|
113,784
|
|
113,784
|
TOTAL SHORT-TERM INVESTMENTS (Cost
$1,747,917)
|
|
1,747,917
|
|
TOTAL INVESTMENTS — 99.3% (Cost
$1,150,258,212)
|
|
979,308,648
|
|
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.7%
|
|
7,082,505
|
|
NET ASSETS — 100.0%
|
|
$
986,391,153 |
|
(a)
|
Securities
purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 19.5% of net assets as of June 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to
qualified institutional buyers. |
(b)
|
Amount
is less than 0.05% of net assets. |
(c)
|
All
or a portion of the shares of the security are on loan at June 30, 2023. |
(d)
|
The
Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(e)
|
The
rate shown is the annualized seven-day yield at June 30, 2023. |
(f)
|
The
Fund invested in an affiliated entity. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(g)
|
Investment
of cash collateral for securities loaned. |
EMTN
|
Euro
Medium Term Note |
GMTN
|
Global
Medium Term Note |
AUD
|
Australian
Dollar |
CAD
|
Canadian
Dollar |
CHF
|
Swiss
Franc |
CLP
|
Chilean
Peso |
CNY
|
China
Yuan Renminbi |
COP
|
Colombian
Peso |
CZK
|
Czech
Koruna |
DKK
|
Danish
Krone |
EUR
|
Euro
|
GBP
|
British
Pound |
HKD
|
Hong
Kong Dollar |
HUF
|
Hungary
Forint |
IDR
|
Indonesia
Rupiah |
ILS
|
Israeli
New Shekel |
JPY
|
Japanese
Yen |
KRW
|
South
Korean Won |
MXN
|
Mexican
Peso |
MYR
|
Malaysian
Ringgit |
NOK
|
Norwegian
Krone |
NZD
|
New
Zealand Dollar |
PEN
|
Peru
Nuevo Sol |
PLN
|
Polish
Zloty |
RON
|
Romania
New Leu |
SEK
|
Swedish
Krona |
SGD
|
Singapore
Dollar |
THB
|
Thai
Baht |
The following table summarizes the value of the
Fund's investments according to the fair value hierarchy as of June 30, 2023.
Description
|
|
Level
1 – Quoted Prices |
|
Level
2 – Other Significant Observable Inputs |
|
Level
3 – Significant Unobservable Inputs |
|
Total
|
ASSETS:
|
|
|
|
|
|
|
|
|
INVESTMENTS:
|
|
|
|
|
|
|
|
|
Foreign Government
Obligations
|
|
$
— |
|
$977,560,731
|
|
$—
|
|
$977,560,731
|
Short-Term
Investments
|
|
1,747,917
|
|
—
|
|
—
|
|
1,747,917
|
TOTAL
INVESTMENTS
|
|
$1,747,917
|
|
$977,560,731
|
|
$—
|
|
$979,308,648
|
Affiliate Table
|
Number
of Shares Held at 12/31/22 |
|
Value
at 12/31/22 |
|
Cost
of Purchases |
|
Proceeds
from Shares Sold |
|
Realized
Gain (Loss) |
|
Change
in Unrealized Appreciation/ Depreciation |
|
Number
of Shares Held at 6/30/23 |
|
Value
at 6/30/23 |
|
Dividend
Income |
State Street Institutional U.S. Government Money Market Fund, Class G
Shares
|
311,474
|
|
$311,474
|
|
$27,205,826
|
|
$25,883,167
|
|
$—
|
|
$—
|
|
1,634,133
|
|
$1,634,133
|
|
$16,012
|
State Street Navigator Securities Lending Portfolio
II
|
—
|
|
—
|
|
3,123,811
|
|
3,010,027
|
|
—
|
|
—
|
|
113,784
|
|
113,784
|
|
264
|
Total
|
|
|
$311,474
|
|
$30,329,637
|
|
$28,893,194
|
|
$—
|
|
$—
|
|
|
|
$1,747,917
|
|
$16,276
|
See accompanying notes to financial statements.
51
SPDR BLOOMBERG
SHORT TERM INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF
INVESTMENTS
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
FOREIGN
GOVERNMENT OBLIGATIONS — 99.1% |
|
|
|
AUSTRALIA
— 4.6% |
|
|
|
Australia
Government Bonds: |
|
|
|
|
|
Series 159, 0.25%,
11/21/2024
|
|
AUD
|
2,724,000
|
|
$
1,715,599 |
Series 161, 0.25%,
11/21/2025
|
|
AUD
|
2,850,000
|
|
1,732,633
|
Series 139, 3.25%,
4/21/2025
|
|
AUD
|
3,075,000
|
|
2,012,558
|
Series 142, 4.25%,
4/21/2026
|
|
AUD
|
4,775,000
|
|
3,194,628
|
|
|
|
|
|
8,655,418
|
AUSTRIA
— 3.1% |
|
|
|
Republic
of Austria Government Bonds: |
|
|
|
|
|
0.01%, 4/20/2025
(a)
|
|
EUR
|
915,000
|
|
940,853
|
1.20%, 10/20/2025
(a)
|
|
EUR
|
1,325,000
|
|
1,382,707
|
Series 1, 1.65%, 10/21/2024
(a)
|
|
EUR
|
1,100,000
|
|
1,173,679
|
4.85%, 3/15/2026
(a)
|
|
EUR
|
2,025,000
|
|
2,303,568
|
|
|
|
|
|
5,800,807
|
BELGIUM
— 3.4% |
|
|
|
Kingdom
of Belgium Government Bonds: |
|
|
|
|
|
Series 82, 0.50%, 10/22/2024
(a)
|
|
EUR
|
935,000
|
|
982,148
|
Series 74, 0.80%, 6/22/2025
(a)
|
|
EUR
|
2,175,000
|
|
2,264,271
|
Series 77, 1.00%, 6/22/2026
(a)
|
|
EUR
|
1,350,000
|
|
1,387,805
|
Series 64, 4.50%, 3/28/2026
(a)
|
|
EUR
|
1,670,000
|
|
1,886,833
|
|
|
|
|
|
6,521,057
|
CANADA
— 4.6% |
|
|
|
Canada
Government Bonds: |
|
|
|
|
|
0.25%,
3/1/2026
|
|
CAD
|
2,550,000
|
|
1,736,395
|
0.50%,
9/1/2025
|
|
CAD
|
2,088,000
|
|
1,451,109
|
0.75%,
10/1/2024
|
|
CAD
|
1,275,000
|
|
916,378
|
1.50%,
9/1/2024
|
|
CAD
|
950,000
|
|
690,696
|
2.25%,
6/1/2025
|
|
CAD
|
550,000
|
|
398,904
|
3.00%,
11/1/2024
|
|
CAD
|
771,000
|
|
568,921
|
3.00%,
10/1/2025
|
|
CAD
|
650,000
|
|
476,264
|
3.75%,
2/1/2025
|
|
CAD
|
655,000
|
|
487,705
|
COR, 3.00%,
4/1/2026
|
|
CAD
|
1,000,000
|
|
732,178
|
COR, 3.75%,
5/1/2025
|
|
CAD
|
1,625,000
|
|
1,210,500
|
|
|
|
|
|
8,669,050
|
CHILE
— 0.6% |
|
|
|
Bonos
de la Tesoreria de la Republica en pesos: |
|
|
|
|
|
2.50%,
3/1/2025
|
|
CLP
|
435,000,000
|
|
507,504
|
4.50%,
3/1/2026
|
|
CLP
|
475,000,000
|
|
575,692
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
5.80%, 6/1/2024
(a)
|
|
CLP
|
85,000,000
|
|
$
104,420 |
|
|
|
|
|
1,187,616
|
CHINA
— 4.5% |
|
|
|
China
Government Bonds: |
|
|
|
|
|
1.99%,
9/15/2024
|
|
CNY
|
3,450,000
|
|
474,262
|
Series INBK, 1.99%,
4/9/2025
|
|
CNY
|
1,000,000
|
|
137,132
|
2.18%,
8/25/2025
|
|
CNY
|
1,650,000
|
|
226,812
|
Series INBK, 2.26%,
2/24/2025
|
|
CNY
|
2,550,000
|
|
351,351
|
2.28%,
11/25/2025
|
|
CNY
|
2,200,000
|
|
302,832
|
2.46%,
2/15/2026
|
|
CNY
|
12,000,000
|
|
1,660,437
|
Series INBK, 2.47%,
9/2/2024
|
|
CNY
|
6,900,000
|
|
954,038
|
Series 1610, 2.90%,
5/5/2026
|
|
CNY
|
1,600,000
|
|
223,880
|
Series 1913, 2.94%,
10/17/2024
|
|
CNY
|
4,450,000
|
|
619,418
|
Series INBK, 3.02%,
10/22/2025
|
|
CNY
|
6,250,000
|
|
875,938
|
Series INBK, 3.03%,
3/11/2026
|
|
CNY
|
800,000
|
|
112,358
|
Series 1907, 3.25%,
6/6/2026
|
|
CNY
|
7,800,000
|
|
1,104,489
|
Series 1813, 3.61%,
6/7/2025
|
|
CNY
|
10,850,000
|
|
1,541,423
|
|
|
|
|
|
8,584,370
|
COLOMBIA
— 0.5% |
|
|
|
Colombia
TES: |
|
|
|
|
|
Series B, 6.25%,
11/26/2025
|
|
COP
|
2,774,000,000
|
|
614,676
|
Series B, 10.00%,
7/24/2024
|
|
COP
|
1,130,000,000
|
|
270,791
|
|
|
|
|
|
885,467
|
CROATIA
— 0.3% |
|
|
|
Croatia Government International Bonds 3.00%,
3/11/2025
|
|
EUR
|
475,000
|
|
511,602
|
CYPRUS
— 0.1% |
|
|
|
Cyprus
Government International Bonds: |
|
|
|
|
|
0.01%,
2/9/2026
|
|
EUR
|
125,000
|
|
124,035
|
Series EMTN, 4.25%,
11/4/2025
|
|
EUR
|
150,000
|
|
166,406
|
|
|
|
|
|
290,441
|
CZECH
REPUBLIC — 1.2% |
|
|
|
Czech
Republic Government Bonds: |
|
|
|
|
|
Series 95, 1.00%,
6/26/2026
|
|
CZK
|
13,850,000
|
|
565,960
|
Series 120, 1.25%,
2/14/2025
|
|
CZK
|
7,530,000
|
|
322,959
|
See accompanying notes to financial statements.
52
SPDR BLOOMBERG
SHORT TERM INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 89, 2.40%,
9/17/2025
|
|
CZK
|
12,850,000
|
|
$
553,987 |
Series 148, 6.00%,
2/26/2026
|
|
CZK
|
17,550,000
|
|
825,646
|
|
|
|
|
|
2,268,552
|
DENMARK
— 0.9% |
|
|
|
Denmark
Government Bonds: |
|
|
|
|
|
Series 2024, 0.01%,
11/15/2024
|
|
DKK
|
4,730,000
|
|
661,473
|
1.75%,
11/15/2025
|
|
DKK
|
6,925,000
|
|
980,465
|
7.00%,
11/10/2024
|
|
DKK
|
250,000
|
|
38,316
|
|
|
|
|
|
1,680,254
|
FINLAND
— 1.2% |
|
|
|
Finland
Government Bonds: |
|
|
|
|
|
0.01%, 9/15/2024
(a)
|
|
EUR
|
360,000
|
|
376,775
|
0.50%, 4/15/2026
(a)
|
|
EUR
|
825,000
|
|
837,995
|
0.88%, 9/15/2025
(a)
|
|
EUR
|
350,000
|
|
362,848
|
4.00%, 7/4/2025
(a)
|
|
EUR
|
600,000
|
|
662,959
|
|
|
|
|
|
2,240,577
|
FRANCE
— 5.1% |
|
|
|
French
Republic Government Bonds OAT: |
|
|
|
|
|
0.01%,
2/25/2025
|
|
EUR
|
800,000
|
|
826,228
|
0.01%,
3/25/2025
|
|
EUR
|
1,600,000
|
|
1,648,912
|
0.01%,
2/25/2026
|
|
EUR
|
1,000,000
|
|
1,005,262
|
0.50%,
5/25/2025
|
|
EUR
|
1,425,000
|
|
1,475,064
|
0.50%,
5/25/2026
|
|
EUR
|
1,500,000
|
|
1,520,515
|
1.00%,
11/25/2025
|
|
EUR
|
1,250,000
|
|
1,296,190
|
1.75%,
11/25/2024
|
|
EUR
|
900,000
|
|
959,964
|
3.50%,
4/25/2026
|
|
EUR
|
775,000
|
|
853,870
|
|
|
|
|
|
9,586,005
|
GERMANY
— 4.5% |
|
|
|
Bundesobligation:
|
|
|
|
|
|
Series 180, 0.01%,
10/18/2024
|
|
EUR
|
645,000
|
|
674,023
|
Series 181, 0.01%,
4/11/2025
|
|
EUR
|
535,000
|
|
551,891
|
Series 182, 0.01%,
10/10/2025
|
|
EUR
|
700,000
|
|
712,994
|
Series 183, 0.01%,
4/10/2026
|
|
EUR
|
1,400,000
|
|
1,410,020
|
Bundesrepublik
Deutschland Bundesanleihe: |
|
|
|
|
|
0.50%,
2/15/2025
|
|
EUR
|
865,000
|
|
903,470
|
0.50%,
2/15/2026
|
|
EUR
|
900,000
|
|
921,773
|
1.00%,
8/15/2024
|
|
EUR
|
825,000
|
|
876,920
|
1.00%,
8/15/2025
|
|
EUR
|
760,000
|
|
793,556
|
Bundesschatzanweisungen:
|
|
|
|
|
|
0.40%,
9/13/2024
|
|
EUR
|
375,000
|
|
394,969
|
2.20%,
12/12/2024
|
|
EUR
|
575,000
|
|
617,311
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
COR, 2.50%,
3/13/2025
|
|
EUR
|
600,000
|
|
$
646,391 |
|
|
|
|
|
8,503,318
|
HONG
KONG — 0.2% |
|
|
|
Hong
Kong Government Bonds Programme: |
|
|
|
|
|
1.68%,
1/21/2026
|
|
HKD
|
1,750,000
|
|
211,701
|
1.79%,
4/14/2025
|
|
HKD
|
650,000
|
|
79,799
|
2.22%,
8/7/2024
|
|
HKD
|
900,000
|
|
112,437
|
|
|
|
|
|
403,937
|
HUNGARY
— 0.7% |
|
|
|
Hungary
Government Bonds: |
|
|
|
|
|
Series 25/C, 1.00%,
11/26/2025
|
|
HUF
|
127,000,000
|
|
310,249
|
Series 26/E, 1.50%,
4/22/2026
|
|
HUF
|
187,000,000
|
|
448,892
|
Series 24/C, 2.50%,
10/24/2024
|
|
HUF
|
107,000,000
|
|
282,578
|
Series 25/B, 5.50%,
6/24/2025
|
|
HUF
|
95,000,000
|
|
257,046
|
|
|
|
|
|
1,298,765
|
INDONESIA
— 2.0% |
|
|
|
Indonesia
Treasury Bonds: |
|
|
|
|
|
Series FR86, 5.50%,
4/15/2026
|
|
IDR
|
20,265,000,000
|
|
1,343,168
|
Series FR81, 6.50%,
6/15/2025
|
|
IDR
|
12,500,000,000
|
|
843,428
|
Series FR84, 7.25%,
2/15/2026
|
|
IDR
|
3,080,000,000
|
|
212,277
|
Perusahaan
Penerbit SBSN Indonesia: |
|
|
|
|
|
Series PBS, 5.38%,
8/15/2025
|
|
IDR
|
6,192,000,000
|
|
408,298
|
Series PBS, 6.13%,
10/15/2025
|
|
IDR
|
8,904,000,000
|
|
595,014
|
Series PBS, 6.63%,
10/15/2024
|
|
IDR
|
6,670,000,000
|
|
449,739
|
|
|
|
|
|
3,851,924
|
IRELAND
— 1.3% |
|
|
|
Ireland
Government Bonds: |
|
|
|
|
|
1.00%,
5/15/2026
|
|
EUR
|
1,000,000
|
|
1,030,362
|
5.40%,
3/13/2025
|
|
EUR
|
1,240,000
|
|
1,400,271
|
|
|
|
|
|
2,430,633
|
ISRAEL
— 1.0% |
|
|
|
Israel
Government Bonds - Fixed: |
|
|
|
|
|
Series 1024, 0.40%,
10/31/2024
|
|
ILS
|
530,000
|
|
134,787
|
Series 0425, 0.50%,
4/30/2025
|
|
ILS
|
2,255,000
|
|
567,594
|
See accompanying notes to financial statements.
53
SPDR BLOOMBERG
SHORT TERM INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 0226, 0.50%,
2/27/2026
|
|
ILS
|
2,975,000
|
|
$
730,235 |
Series 0825, 1.75%,
8/31/2025
|
|
ILS
|
2,200,000
|
|
562,500
|
|
|
|
|
|
1,995,116
|
ITALY
— 5.1% |
|
|
|
Italy
Buoni Poliennali Del Tesoro: |
|
|
|
|
|
0.01%,
8/15/2024
|
|
EUR
|
125,000
|
|
130,782
|
0.01%,
12/15/2024
|
|
EUR
|
425,000
|
|
439,264
|
Series 5Y, 0.01%,
4/1/2026
|
|
EUR
|
500,000
|
|
492,296
|
0.35%,
2/1/2025
|
|
EUR
|
325,000
|
|
336,037
|
Series 5Y, 0.50%,
2/1/2026
|
|
EUR
|
500,000
|
|
502,064
|
1.20%,
8/15/2025
|
|
EUR
|
1,050,000
|
|
1,085,370
|
1.45%,
11/15/2024
|
|
EUR
|
200,000
|
|
211,503
|
1.45%,
5/15/2025
|
|
EUR
|
775,000
|
|
810,609
|
Series 10Y, 1.60%,
6/1/2026
|
|
EUR
|
100,000
|
|
102,703
|
1.75%,
7/1/2024
|
|
EUR
|
100,000
|
|
106,889
|
1.85%, 7/1/2025
(a)
|
|
EUR
|
225,000
|
|
236,436
|
2.00%,
12/1/2025
|
|
EUR
|
775,000
|
|
811,655
|
2.50%,
12/1/2024
|
|
EUR
|
735,000
|
|
788,026
|
Series 7Y, 2.50%,
11/15/2025
|
|
EUR
|
400,000
|
|
424,268
|
3.75%,
9/1/2024
|
|
EUR
|
1,000,000
|
|
1,090,230
|
4.50%, 3/1/2026
(a)
|
|
EUR
|
575,000
|
|
638,743
|
5.00%, 3/1/2025
(a)
|
|
EUR
|
700,000
|
|
777,583
|
COR, 3.50%,
1/15/2026
|
|
EUR
|
125,000
|
|
135,429
|
COR, 3.80%,
4/15/2026
|
|
EUR
|
500,000
|
|
545,771
|
|
|
|
|
|
9,665,658
|
JAPAN
— 22.9% |
|
|
|
Japan
Government Five Year Bonds: |
|
|
|
|
|
Series 147, 0.01%,
3/20/2026
|
|
JPY
|
293,000,000
|
|
2,031,468
|
Series 148, 0.01%,
6/20/2026
|
|
JPY
|
375,000,000
|
|
2,599,639
|
Series 141, 0.10%,
9/20/2024
|
|
JPY
|
269,500,000
|
|
1,869,486
|
Series 142, 0.10%,
12/20/2024
|
|
JPY
|
398,350,000
|
|
2,764,265
|
Series 143, 0.10%,
3/20/2025
|
|
JPY
|
525,000,000
|
|
3,643,744
|
Series 144, 0.10%,
6/20/2025
|
|
JPY
|
387,000,000
|
|
2,687,004
|
Series 145, 0.10%,
9/20/2025
|
|
JPY
|
365,000,000
|
|
2,535,441
|
Series 146, 0.10%,
12/20/2025
|
|
JPY
|
534,700,000
|
|
3,715,839
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Japan
Government Ten Year Bonds: |
|
|
|
|
|
Series 342, 0.10%,
3/20/2026
|
|
JPY
|
250,000,000
|
|
$
1,737,832 |
Series 343, 0.10%,
6/20/2026
|
|
JPY
|
375,000,000
|
|
2,606,955
|
Series 337, 0.30%,
12/20/2024
|
|
JPY
|
143,000,000
|
|
995,227
|
Series 341, 0.30%,
12/20/2025
|
|
JPY
|
260,000,000
|
|
1,815,674
|
Series 338, 0.40%,
3/20/2025
|
|
JPY
|
250,000,000
|
|
1,743,972
|
Series 339, 0.40%,
6/20/2025
|
|
JPY
|
250,000,000
|
|
1,745,978
|
Series 340, 0.40%,
9/20/2025
|
|
JPY
|
190,000,000
|
|
1,328,574
|
Series 335, 0.50%,
9/20/2024
|
|
JPY
|
350,000,000
|
|
2,439,769
|
Japan
Government Two Year Bonds: |
|
|
|
|
|
Series 440, 0.01%,
9/1/2024
|
|
JPY
|
248,000,000
|
|
1,718,455
|
Series 441, 0.01%,
10/1/2024
|
|
JPY
|
246,000,000
|
|
1,704,733
|
Series 442, 0.01%,
11/1/2024
|
|
JPY
|
279,950,000
|
|
1,940,291
|
Series 443, 0.01%,
12/1/2024
|
|
JPY
|
100,000,000
|
|
693,022
|
Series 444, 0.01%,
1/1/2025
|
|
JPY
|
39,000,000
|
|
270,265
|
Series 445, 0.01%,
2/1/2025
|
|
JPY
|
125,000,000
|
|
866,174
|
|
|
|
|
|
43,453,807
|
MALAYSIA
— 1.9% |
|
|
|
Malaysia
Government Bonds: |
|
|
|
|
|
Series 0118, 3.88%,
3/14/2025
|
|
MYR
|
1,575,000
|
|
340,085
|
Series 0115, 3.96%,
9/15/2025
|
|
MYR
|
2,800,000
|
|
605,394
|
Series 0217, 4.06%,
9/30/2024
|
|
MYR
|
1,250,000
|
|
269,587
|
Malaysia
Government Investment Issue: |
|
|
|
|
|
Series 0419, 3.66%,
10/15/2024
|
|
MYR
|
990,000
|
|
212,528
|
Series 0319, 3.73%,
3/31/2026
|
|
MYR
|
5,140,000
|
|
1,105,696
|
Series 0415, 3.99%,
10/15/2025
|
|
MYR
|
3,260,000
|
|
705,786
|
Series 0217, 4.05%,
8/15/2024
|
|
MYR
|
1,825,000
|
|
393,612
|
|
|
|
|
|
3,632,688
|
See accompanying notes to financial statements.
54
SPDR BLOOMBERG
SHORT TERM INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
MEXICO
— 3.6% |
|
|
|
Mexico
Bonos: |
|
|
|
|
|
Series M, 5.00%,
3/6/2025
|
|
MXN
|
12,375,000
|
|
$
665,943 |
Series M, 5.75%,
3/5/2026
|
|
MXN
|
58,920,000
|
|
3,139,675
|
Series M, 8.00%,
9/5/2024
|
|
MXN
|
29,565,000
|
|
1,667,486
|
Series M 20, 10.00%,
12/5/2024
|
|
MXN
|
21,725,000
|
|
1,257,429
|
|
|
|
|
|
6,730,533
|
NETHERLANDS
— 2.7% |
|
|
|
Netherlands
Government Bonds: |
|
|
|
|
|
0.01%, 1/15/2026
(a)
|
|
EUR
|
1,275,000
|
|
1,287,925
|
0.25%, 7/15/2025
(a)
|
|
EUR
|
2,273,000
|
|
2,338,557
|
2.00%, 7/15/2024
(a)
|
|
EUR
|
1,343,000
|
|
1,443,564
|
|
|
|
|
|
5,070,046
|
NEW
ZEALAND — 0.7% |
|
|
|
New
Zealand Government Bonds: |
|
|
|
|
|
Series 0526, 0.50%,
5/15/2026
|
|
NZD
|
675,000
|
|
366,238
|
Series 0425, 2.75%,
4/15/2025
|
|
NZD
|
1,595,000
|
|
935,745
|
|
|
|
|
|
1,301,983
|
NORWAY
— 0.5% |
|
|
|
Norway
Government Bonds: |
|
|
|
|
|
Series 478, 1.50%, 2/19/2026
(a)
|
|
NOK
|
5,225,000
|
|
457,156
|
Series 477, 1.75%, 3/13/2025
(a)
|
|
NOK
|
5,525,000
|
|
495,641
|
|
|
|
|
|
952,797
|
PERU
— 0.1% |
|
|
|
Peru Government Bonds 5.70%,
8/12/2024
|
|
PEN
|
550,000
|
|
150,764
|
POLAND
— 1.6% |
|
|
|
Republic
of Poland Government Bonds: |
|
|
|
|
|
Series 0724, 0.01%,
7/25/2024
|
|
PLN
|
725,000
|
|
167,579
|
Series 0425, 0.75%,
4/25/2025
|
|
PLN
|
1,995,000
|
|
449,236
|
Series 1024, 2.25%,
10/25/2024
|
|
PLN
|
3,975,000
|
|
932,860
|
Series 0725, 3.25%,
7/25/2025
|
|
PLN
|
3,750,000
|
|
877,716
|
Series 1025, COR, 0.01%,
10/25/2025
|
|
PLN
|
2,575,000
|
|
556,172
|
|
|
|
|
|
2,983,563
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
PORTUGAL
— 0.8% |
|
|
|
Portugal Obrigacoes do Tesouro OT 2.88%, 10/15/2025
(a)
|
|
EUR
|
1,425,000
|
|
$
1,548,612 |
ROMANIA
— 0.8% |
|
|
|
Romania
Government Bonds: |
|
|
|
|
|
Series 5Y, 3.25%,
6/24/2026
|
|
RON
|
850,000
|
|
170,565
|
Series 4Y, 3.50%,
11/25/2025
|
|
RON
|
1,425,000
|
|
293,026
|
Series 5Y, 3.65%,
7/28/2025
|
|
RON
|
1,650,000
|
|
343,679
|
Series 4YR, 3.70%,
11/25/2024
|
|
RON
|
915,000
|
|
194,099
|
Series 10Y, 4.75%,
2/24/2025
|
|
RON
|
1,135,000
|
|
243,217
|
Series 7Y, 4.85%,
4/22/2026
|
|
RON
|
1,350,000
|
|
284,155
|
|
|
|
|
|
1,528,741
|
SINGAPORE
— 1.4% |
|
|
|
Singapore
Government Bonds: |
|
|
|
|
|
0.50%,
11/1/2025
|
|
SGD
|
790,000
|
|
544,743
|
2.13%,
6/1/2026
|
|
SGD
|
800,000
|
|
570,436
|
2.38%,
6/1/2025
|
|
SGD
|
945,000
|
|
682,710
|
3.00%,
9/1/2024
|
|
SGD
|
1,100,000
|
|
805,320
|
|
|
|
|
|
2,603,209
|
SLOVAKIA
— 0.6% |
|
|
|
Slovakia
Government Bonds: |
|
|
|
|
|
Series 238, 0.25%,
5/14/2025
|
|
EUR
|
140,000
|
|
143,257
|
Series 231, 0.63%,
5/22/2026
|
|
EUR
|
150,000
|
|
150,547
|
Series 223, 3.38%,
11/15/2024
|
|
EUR
|
475,000
|
|
517,479
|
Series 216, 4.35%,
10/14/2025
|
|
EUR
|
350,000
|
|
387,365
|
|
|
|
|
|
1,198,648
|
SLOVENIA
— 0.3% |
|
|
|
Slovenia
Government Bonds: |
|
|
|
|
|
Series RS89, 0.01%,
2/13/2026
|
|
EUR
|
230,000
|
|
230,023
|
Series RS75, 2.13%,
7/28/2025
|
|
EUR
|
250,000
|
|
267,985
|
Series RS66, 4.63%,
9/9/2024
|
|
EUR
|
150,000
|
|
167,116
|
|
|
|
|
|
665,124
|
SOUTH
KOREA — 4.5% |
|
|
|
Korea
Treasury Bonds: |
|
|
|
|
|
Series 2509, 1.13%,
9/10/2025
|
|
KRW
|
1,000,000,000
|
|
717,709
|
See accompanying notes to financial statements.
55
SPDR BLOOMBERG
SHORT TERM INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 2603, 1.25%,
3/10/2026
|
|
KRW
|
1,679,000,000
|
|
$
1,194,839 |
Series 2409, 1.38%,
9/10/2024
|
|
KRW
|
1,355,000,000
|
|
1,001,728
|
Series 2503, 1.50%,
3/10/2025
|
|
KRW
|
900,000,000
|
|
657,946
|
Series 2412, 1.88%,
12/10/2024
|
|
KRW
|
195,000,000
|
|
144,268
|
Series 2506, 2.25%,
6/10/2025
|
|
KRW
|
1,790,000,000
|
|
1,320,865
|
Series 2512, 2.25%,
12/10/2025
|
|
KRW
|
1,500,000,000
|
|
1,099,831
|
Series 2409, 3.13%,
9/10/2024
|
|
KRW
|
461,750,000
|
|
348,407
|
Series 2506, 3.13%,
6/10/2025
|
|
KRW
|
1,343,000,000
|
|
1,007,528
|
Series 2606, 3.13%,
6/10/2026
|
|
KRW
|
730,000,000
|
|
545,343
|
Series 2503, 3.38%,
3/10/2025
|
|
KRW
|
725,000,000
|
|
546,734
|
|
|
|
|
|
8,585,198
|
SPAIN
— 4.5% |
|
|
|
Spain
Government Bonds: |
|
|
|
|
|
0.01%, 1/31/2025
(a)
|
|
EUR
|
694,000
|
|
716,931
|
0.01%, 5/31/2025
(a)
|
|
EUR
|
625,000
|
|
638,417
|
0.01%, 1/31/2026
(a)
|
|
EUR
|
1,200,000
|
|
1,201,715
|
Series 5YR, 0.25%, 7/30/2024
(a)
|
|
EUR
|
525,000
|
|
552,253
|
1.60%, 4/30/2025
(a)
|
|
EUR
|
950,000
|
|
1,002,683
|
1.95%, 4/30/2026
(a)
|
|
EUR
|
800,000
|
|
840,157
|
2.15%, 10/31/2025
(a)
|
|
EUR
|
1,175,000
|
|
1,248,003
|
2.75%, 10/31/2024
(a)
|
|
EUR
|
925,000
|
|
999,691
|
4.65%, 7/30/2025
(a)
|
|
EUR
|
775,000
|
|
865,784
|
COR, 2.80%, 5/31/2026
(a)
|
|
EUR
|
400,000
|
|
429,195
|
|
|
|
|
|
8,494,829
|
SWEDEN
— 0.4% |
|
|
|
Sweden Government Bonds Series 1058, 2.50%,
5/12/2025
|
|
SEK
|
8,010,000
|
|
728,904
|
SWITZERLAND
— 0.5% |
|
|
|
Swiss
Confederation Government Bonds: |
|
|
|
|
|
1.50%,
7/24/2025
|
|
CHF
|
320,000
|
|
359,717
|
COR, 1.25%,
5/28/2026
|
|
CHF
|
450,000
|
|
504,398
|
|
|
|
|
|
864,115
|
THAILAND
— 1.8% |
|
|
|
Thailand
Government Bonds: |
|
|
|
|
|
0.75%,
9/17/2024
|
|
THB
|
3,900,000
|
|
108,191
|
0.95%,
6/17/2025
|
|
THB
|
20,025,000
|
|
551,893
|
1.45%,
12/17/2024
|
|
THB
|
40,300,000
|
|
1,125,240
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
2.35%,
6/17/2026
|
|
THB
|
10,175,000
|
|
$
288,173 |
3.85%,
12/12/2025
|
|
THB
|
43,600,000
|
|
1,278,052
|
|
|
|
|
|
3,351,549
|
UNITED
KINGDOM — 4.6% |
|
|
|
U.K.
Gilts: |
|
|
|
|
|
0.13%,
1/30/2026
|
|
GBP
|
1,575,000
|
|
1,765,496
|
0.25%,
1/31/2025
|
|
GBP
|
1,130,000
|
|
1,326,437
|
0.63%,
6/7/2025
|
|
GBP
|
1,425,000
|
|
1,659,132
|
Series REGS, 2.00%,
9/7/2025
|
|
GBP
|
1,050,000
|
|
1,243,199
|
2.75%,
9/7/2024
|
|
GBP
|
935,000
|
|
1,152,505
|
5.00%,
3/7/2025
|
|
GBP
|
800,000
|
|
1,012,235
|
COR, 3.50%,
10/22/2025
|
|
GBP
|
450,000
|
|
546,168
|
|
|
|
|
|
8,705,172
|
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost
$193,432,315)
|
|
|
|
|
187,580,849
|
|
|
Shares
|
|
SHORT-TERM
INVESTMENT — 0.2% |
|
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.07% (b)(c) (Cost
$445,762)
|
445,762
|
445,762
|
TOTAL INVESTMENTS — 99.3% (Cost
$193,878,077)
|
188,026,611
|
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.7%
|
1,307,104
|
NET ASSETS — 100.0%
|
$
189,333,715 |
(a)
|
Securities
purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 17.1% of net assets as of June 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to
qualified institutional buyers. |
(b)
|
The
Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended June 30, 2023 are shown in the Affiliate Table below. |
(c)
|
The
rate shown is the annualized seven-day yield at June 30, 2023. |
EMTN
|
Euro
Medium Term Note |
AUD
|
Australian
Dollar |
CAD
|
Canadian
Dollar |
CHF
|
Swiss
Franc |
CLP
|
Chilean
Peso |
CNY
|
China
Yuan Renminbi |
COP
|
Colombian
Peso |
CZK
|
Czech
Koruna |
DKK
|
Danish
Krone |
EUR
|
Euro
|
See accompanying notes to financial statements.
56
SPDR BLOOMBERG
SHORT TERM INTERNATIONAL TREASURY BOND ETF
SCHEDULE OF INVESTMENTS (continued)
June 30,
2023 (Unaudited)
GBP
|
British
Pound |
HKD
|
Hong
Kong Dollar |
HUF
|
Hungary
Forint |
IDR
|
Indonesia
Rupiah |
ILS
|
Israeli
New Shekel |
JPY
|
Japanese
Yen |
KRW
|
South
Korean Won |
MXN
|
Mexican
Peso |
MYR
|
Malaysian
Ringgit |
NOK
|
Norwegian
Krone |
NZD
|
New
Zealand Dollar |
PEN
|
Peru
Nuevo Sol |
PLN
|
Polish
Zloty |
RON
|
Romania
New Leu |
SEK
|
Swedish
Krona |
SGD
|
Singapore
Dollar |
THB
|
Thai
Baht |
The following table summarizes the value of the
Fund's investments according to the fair value hierarchy as of June 30, 2023.
Description
|
|
Level
1 – Quoted Prices |
|
Level
2 – Other Significant Observable Inputs |
|
Level
3 – Significant Unobservable Inputs |
|
Total
|
ASSETS:
|
|
|
|
|
|
|
|
|
INVESTMENTS:
|
|
|
|
|
|
|
|
|
Foreign Government
Obligations
|
|
$
— |
|
$187,580,849
|
|
$—
|
|
$187,580,849
|
Short-Term
Investment
|
|
445,762
|
|
—
|
|
—
|
|
445,762
|
TOTAL
INVESTMENTS
|
|
$445,762
|
|
$187,580,849
|
|
$—
|
|
$
188,026,611 |
Affiliate Table
|
Number
of Shares Held at 12/31/22 |
|
Value
at 12/31/22 |
|
Cost
of Purchases |
|
Proceeds
from Shares Sold |
|
Realized
Gain (Loss) |
|
Change
in Unrealized Appreciation/ Depreciation |
|
Number
of Shares Held at 6/30/23 |
|
Value
at 6/30/23 |
|
Dividend
Income |
State Street Institutional U.S. Government Money Market Fund, Class G
Shares
|
—
|
|
$—
|
|
$15,233,066
|
|
$14,787,304
|
|
$—
|
|
$—
|
|
445,762
|
|
$445,762
|
|
$6,685
|
See accompanying notes to financial statements.
57
SPDR FTSE
INTERNATIONAL GOVERNMENT INFLATION-PROTECTED BOND ETF
SCHEDULE OF
INVESTMENTS
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
FOREIGN
GOVERNMENT OBLIGATIONS — 98.4% |
|
|
|
AUSTRALIA
— 4.5% |
|
|
|
Australia
Government Bonds: |
|
|
|
|
|
Series 32CI, 0.25%,
11/21/2032
|
|
AUD
|
3,195,990
|
|
$
1,881,278 |
Series 27CI, 0.75%,
11/21/2027
|
|
AUD
|
5,116,488
|
|
3,332,213
|
Series 50CI, 1.00%,
2/21/2050
|
|
AUD
|
3,226,575
|
|
1,764,694
|
Series 40CI, 1.25%,
8/21/2040
|
|
AUD
|
3,459,651
|
|
2,124,840
|
Series 35CI, 2.00%,
8/21/2035
|
|
AUD
|
3,992,550
|
|
2,759,562
|
Series 30CI, 2.50%,
9/20/2030
|
|
AUD
|
5,754,680
|
|
4,111,322
|
Series 25CI, 3.00%,
9/20/2025
|
|
AUD
|
7,471,104
|
|
5,203,059
|
|
|
|
|
|
21,176,968
|
BRAZIL
— 9.5% |
|
|
|
Brazil
Notas do Tesouro Nacional: |
|
|
|
|
|
Series NTNB, 6.00%,
8/15/2024
|
|
BRL
|
32,803,462
|
|
6,706,195
|
Series NTNB, 6.00%,
5/15/2025
|
|
BRL
|
18,155,375
|
|
3,761,371
|
Series NTNB, 6.00%,
8/15/2026
|
|
BRL
|
20,321,641
|
|
4,275,137
|
Series B, 6.00%,
5/15/2027
|
|
BRL
|
12,378,665
|
|
2,623,082
|
Series NTNB, 6.00%,
8/15/2028
|
|
BRL
|
10,625,021
|
|
2,273,317
|
Series NTNB, 6.00%,
8/15/2030
|
|
BRL
|
16,876,246
|
|
3,664,462
|
Series NTNB, 6.00%,
8/15/2032
|
|
BRL
|
5,776,710
|
|
1,262,105
|
Series NTNB, 6.00%,
5/15/2035
|
|
BRL
|
17,949,062
|
|
3,948,755
|
Series NTNB, 6.00%,
8/15/2040
|
|
BRL
|
16,711,197
|
|
3,685,000
|
Series NTNB, 6.00%,
5/15/2045
|
|
BRL
|
18,733,046
|
|
4,124,977
|
Series NTNB, 6.00%,
8/15/2050
|
|
BRL
|
21,868,975
|
|
4,847,044
|
Series NTNB, 6.00%,
5/15/2055
|
|
BRL
|
15,432,069
|
|
3,435,422
|
Series NTNB, 6.00%,
8/15/2060
|
|
BRL
|
1,856,800
|
|
414,700
|
|
|
|
|
|
45,021,567
|
CANADA
— 4.5% |
|
|
|
Canada
Government Real Return Bonds: |
|
|
|
|
|
Series CPI, 0.25%,
12/1/2054
|
|
CAD
|
1,315,436
|
|
720,907
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series CPI, 0.50%,
12/1/2050
|
|
CAD
|
3,049,858
|
|
$
1,842,545 |
Series CPI, 1.25%,
12/1/2047
|
|
CAD
|
3,994,987
|
|
2,900,242
|
Series CPI, 1.50%,
12/1/2044
|
|
CAD
|
4,328,384
|
|
3,285,843
|
Series CPI, 2.00%,
12/1/2041
|
|
CAD
|
3,866,255
|
|
3,156,114
|
Series CPI, 3.00%,
12/1/2036
|
|
CAD
|
3,894,053
|
|
3,483,033
|
Series CPI, 4.00%,
12/1/2031
|
|
CAD
|
3,353,738
|
|
3,019,416
|
Series CPI, 4.25%,
12/1/2026
|
|
CAD
|
3,658,681
|
|
2,979,119
|
|
|
|
|
|
21,387,219
|
CHILE
— 4.5% |
|
|
|
Bonos
de la Tesoreria de la Republica: |
|
|
|
|
|
Zero Coupon,
3/1/2025
|
|
CLP
|
938,326,480
|
|
1,100,605
|
Zero Coupon,
10/1/2028
|
|
CLP
|
1,028,559,955
|
|
1,132,201
|
Zero Coupon,
10/1/2033
|
|
CLP
|
1,407,489,720
|
|
1,442,182
|
1.50%,
3/1/2026
|
|
CLP
|
3,464,590,080
|
|
4,148,579
|
1.90%,
9/1/2030
|
|
CLP
|
2,201,458,280
|
|
2,715,253
|
2.00%,
3/1/2035
|
|
CLP
|
2,778,889,960
|
|
3,482,272
|
2.10%,
7/15/2050
|
|
CLP
|
1,443,579,200
|
|
1,899,010
|
Series 30YR, 3.00%,
1/1/2044
|
|
CLP
|
3,626,992,740
|
|
5,279,550
|
|
|
|
|
|
21,199,652
|
COLOMBIA
— 4.5% |
|
|
|
Colombia
TES: |
|
|
|
|
|
Series UVR, 2.25%,
4/18/2029
|
|
COP
|
12,812,225,440
|
|
2,803,746
|
Series UVR, 3.00%,
3/25/2033
|
|
COP
|
7,137,245,150
|
|
1,547,837
|
Series UVR, 3.30%,
3/17/2027
|
|
COP
|
10,792,907,300
|
|
2,528,199
|
Series UVR, 3.50%,
5/7/2025
|
|
COP
|
11,409,147,491
|
|
2,704,245
|
Series UVR, 3.75%,
2/25/2037
|
|
COP
|
16,885,677,550
|
|
3,812,867
|
Series UVR, 3.75%,
6/16/2049
|
|
COP
|
15,069,335,699
|
|
3,371,043
|
Series UVR, 4.75%,
4/4/2035
|
|
COP
|
17,671,363,049
|
|
4,419,856
|
|
|
|
|
|
21,187,793
|
FRANCE
— 8.0% |
|
|
|
French
Republic Government Bonds OAT: |
|
|
|
|
|
Series OATI, 0.10%,
3/1/2025
|
|
EUR
|
1,554,546
|
|
1,663,277
|
See accompanying notes to financial statements.
58
SPDR FTSE
INTERNATIONAL GOVERNMENT INFLATION-PROTECTED BOND ETF
SCHEDULE OF
INVESTMENTS (continued)
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series OATE, 0.10%, 3/1/2026
(a)
|
|
EUR
|
2,091,404
|
|
$
2,234,035 |
Series OATI, 0.10%,
3/1/2028
|
|
EUR
|
2,375,085
|
|
2,540,431
|
Series OATE, 0.10%,
3/1/2029
|
|
EUR
|
1,735,915
|
|
1,841,802
|
Series OATE, 0.10%, 7/25/2031
(a)
|
|
EUR
|
1,826,822
|
|
1,935,463
|
Series OATI, 0.10%,
3/1/2032
|
|
EUR
|
728,039
|
|
775,069
|
Series OATI, 0.10%, 3/1/2036
(a)
|
|
EUR
|
1,234,108
|
|
1,272,360
|
Series OATE, 0.10%, 7/25/2036
(a)
|
|
EUR
|
1,666,709
|
|
1,708,004
|
0.10%, 7/25/2038
(a)
|
|
EUR
|
918,656
|
|
931,294
|
Series OATE, 0.10%, 7/25/2047
(a)
|
|
EUR
|
1,889,350
|
|
1,843,404
|
Series OATE, 0.10%, 7/25/2053
(a)
|
|
EUR
|
948,512
|
|
916,857
|
Series OATE, 0.25%,
7/25/2024
|
|
EUR
|
3,027,062
|
|
3,266,528
|
Series OATE, 0.70%, 7/25/2030
(a)
|
|
EUR
|
3,317,463
|
|
3,683,054
|
Series OATE, 1.80%, 7/25/2040
(a)
|
|
EUR
|
2,455,705
|
|
3,183,664
|
Series OATE, 1.85%,
7/25/2027
|
|
EUR
|
4,247,746
|
|
4,866,934
|
Series OATE, 3.15%,
7/25/2032
|
|
EUR
|
1,810,282
|
|
2,438,160
|
Series OATI, 3.40%,
7/25/2029
|
|
EUR
|
2,112,620
|
|
2,721,589
|
|
|
|
|
|
37,821,925
|
GERMANY
— 4.5% |
|
|
|
Deutsche
Bundesrepublik Bonds Inflation-Linked: |
|
|
|
|
|
Series I/L, 0.10%,
4/15/2026
|
|
EUR
|
5,985,158
|
|
6,376,685
|
Series I/L, 0.10%,
4/15/2033
|
|
EUR
|
1,948,680
|
|
2,128,604
|
Series I/L, 0.10%,
4/15/2046
|
|
EUR
|
4,318,236
|
|
4,882,025
|
Series I/L, 0.50%,
4/15/2030
|
|
EUR
|
7,245,402
|
|
8,049,156
|
|
|
|
|
|
21,436,470
|
ISRAEL
— 4.4% |
|
|
|
Israel Government Bonds - Galil Series 5904, 4.00%,
7/31/2024
|
|
ILS
|
7,643,700
|
|
2,109,933
|
Israel
Government Bonds CPI-Linked: |
|
|
|
|
|
Series 0726, 0.10%,
7/31/2026
|
|
ILS
|
7,214,580
|
|
1,879,618
|
Series 1131, 0.10%,
11/30/2031
|
|
ILS
|
7,684,495
|
|
1,911,905
|
Series 0529, 0.50%,
5/31/2029
|
|
ILS
|
9,177,167
|
|
2,395,337
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 1151, 0.50%,
11/30/2051
|
|
ILS
|
4,970,607
|
|
$
1,103,985 |
Series 1025, 0.75%,
10/31/2025
|
|
ILS
|
7,936,499
|
|
2,110,161
|
Series 0527, 0.75%,
5/31/2027
|
|
ILS
|
9,129,346
|
|
2,424,852
|
Series 0545, 1.00%,
5/31/2045
|
|
ILS
|
7,857,054
|
|
2,037,545
|
Series 0841, 2.75%,
8/30/2041
|
|
ILS
|
8,280,756
|
|
2,832,828
|
Series 0536, 4.00%,
5/30/2036
|
|
ILS
|
6,077,278
|
|
2,223,450
|
|
|
|
|
|
21,029,614
|
ITALY
— 4.9% |
|
|
|
Italy
Buoni Poliennali Del Tesoro: |
|
|
|
|
|
Series CPI, 0.10%, 5/15/2033
(a)
|
|
EUR
|
2,017,151
|
|
1,847,718
|
Series CPI, 0.15%, 5/15/2051
(a)
|
|
EUR
|
1,103,194
|
|
790,743
|
Series CPI, 0.40%, 5/15/2030
(a)
|
|
EUR
|
1,981,522
|
|
1,975,253
|
Series CPI, 0.65%,
5/15/2026
|
|
EUR
|
1,402,476
|
|
1,480,144
|
Series CPI, 1.25%, 9/15/2032
(a)
|
|
EUR
|
2,724,491
|
|
2,856,793
|
Series CPI, 1.30%, 5/15/2028
(a)
|
|
EUR
|
2,581,880
|
|
2,761,623
|
Series CPI, 2.35%, 9/15/2024
(a)
|
|
EUR
|
2,431,916
|
|
2,668,610
|
Series CPI, 2.35%, 9/15/2035
(a)
|
|
EUR
|
2,812,301
|
|
3,230,315
|
Series CPI, 2.55%, 9/15/2041
(a)
|
|
EUR
|
2,370,938
|
|
2,855,038
|
Series CPI, 3.10%, 9/15/2026
(a)
|
|
EUR
|
2,501,348
|
|
2,858,461
|
|
|
|
|
|
23,324,698
|
JAPAN
— 4.4% |
|
|
|
Japanese
Government CPI-Linked Bond: |
|
|
|
|
|
Series 26, 0.01%,
3/10/2031
|
|
JPY
|
211,432,000
|
|
1,569,908
|
Series 27, 0.01%,
3/10/2032
|
|
JPY
|
414,085,320
|
|
3,065,523
|
Series 19, 0.10%,
9/10/2024
|
|
JPY
|
288,730,200
|
|
2,054,123
|
Series 20, 0.10%,
3/10/2025
|
|
JPY
|
525,092,800
|
|
3,751,924
|
Series 21, 0.10%,
3/10/2026
|
|
JPY
|
399,151,116
|
|
2,893,932
|
Series 22, 0.10%,
3/10/2027
|
|
JPY
|
228,858,773
|
|
1,675,616
|
Series 23, 0.10%,
3/10/2028
|
|
JPY
|
325,306,840
|
|
2,374,683
|
See accompanying notes to financial statements.
59
SPDR FTSE
INTERNATIONAL GOVERNMENT INFLATION-PROTECTED BOND ETF
SCHEDULE OF
INVESTMENTS (continued)
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 24, 0.10%,
3/10/2029
|
|
JPY
|
433,733,345
|
|
$
3,186,523 |
|
|
|
|
|
20,572,232
|
MEXICO
— 4.6% |
|
|
|
Mexico
Udibonos: |
|
|
|
|
|
Series S, 2.75%,
11/27/2031
|
|
MXN
|
48,930,638
|
|
2,538,042
|
Series S, 3.00%,
12/3/2026
|
|
MXN
|
28,737,042
|
|
1,556,466
|
Series S, 4.00%,
11/30/2028
|
|
MXN
|
37,280,486
|
|
2,124,034
|
Series S, 4.00%,
11/15/2040
|
|
MXN
|
58,646,861
|
|
3,271,886
|
Series S, 4.00%,
11/8/2046
|
|
MXN
|
52,037,346
|
|
2,861,273
|
Series S, 4.00%,
11/3/2050
|
|
MXN
|
61,745,803
|
|
3,379,323
|
Series S, 4.50%,
12/4/2025
|
|
MXN
|
36,814,480
|
|
2,091,023
|
Series S, 4.50%,
11/22/2035
|
|
MXN
|
61,668,138
|
|
3,704,008
|
|
|
|
|
|
21,526,055
|
NEW
ZEALAND — 3.0% |
|
|
|
New
Zealand Government Bonds Inflation-Linked: |
|
|
|
|
|
Series 0925, 2.00%,
9/20/2025
|
|
NZD
|
3,911,794
|
|
2,421,091
|
Series 0935, 2.50%,
9/20/2035
|
|
NZD
|
8,742,697
|
|
5,370,060
|
Series 0940, 2.50%,
9/20/2040
|
|
NZD
|
5,591,542
|
|
3,360,858
|
Series 0930, 3.00%,
9/20/2030
|
|
NZD
|
4,713,528
|
|
3,051,468
|
|
|
|
|
|
14,203,477
|
SOUTH
AFRICA — 4.6% |
|
|
|
Republic
of South Africa Government Bond CPI-Linked: |
|
|
|
|
|
Series 2029, 1.88%,
3/31/2029
|
|
ZAR
|
33,741,121
|
|
1,552,388
|
Series 2033, 1.88%,
2/28/2033
|
|
ZAR
|
49,713,178
|
|
2,023,255
|
Series 2025, 2.00%,
1/31/2025
|
|
ZAR
|
67,598,181
|
|
3,466,372
|
Series 2038, 2.25%,
1/31/2038
|
|
ZAR
|
79,147,838
|
|
3,006,859
|
Series 2046, 2.50%,
3/31/2046
|
|
ZAR
|
81,827,644
|
|
2,869,630
|
Series 2050, 2.50%,
12/31/2050
|
|
ZAR
|
128,453,406
|
|
4,274,076
|
Series R210, 2.60%,
3/31/2028
|
|
ZAR
|
34,728,273
|
|
1,714,610
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series R202, 3.45%,
12/7/2033
|
|
ZAR
|
64,015,330
|
|
$
2,988,237 |
|
|
|
|
|
21,895,427
|
SOUTH
KOREA — 1.0% |
|
|
|
Korea
Treasury Bonds Inflation-Linked: |
|
|
|
|
|
Series 2606, 1.00%,
6/10/2026
|
|
KRW
|
1,630,046,100
|
|
1,251,328
|
Series 3006, 1.13%,
6/10/2030
|
|
KRW
|
1,740,055,310
|
|
1,324,360
|
Series 3206, 1.63%,
6/10/2032
|
|
KRW
|
934,668,000
|
|
728,387
|
Series 2806, 1.75%,
6/10/2028
|
|
KRW
|
1,741,864,350
|
|
1,378,984
|
|
|
|
|
|
4,683,059
|
SPAIN
— 4.5% |
|
|
|
Spain
Government Bonds Inflation-Linked: |
|
|
|
|
|
0.65%, 11/30/2027
(a)
|
|
EUR
|
4,430,562
|
|
4,742,339
|
0.70%, 11/30/2033
(a)
|
|
EUR
|
5,279,949
|
|
5,507,025
|
1.00%, 11/30/2030
(a)
|
|
EUR
|
6,043,163
|
|
6,571,006
|
1.80%, 11/30/2024
(a)
|
|
EUR
|
4,264,774
|
|
4,670,504
|
|
|
|
|
|
21,490,874
|
SWEDEN
— 4.4% |
|
|
|
Sweden
Bonds Inflation-Linked: |
|
|
|
|
|
Series 3112, 0.13%,
6/1/2026
|
|
SEK
|
41,458,858
|
|
3,728,646
|
Series 3113, 0.13%,
12/1/2027
|
|
SEK
|
37,277,886
|
|
3,324,645
|
Series 3114, 0.13%,
6/1/2030
|
|
SEK
|
22,712,226
|
|
1,982,571
|
Series 3111, 0.13%,
6/1/2032
|
|
SEK
|
32,111,711
|
|
2,823,374
|
Series 3109, 1.00%,
6/1/2025
|
|
SEK
|
45,554,701
|
|
4,189,288
|
Series 3104, 3.50%,
12/1/2028
|
|
SEK
|
44,364,783
|
|
4,648,970
|
|
|
|
|
|
20,697,494
|
TURKEY
— 4.2% |
|
|
|
Turkey
Government Bonds: |
|
|
|
|
|
Series CPI, Zero Coupon,
2/11/2032
|
|
TRY
|
26,199,714
|
|
1,214,253
|
Series CPI, 0.01%,
8/4/2032
|
|
TRY
|
13,594,238
|
|
636,776
|
1.50%,
6/18/2025
|
|
TRY
|
74,757,055
|
|
3,671,167
|
Series CPI, 2.00%,
9/18/2024
|
|
TRY
|
2,537,482
|
|
112,963
|
2.36%,
1/29/2025
|
|
TRY
|
26,710,804
|
|
1,216,205
|
Series CPI, 2.40%,
5/8/2024
|
|
TRY
|
34,779,269
|
|
1,487,891
|
Series CPI, 2.70%,
1/14/2026
|
|
TRY
|
50,618,559
|
|
2,474,409
|
See accompanying notes to financial statements.
60
SPDR FTSE
INTERNATIONAL GOVERNMENT INFLATION-PROTECTED BOND ETF
SCHEDULE OF
INVESTMENTS (continued)
June 30, 2023 (Unaudited)
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series CPI, 2.90%,
7/7/2027
|
|
TRY
|
48,603,971
|
|
$
2,503,378 |
Series CPI, 2.90%,
1/12/2028
|
|
TRY
|
40,300,657
|
|
2,060,385
|
Series CPI, 3.00%,
5/28/2031
|
|
TRY
|
30,445,599
|
|
1,694,295
|
3.20%,
11/6/2024
|
|
TRY
|
9,179,994
|
|
422,772
|
Series CPI, 3.30%,
6/28/2028
|
|
TRY
|
33,835,439
|
|
1,732,267
|
4.10%,
6/5/2024
|
|
TRY
|
11,698,337
|
|
511,967
|
|
|
|
|
|
19,738,728
|
UNITED
KINGDOM — 18.4% |
|
|
|
United
Kingdom Gilt Inflation Linked: |
|
|
|
|
|
Series 3MO, 0.13%,
3/22/2026
|
|
GBP
|
3,325,851
|
|
4,076,653
|
Series 3MO, 0.13%,
8/10/2028
|
|
GBP
|
3,582,918
|
|
4,377,358
|
Series 3MO, 0.13%,
3/22/2029
|
|
GBP
|
2,432,617
|
|
2,966,495
|
Series 3MO, 0.13%,
8/10/2031
|
|
GBP
|
2,665,131
|
|
3,293,105
|
Series 3MO, 0.13%,
11/22/2036
|
|
GBP
|
2,493,469
|
|
2,924,868
|
Series 3MO, 0.13%,
3/22/2039
|
|
GBP
|
1,067,388
|
|
1,208,973
|
Series 3MO, 0.13%,
8/10/2041
|
|
GBP
|
5,687,887
|
|
6,313,793
|
Series 3MO, 0.13%,
3/22/2044
|
|
GBP
|
2,728,246
|
|
2,910,224
|
Series 3MO, 0.13%,
3/22/2046
|
|
GBP
|
3,107,631
|
|
3,238,110
|
Series 3MO, 0.13%,
8/10/2048
|
|
GBP
|
1,478,018
|
|
1,517,469
|
Series 3MO, 0.13%,
3/22/2051
|
|
GBP
|
823,498
|
|
831,491
|
Series 3MO, 0.13%,
11/22/2056
|
|
GBP
|
1,596,616
|
|
1,596,626
|
Series 3MO, 0.13%,
3/22/2058
|
|
GBP
|
2,395,383
|
|
2,389,429
|
Series 3MO, 0.13%,
11/22/2065
|
|
GBP
|
1,645,361
|
|
1,655,852
|
Series 3MO, 0.13%,
3/22/2068
|
|
GBP
|
1,865,303
|
|
1,877,267
|
Series 3MO, 0.13%,
3/22/2073
|
|
GBP
|
543,839
|
|
582,651
|
Series 3MO, 0.25%,
3/22/2052
|
|
GBP
|
2,693,963
|
|
2,824,541
|
Series 3MO, 0.38%,
3/22/2062
|
|
GBP
|
2,725,517
|
|
2,997,197
|
Series 3MO, 0.50%,
3/22/2050
|
|
GBP
|
3,230,248
|
|
3,638,400
|
Series 3MO, 0.63%,
3/22/2040
|
|
GBP
|
2,753,440
|
|
3,365,360
|
Security
Description |
|
|
Principal
Amount |
|
Value
|
Series 3MO, 0.63%,
11/22/2042
|
|
GBP
|
1,718,731
|
|
$
2,075,308 |
Series 3MO, 0.75%,
3/22/2034
|
|
GBP
|
4,033,740
|
|
5,179,940
|
Series 3MO, 0.75%,
11/22/2047
|
|
GBP
|
2,358,375
|
|
2,829,757
|
Series 3MO, 1.13%,
11/22/2037
|
|
GBP
|
2,524,180
|
|
3,351,474
|
Series 3MO, 1.25%,
11/22/2027
|
|
GBP
|
3,936,055
|
|
5,051,345
|
Series 3MO, 1.25%,
11/22/2032
|
|
GBP
|
3,325,581
|
|
4,507,027
|
Series 3MO, 1.25%,
11/22/2055
|
|
GBP
|
2,675,370
|
|
3,732,250
|
Series 8MO, 2.00%,
1/26/2035
|
|
GBP
|
1,322,986
|
|
1,966,303
|
Series 8MO, 2.50%,
7/17/2024
|
|
GBP
|
2,017,704
|
|
2,630,951
|
Series 8MO, 4.13%,
7/22/2030
|
|
GBP
|
795,633
|
|
1,279,677
|
|
|
|
|
|
87,189,894
|
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost
$534,503,182)
|
|
|
|
|
465,583,146
|
TOTAL INVESTMENTS — 98.4% (Cost
$534,503,182)
|
|
465,583,146
|
|
OTHER ASSETS IN EXCESS OF LIABILITIES — 1.6%
|
|
7,501,399
|
|
NET ASSETS — 100.0%
|
|
$
473,084,545 |
|
(a)
|
Securities
purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 12.9% of net assets as of June 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to
qualified institutional buyers. |
AUD
|
Australian
Dollar |
BRL
|
Brazilian
Real |
CAD
|
Canadian
Dollar |
CLP
|
Chilean
Peso |
COP
|
Colombian
Peso |
EUR
|
Euro
|
GBP
|
British
Pound |
ILS
|
Israeli
New Shekel |
JPY
|
Japanese
Yen |
KRW
|
South
Korean Won |
MXN
|
Mexican
Peso |
NZD
|
New
Zealand Dollar |
SEK
|
Swedish
Krona |
TRY
|
Turkish
New Lira |
ZAR
|
South
African Rand |
See accompanying notes to financial statements.
61
SPDR FTSE
INTERNATIONAL GOVERNMENT INFLATION-PROTECTED BOND ETF
SCHEDULE OF
INVESTMENTS (continued)
June 30, 2023 (Unaudited)
The following table summarizes the value of the Fund's
investments according to the fair value hierarchy as of June 30, 2023.
Description
|
|
Level
1 – Quoted Prices |
|
Level
2 – Other Significant Observable Inputs |
|
Level
3 – Significant Unobservable Inputs |
|
Total
|
ASSETS:
|
|
|
|
|
|
|
|
|
INVESTMENTS:
|
|
|
|
|
|
|
|
|
Foreign Government
Obligations
|
|
$—
|
|
$465,583,146
|
|
$—
|
|
$465,583,146
|
Affiliate Table
|
Number
of Shares Held at 12/31/22 |
|
Value
at 12/31/22 |
|
Cost
of Purchases |
|
Proceeds
from Shares Sold |
|
Realized
Gain (Loss) |
|
Change
in Unrealized Appreciation/ Depreciation |
|
Number
of Shares Held at 6/30/23 |
|
Value
at 6/30/23 |
|
Dividend
Income |
State Street Institutional U.S. Government Money Market Fund, Class G
Shares
|
367,253
|
|
$367,253
|
|
$27,858,184
|
|
$28,225,437
|
|
$—
|
|
$—
|
|
—
|
|
$—
|
|
$13,707
|
See accompanying notes to financial statements.
62
[This Page
Intentionally Left Blank]
SPDR SERIES
TRUST
STATEMENTS OF ASSETS AND LIABILITIES
June 30, 2023 (Unaudited)
|
SPDR
Bloomberg Emerging Markets Local Bond ETF |
|
SPDR
Bloomberg International Corporate Bond ETF |
ASSETS
|
|
|
|
Investments in unaffiliated issuers, at
value*
|
$1,649,909,027
|
|
$166,448,236
|
Investments in affiliated issuers, at
value
|
31,560,713
|
|
2,347,117
|
Total
Investments
|
1,681,469,740
|
|
168,795,353
|
Foreign currency, at
value
|
17,168,273
|
|
1,447,524
|
Cash
|
10,256
|
|
—
|
Receivable for investments
sold
|
43,245,015
|
|
1,478,164
|
Dividends receivable — affiliated
issuers
|
11,768
|
|
323
|
Interest receivable — unaffiliated
issuers
|
23,540,516
|
|
1,576,862
|
Securities lending income receivable — unaffiliated
issuers
|
36
|
|
—
|
Securities lending income receivable — affiliated issuers
|
13,345
|
|
727
|
Receivable for foreign taxes
recoverable
|
316,739
|
|
—
|
TOTAL ASSETS
|
1,765,775,688
|
|
173,298,953
|
LIABILITIES
|
|
|
|
Due to
custodian
|
—
|
|
—
|
Payable upon return of securities
loaned
|
27,991,543
|
|
2,329,682
|
Payable for investments
purchased
|
31,221,611
|
|
1,388,187
|
Deferred foreign taxes
payable
|
468,148
|
|
—
|
Advisory fee
payable
|
415,341
|
|
69,341
|
TOTAL LIABILITIES
|
60,096,643
|
|
3,787,210
|
NET ASSETS
|
$1,705,679,045
|
|
$
169,511,743 |
NET
ASSETS CONSIST OF: |
|
|
|
Paid-in
Capital
|
$1,951,534,987
|
|
$192,343,226
|
Total distributable earnings
(loss)**
|
(245,855,942)
|
|
(22,831,483)
|
NET ASSETS
|
$1,705,679,045
|
|
$
169,511,743 |
NET
ASSET VALUE PER SHARE |
|
|
|
Net asset value per
share
|
$
21.06 |
|
$
28.25 |
Shares outstanding (unlimited amount authorized, $0.01 par
value)
|
81,000,000
|
|
6,000,000
|
COST
OF INVESTMENTS: |
|
|
|
Investments in unaffiliated
issuers
|
$1,748,949,470
|
|
$186,798,053
|
Investments in affiliated
issuers
|
31,560,713
|
|
2,347,117
|
Total cost of
investments
|
$1,780,510,183
|
|
$189,145,170
|
Foreign currency, at
cost
|
$
17,638,183 |
|
$
1,498,189 |
* Includes investments in securities on loan, at
value
|
$
27,083,309 |
|
$
2,272,559 |
** Includes deferred foreign
taxes
|
$
468,148 |
|
$
— |
See accompanying notes to financial statements.
64
SPDR
Bloomberg International Treasury Bond ETF |
|
SPDR
Bloomberg Short Term International Treasury Bond ETF |
|
SPDR
FTSE International Government Inflation-Protected Bond ETF |
|
|
|
|
|
$
977,560,731 |
|
$187,580,849
|
|
$
465,583,146 |
1,747,917
|
|
445,762
|
|
—
|
979,308,648
|
|
188,026,611
|
|
465,583,146
|
2,501,656
|
|
588,552
|
|
1,488,708
|
—
|
|
—
|
|
—
|
11,761,438
|
|
11,200,788
|
|
3,713,180
|
4,916
|
|
3,823
|
|
1,447
|
6,817,827
|
|
1,064,601
|
|
2,558,056
|
—
|
|
—
|
|
—
|
27
|
|
—
|
|
—
|
479,017
|
|
137,151
|
|
—
|
1,000,873,529
|
|
201,021,526
|
|
473,344,537
|
|
|
|
|
|
187,285
|
|
—
|
|
50,835
|
113,784
|
|
—
|
|
—
|
13,744,559
|
|
11,632,085
|
|
12,092
|
151,076
|
|
1,259
|
|
3,665
|
285,672
|
|
54,467
|
|
193,400
|
14,482,376
|
|
11,687,811
|
|
259,992
|
$
986,391,153 |
|
$189,333,715
|
|
$
473,084,545 |
|
|
|
|
|
$1,175,192,698
|
|
$203,030,394
|
|
$
575,706,580 |
(188,801,545)
|
|
(13,696,679)
|
|
(102,622,035)
|
$
986,391,153 |
|
$189,333,715
|
|
$
473,084,545 |
|
|
|
|
|
$
22.47 |
|
$
26.67 |
|
$
41.86 |
43,900,038
|
|
7,100,000
|
|
11,300,483
|
|
|
|
|
|
$1,148,510,295
|
|
$193,432,315
|
|
$
534,503,182 |
1,747,917
|
|
445,762
|
|
—
|
$1,150,258,212
|
|
$193,878,077
|
|
$
534,503,182 |
$
2,489,044 |
|
$
603,001 |
|
$
1,501,731 |
$
104,218 |
|
$
— |
|
$
— |
$
151,076 |
|
$
1,259 |
|
$
1,738 |
SPDR SERIES
TRUST
STATEMENTS OF OPERATIONS
For the Six Months Ended June 30, 2023 (Unaudited)
|
SPDR
Bloomberg Emerging Markets Local Bond ETF |
|
SPDR
Bloomberg International Corporate Bond ETF |
INVESTMENT
INCOME |
|
|
|
Interest income — unaffiliated
issuers
|
$
56,670,428 |
|
$
2,127,625 |
Dividend income — affiliated
issuers
|
78,584
|
|
4,819
|
Unaffiliated securities lending
income
|
—
|
|
33
|
Affiliated securities lending
income
|
112,867
|
|
10,298
|
Foreign taxes
withheld
|
(1,504,829)
|
|
—
|
TOTAL INVESTMENT INCOME
(LOSS)
|
55,357,050
|
|
2,142,775
|
EXPENSES
|
|
|
|
Advisory
fee
|
2,885,101
|
|
439,193
|
Trustees’ fees and expenses
|
11,377
|
|
789
|
Miscellaneous
expenses
|
1,071
|
|
90
|
TOTAL
EXPENSES
|
2,897,549
|
|
440,072
|
NET INVESTMENT INCOME
(LOSS)
|
$
52,459,501 |
|
$
1,702,703 |
REALIZED
AND UNREALIZED GAIN (LOSS) |
|
|
|
Net
realized gain (loss) on: |
|
|
|
Investments — unaffiliated
issuers*
|
(41,545,885)
|
|
(1,756,866)
|
In-kind redemptions — unaffiliated
issuers
|
7,826,583
|
|
(664,222)
|
Forward foreign currency exchange
contracts
|
17,963
|
|
—
|
Foreign currency
transactions
|
(2,102,977)
|
|
(13,433)
|
Net realized gain
(loss)
|
(35,804,316)
|
|
(2,434,521)
|
Net
change in unrealized appreciation/depreciation on: |
|
|
|
Investments — unaffiliated
issuers**
|
88,024,467
|
|
6,737,255
|
Forward foreign currency exchange
contracts
|
(70,505)
|
|
—
|
Foreign currency
translations
|
(598,120)
|
|
(74,689)
|
Net change in unrealized
appreciation/depreciation
|
87,355,842
|
|
6,662,566
|
NET REALIZED AND UNREALIZED GAIN
(LOSS)
|
51,551,526
|
|
4,228,045
|
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$104,011,027
|
|
$
5,930,748 |
* Includes foreign capital gain
taxes
|
$
(120,213) |
|
$
— |
** Includes foreign deferred
taxes
|
$
(468,148) |
|
$
— |
See accompanying notes to financial statements.
66
SPDR
Bloomberg International Treasury Bond ETF |
|
SPDR
Bloomberg Short Term International Treasury Bond ETF |
|
SPDR
FTSE International Government Inflation-Protected Bond ETF |
|
|
|
|
|
$
11,773,828 |
|
$
1,430,989 |
|
$
19,969,614 |
16,012
|
|
6,685
|
|
13,707
|
—
|
|
154
|
|
—
|
264
|
|
—
|
|
—
|
(207,143)
|
|
(25,389)
|
|
—
|
11,582,961
|
|
1,412,439
|
|
19,983,321
|
|
|
|
|
|
1,881,528
|
|
286,146
|
|
1,252,916
|
5,609
|
|
812
|
|
2,700
|
15,800
|
|
10,084
|
|
269
|
1,902,937
|
|
297,042
|
|
1,255,885
|
$
9,680,024 |
|
$
1,115,397 |
|
$
18,727,436 |
|
|
|
|
|
|
|
|
|
|
(7,946,890)
|
|
(5,367,813)
|
|
(12,301,022)
|
(4,399,323)
|
|
(1,530,897)
|
|
(1,872,691)
|
—
|
|
—
|
|
—
|
(551,875)
|
|
(37,339)
|
|
(189,038)
|
(12,898,088)
|
|
(6,936,049)
|
|
(14,362,751)
|
|
|
|
|
|
16,092,391
|
|
5,338,629
|
|
17,022,542
|
—
|
|
—
|
|
—
|
(97,095)
|
|
(6,261)
|
|
43,836
|
15,995,296
|
|
5,332,368
|
|
17,066,378
|
3,097,208
|
|
(1,603,681)
|
|
2,703,627
|
$
12,777,232 |
|
$
(488,284) |
|
$
21,431,063 |
$
(25,179) |
|
$
(470) |
|
$
(752) |
$
(151,076) |
|
$
(1,259) |
|
$
(1,738) |
SPDR SERIES
TRUST
STATEMENTS OF CHANGES IN NET ASSETS
|
SPDR
Bloomberg Emerging Markets Local Bond ETF |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
INCREASE
(DECREASE) IN NET ASSETS FROM OPERATIONS: |
|
|
|
Net investment income
(loss)
|
$
52,459,501 |
|
$
98,759,769 |
Net realized gain
(loss)
|
(35,804,316)
|
|
(197,884,844)
|
Net change in unrealized
appreciation/depreciation
|
87,355,842
|
|
(76,033,218)
|
Net increase (decrease) in net assets resulting from
operations
|
104,011,027
|
|
(175,158,293)
|
Distributions to
shareholders
|
(42,290,434)
|
|
(3,714,999)
|
Return of
capital
|
—
|
|
(86,940,908)
|
Total Distributions to shareholders
|
(42,290,434)
|
|
(90,655,907)
|
FROM
BENEFICIAL INTEREST TRANSACTIONS: |
|
|
|
Proceeds from shares
sold
|
72,104,011
|
|
1,604,488,801
|
Cost of shares
redeemed
|
(580,920,285)
|
|
(370,867,980)
|
Other
Capital
|
1,290,321
|
|
3,574,214
|
Net increase (decrease) in net assets from beneficial interest transactions
|
(507,525,953)
|
|
1,237,195,035
|
Contribution from Affiliate (Note
4)
|
—
|
|
534,103
|
Net increase (decrease) in net assets during the
period
|
(445,805,360)
|
|
971,914,938
|
Net assets at beginning of
period
|
2,151,484,405
|
|
1,179,569,467
|
NET ASSETS AT END OF
PERIOD
|
$1,705,679,045
|
|
$2,151,484,405
|
SHARES
OF BENEFICIAL INTEREST: |
|
|
|
Shares
sold
|
3,400,000
|
|
74,600,000
|
Shares
redeemed
|
(27,400,000)
|
|
(18,000,000)
|
Net increase (decrease) from share
transactions
|
(24,000,000)
|
|
56,600,000
|
See accompanying notes to financial statements.
68
SPDR
Bloomberg International Corporate Bond ETF |
|
SPDR
Bloomberg International Treasury Bond ETF |
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
|
|
|
|
|
|
$
1,702,703 |
|
$
924,776 |
|
$
9,680,024 |
|
$
12,417,484 |
(2,434,521)
|
|
(4,585,386)
|
|
(12,898,088)
|
|
(33,111,730)
|
6,662,566
|
|
(23,193,521)
|
|
15,995,296
|
|
(155,034,071)
|
5,930,748
|
|
(26,854,131)
|
|
12,777,232
|
|
(175,728,317)
|
(1,464,815)
|
|
(628,666)
|
|
(7,607,863)
|
|
(10,363,828)
|
—
|
|
—
|
|
—
|
|
—
|
(1,464,815)
|
|
(628,666)
|
|
(7,607,863)
|
|
(10,363,828)
|
|
|
|
|
|
|
|
79,104,305
|
|
35,563,928
|
|
117,601,137
|
|
471,484,457
|
(54,219,916)
|
|
(19,639,302)
|
|
(252,057,789)
|
|
(121,779,953)
|
56,069
|
|
22,126
|
|
312,343
|
|
175,444
|
24,940,458
|
|
15,946,752
|
|
(134,144,309)
|
|
349,879,948
|
—
|
|
—
|
|
—
|
|
—
|
29,406,391
|
|
(11,536,045)
|
|
(128,974,940)
|
|
163,787,803
|
140,105,352
|
|
151,641,397
|
|
1,115,366,093
|
|
951,578,290
|
$
169,511,743 |
|
$140,105,352
|
|
$
986,391,153 |
|
$1,115,366,093
|
|
|
|
|
|
|
|
2,800,000
|
|
1,300,000
|
|
5,100,000
|
|
20,600,000
|
(1,900,000)
|
|
(600,000)
|
|
(11,100,000)
|
|
(4,500,000)
|
900,000
|
|
700,000
|
|
(6,000,000)
|
|
16,100,000
|
SPDR SERIES
TRUST
STATEMENTS OF CHANGES IN NET ASSETS (continued)
|
SPDR
Bloomberg Short Term International Treasury Bond ETF |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
INCREASE
(DECREASE) IN NET ASSETS FROM OPERATIONS: |
|
|
|
Net investment income
(loss)
|
$
1,115,397 |
|
$
716,345 |
Net realized gain
(loss)
|
(6,936,049)
|
|
(15,252,526)
|
Net change in unrealized
appreciation/depreciation
|
5,332,368
|
|
(6,716,636)
|
Net increase (decrease) in net assets resulting from
operations
|
(488,284)
|
|
(21,252,817)
|
Distributions to
shareholders
|
(840,288)
|
|
(665,086)
|
Return of
capital
|
—
|
|
—
|
Total Distributions to shareholders
|
(840,288)
|
|
(665,086)
|
FROM
BENEFICIAL INTEREST TRANSACTIONS: |
|
|
|
Proceeds from shares
sold
|
69,937,787
|
|
18,163,682
|
Cost of shares
redeemed
|
(24,491,474)
|
|
(21,099,179)
|
Other
Capital
|
(20,248)
|
|
(46,964)
|
Net increase (decrease) in net assets from beneficial interest transactions
|
45,426,065
|
|
(2,982,461)
|
Contribution from Affiliate (Note
4)
|
—
|
|
2,298
|
Net increase (decrease) in net assets during the
period
|
44,097,493
|
|
(24,898,066)
|
Net assets at beginning of
period
|
145,236,222
|
|
170,134,288
|
NET ASSETS AT END OF
PERIOD
|
$189,333,715
|
|
$145,236,222
|
SHARES
OF BENEFICIAL INTEREST: |
|
|
|
Shares
sold
|
2,600,000
|
|
600,000
|
Shares
redeemed
|
(900,000)
|
|
(800,000)
|
Net increase (decrease) from share
transactions
|
1,700,000
|
|
(200,000)
|
See accompanying notes to financial statements.
70
SPDR
FTSE International Government Inflation-Protected Bond ETF |
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
|
|
$
18,727,436 |
|
$
51,795,927 |
(14,362,751)
|
|
(41,175,258)
|
17,066,378
|
|
(97,436,182)
|
21,431,063
|
|
(86,815,513)
|
(14,732,626)
|
|
(37,295,303)
|
—
|
|
(11,096,490)
|
(14,732,626)
|
|
(48,391,793)
|
|
|
|
—
|
|
237,160,404
|
(54,426,115)
|
|
(34,725,536)
|
37,467
|
|
267,829
|
(54,388,648)
|
|
202,702,697
|
—
|
|
51,944
|
(47,690,211)
|
|
67,547,335
|
520,774,756
|
|
453,227,421
|
$473,084,545
|
|
$520,774,756
|
|
|
|
—
|
|
4,900,000
|
(1,300,000)
|
|
(700,000)
|
(1,300,000)
|
|
4,200,000
|
SPDR SERIES
TRUST
FINANCIAL HIGHLIGHTS
Selected data for a share outstanding throughout each period
|
SPDR
Bloomberg Emerging Markets Local Bond ETF |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
Year
Ended 12/31/21 |
|
Year
Ended 12/31/20 |
|
Six-month
Period Ended 12/31/19(a) |
|
Year
Ended 6/30/19 |
Net asset value, beginning of
period
|
$
20.49 |
|
$
24.37 |
|
$
28.00 |
|
$
27.83 |
|
$
27.76 |
|
$
27.08 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
|
|
|
|
|
Net investment income (loss)
(b)
|
0.57
|
|
1.13
|
|
1.01
|
|
1.13
|
|
0.65
|
|
1.51
|
Net realized and unrealized gain (loss)
(c)
|
0.46
|
|
(4.08)
|
|
(3.72)
|
|
0.05
|
|
0.15
|
|
0.45
|
Total from investment
operations
|
1.03
|
|
(2.95)
|
|
(2.71)
|
|
1.18
|
|
0.80
|
|
1.96
|
Contribution from Affiliate (Note
4)
|
—
|
|
0.01
|
|
—
|
|
—
|
|
—
|
|
0.01
|
Other capital
(b)
|
0.01
|
|
0.04
|
|
0.02
|
|
0.02
|
|
0.01
|
|
0.02
|
Distributions
to shareholders from: |
|
|
|
|
|
|
|
|
|
|
|
Net investment
income
|
(0.47)
|
|
(0.04)
|
|
(0.81)
|
|
(0.22)
|
|
(0.07)
|
|
(0.79)
|
Return of
Capital
|
—
|
|
(0.94)
|
|
(0.13)
|
|
(0.81)
|
|
(0.67)
|
|
(0.52)
|
Total
distributions
|
(0.47)
|
|
(0.98)
|
|
(0.94)
|
|
(1.03)
|
|
(0.74)
|
|
(1.31)
|
Net asset value, end of
period
|
$
21.06 |
|
$
20.49 |
|
$
24.37 |
|
$
28.00 |
|
$
27.83 |
|
$
27.76 |
Total return
(d)
|
5.13%
|
|
(11.89)%(e)
|
|
(9.74)%
|
|
4.59%
|
|
2.94%
|
|
7.70%(f)
|
Ratios
and Supplemental Data: |
|
|
|
|
|
|
|
|
|
|
|
Net assets, end of period (in
000s)
|
$1,705,679
|
|
$2,151,484
|
|
$1,179,569
|
|
$1,013,443
|
|
$1,015,629
|
|
$810,738
|
Ratios
to average net assets: |
|
|
|
|
|
|
|
|
|
|
|
Total
expenses
|
0.30%(g)
|
|
0.31%
|
|
0.30%
|
|
0.30%
|
|
0.30%(g)
|
|
0.39%
|
Net
expenses
|
0.30%(g)
|
|
0.31%
|
|
0.30%
|
|
0.30%
|
|
0.30%(g)
|
|
0.38%
|
Net investment income
(loss)
|
5.45%(g)
|
|
5.45%
|
|
3.86%
|
|
4.26%
|
|
4.69%(g)
|
|
5.68%
|
Portfolio turnover rate
(h)
|
18%(i)
|
|
39%
|
|
22%
|
|
50%
|
|
18%(i)
|
|
43%
|
(a)
|
Effective November 12, 2019,
the Board of Trustees approved a change in fiscal year end for the Fund from June 30 to December 31. |
(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)
|
Total
return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net
asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e)
|
If an
Affiliate had not made a contribution during the year ended December 31, 2022, the total return would have been (11.93)%. |
(f)
|
If an
Affiliate had not made a contribution during the year ended June 30, 2019, the total return would have been 7.66%. |
(g)
|
Annualized.
|
(h)
|
Portfolio
turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(i)
|
Not
annualized. |
See accompanying notes to financial statements.
72
SPDR SERIES
TRUST
FINANCIAL HIGHLIGHTS (continued)
Selected data for a share outstanding throughout each period
|
SPDR
Bloomberg International Corporate Bond ETF |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
Year
Ended 12/31/21 |
|
Year
Ended 12/31/20 |
|
Six-month
Period Ended 12/31/19(a) |
|
Year
Ended 6/30/19 |
Net asset value, beginning of
period
|
$
27.47 |
|
$
34.46 |
|
$
37.76 |
|
$
33.98 |
|
$
34.15 |
|
$
33.87 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
|
|
|
|
|
Net investment income (loss)
(b)
|
0.27
|
|
0.23
|
|
0.12
|
|
0.18
|
|
0.14
|
|
0.29
|
Net realized and unrealized gain (loss)
(c)
|
0.73
|
|
(7.08)
|
|
(3.30)
|
|
3.74
|
|
(0.20)
|
|
0.23
|
Total from investment
operations
|
1.00
|
|
(6.85)
|
|
(3.18)
|
|
3.92
|
|
(0.06)
|
|
0.52
|
Other capital
(b)
|
0.01
|
|
0.01
|
|
0.01
|
|
0.02
|
|
0.02
|
|
0.00(d)
|
Distributions
to shareholders from: |
|
|
|
|
|
|
|
|
|
|
|
Net investment
income
|
(0.23)
|
|
(0.15)
|
|
(0.13)
|
|
(0.04)
|
|
(0.10)
|
|
—
|
Return of
Capital
|
—
|
|
—
|
|
—
|
|
(0.12)
|
|
(0.03)
|
|
(0.24)
|
Total
distributions
|
(0.23)
|
|
(0.15)
|
|
(0.13)
|
|
(0.16)
|
|
(0.13)
|
|
(0.24)
|
Net asset value, end of
period
|
$
28.25 |
|
$
27.47 |
|
$
34.46 |
|
$
37.76 |
|
$
33.98 |
|
$
34.15 |
Total return
(e)
|
3.67%
|
|
(19.86)%
|
|
(8.41)%
|
|
11.69%
|
|
(0.15)%
|
|
1.59%
|
Ratios
and Supplemental Data: |
|
|
|
|
|
|
|
|
|
|
|
Net assets, end of period (in
000s)
|
$169,512
|
|
$140,105
|
|
$151,641
|
|
$260,546
|
|
$190,273
|
|
$167,358
|
Ratios
to average net assets: |
|
|
|
|
|
|
|
|
|
|
|
Total
expenses
|
0.50%(f)
|
|
0.51%
|
|
0.50%
|
|
0.50%
|
|
0.50%(f)
|
|
0.51%
|
Net investment income
(loss)
|
1.94%(f)
|
|
0.78%
|
|
0.32%
|
|
0.54%
|
|
0.81%(f)
|
|
0.88%
|
Portfolio turnover rate
(g)
|
9%(h)
|
|
14%
|
|
14%
|
|
23%
|
|
5%(h)
|
|
16%
|
(a)
|
Effective November 12, 2019,
the Board of Trustees approved a change in fiscal year end for the Fund from June 30 to December 31. |
(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)
|
Portfolio
turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h)
|
Not
annualized. |
See accompanying notes to financial statements.
73
SPDR SERIES
TRUST
FINANCIAL HIGHLIGHTS (continued)
Selected data for a share outstanding throughout each period
|
SPDR
Bloomberg International Treasury Bond ETF |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
Year
Ended 12/31/21 |
|
Year
Ended 12/31/20 |
|
Six-month
Period Ended 12/31/19(a) |
|
Year
Ended 6/30/19 |
Net asset value, beginning of
period
|
$
22.35 |
|
$
28.15 |
|
$
31.22 |
|
$
28.74 |
|
$
28.87 |
|
$
27.88 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
|
|
|
|
|
Net investment income (loss)
(b)
|
0.20
|
|
0.34
|
|
0.28
|
|
0.35
|
|
0.19
|
|
0.39
|
Net realized and unrealized gain (loss)
(c)
|
0.07
|
|
(5.87)
|
|
(3.10)
|
|
2.42
|
|
(0.13)
|
|
0.92
|
Total from investment
operations
|
0.27
|
|
(5.53)
|
|
(2.82)
|
|
2.77
|
|
0.06
|
|
1.31
|
Contribution from
Affiliate
|
—
|
|
—
|
|
—
|
|
0.00(d)
|
|
—
|
|
—
|
Other capital
(b)
|
0.01
|
|
0.00(d)
|
|
0.01
|
|
0.01
|
|
0.00(d)
|
|
0.01
|
Distributions
to shareholders from: |
|
|
|
|
|
|
|
|
|
|
|
Net investment
income
|
(0.16)
|
|
(0.27)
|
|
(0.26)
|
|
(0.30)
|
|
(0.19)
|
|
(0.33)
|
Net asset value, end of
period
|
$
22.47 |
|
$
22.35 |
|
$
28.15 |
|
$
31.22 |
|
$
28.74 |
|
$
28.87 |
Total return
(e)
|
1.22%
|
|
(19.66)%
|
|
(9.01)%
|
|
9.73%(f)
|
|
0.20%
|
|
4.78%
|
Ratios
and Supplemental Data: |
|
|
|
|
|
|
|
|
|
|
|
Net assets, end of period (in
000s)
|
$986,391
|
|
$1,115,366
|
|
$951,578
|
|
$1,011,547
|
|
$1,028,855
|
|
$1,122,866
|
Ratios
to average net assets: |
|
|
|
|
|
|
|
|
|
|
|
Total
expenses
|
0.35%(g)
|
|
0.36%
|
|
0.35%
|
|
0.35%
|
|
0.35%(g)
|
|
0.38%
|
Net investment income
(loss)
|
1.80%(g)
|
|
1.43%
|
|
0.95%
|
|
1.19%
|
|
1.31%(g)
|
|
1.42%
|
Portfolio turnover rate
(h)
|
9%(i)
|
|
14%
|
|
15%
|
|
16%
|
|
7%(i)
|
|
18%
|
(a)
|
Effective November 12, 2019,
the Board of Trustees approved a change in fiscal year end for the Fund from June 30 to December 31. |
(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 December 31, 2020, the total return would have remained 9.73%. |
(g)
|
Annualized.
|
(h)
|
Portfolio
turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(i)
|
Not
annualized. |
See accompanying notes to financial statements.
74
SPDR SERIES
TRUST
FINANCIAL HIGHLIGHTS (continued)
Selected data for a share outstanding throughout each period
|
SPDR
Bloomberg Short Term International Treasury Bond ETF |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
Year
Ended 12/31/21 |
|
Year
Ended 12/31/20 |
|
Six-month
Period Ended 12/31/19(a) |
|
Year
Ended 6/30/19 |
Net asset value, beginning of
period
|
$
26.90 |
|
$
30.38 |
|
$
32.84 |
|
$
30.88 |
|
$
31.05 |
|
$
31.38 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
|
|
|
|
|
Net investment income (loss)
(b)
|
0.18
|
|
0.12
|
|
(0.03)
|
|
0.05
|
|
0.07
|
|
0.16
|
Net realized and unrealized gain (loss)
(c)
|
(0.27)
|
|
(3.47)
|
|
(2.26)
|
|
1.94
|
|
(0.17)
|
|
(0.10)
|
Total from investment
operations
|
(0.09)
|
|
(3.35)
|
|
(2.29)
|
|
1.99
|
|
(0.10)
|
|
0.06
|
Contribution from Affiliate (Note
4)
|
—
|
|
0.00(d)
|
|
—
|
|
0.00(d)
|
|
—
|
|
—
|
Other capital
(b)
|
(0.00)(d)
|
|
(0.01)
|
|
0.01
|
|
0.01
|
|
0.00(d)
|
|
0.00(d)
|
Distributions
to shareholders from: |
|
|
|
|
|
|
|
|
|
|
|
Net investment
income
|
(0.14)
|
|
(0.12)
|
|
(0.18)
|
|
(0.04)
|
|
—
|
|
(0.33)
|
Return of
Capital
|
—
|
|
—
|
|
—
|
|
—
|
|
(0.07)
|
|
(0.06)
|
Total
distributions
|
(0.14)
|
|
(0.12)
|
|
(0.18)
|
|
(0.04)
|
|
(0.07)
|
|
(0.39)
|
Net asset value, end of
period
|
$
26.67 |
|
$
26.90 |
|
$
30.38 |
|
$
32.84 |
|
$
30.88 |
|
$
31.05 |
Total return
(e)
|
(0.32)%
|
|
(11.07)%(f)
|
|
(6.91)%
|
|
6.49%(g)
|
|
(0.36)%
|
|
0.21%
|
Ratios
and Supplemental Data: |
|
|
|
|
|
|
|
|
|
|
|
Net assets, end of period (in
000s)
|
$189,334
|
|
$145,236
|
|
$170,134
|
|
$213,429
|
|
$299,496
|
|
$298,118
|
Ratios
to average net assets: |
|
|
|
|
|
|
|
|
|
|
|
Total
expenses
|
0.36%(h)
|
|
0.36%
|
|
0.35%
|
|
0.35%
|
|
0.35%(h)
|
|
0.36%
|
Net investment income
(loss)
|
1.36%(h)
|
|
0.45%
|
|
(0.09)%
|
|
0.16%
|
|
0.43%(h)
|
|
0.51%
|
Portfolio turnover rate
(i)
|
25%(j)
|
|
56%
|
|
64%
|
|
67%
|
|
31%(j)
|
|
66%
|
(a)
|
Effective November 12, 2019,
the Board of Trustees approved a change in fiscal year end for the Fund from June 30 to December 31. |
(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 December 31, 2022, the total return would have remained (11.07)%. |
(g)
|
If an
affiliate had not made a contribution during the year ended ended December 31, 2020, the total return would have remained 6.49%. |
(h)
|
Annualized.
|
(i)
|
Portfolio
turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(j)
|
Not
annualized. |
See accompanying notes to financial statements.
75
SPDR SERIES
TRUST
FINANCIAL HIGHLIGHTS (continued)
Selected data for a share outstanding throughout each period
|
SPDR
FTSE International Government Inflation-Protected Bond ETF |
|
Six-Months
Ended 6/30/23 (Unaudited) |
|
Year
Ended 12/31/22 |
|
Year
Ended 12/31/21 |
|
Year
Ended 12/31/20 |
|
Six-month
Period Ended 12/31/19(a) |
|
Year
Ended 6/30/19 |
Net asset value, beginning of
period
|
$
41.33 |
|
$
53.95 |
|
$
58.57 |
|
$
55.28 |
|
$
55.31 |
|
$
54.63 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
|
|
|
|
|
Net investment income (loss)
(b)
|
1.56
|
|
4.91
|
|
2.56
|
|
1.02
|
|
0.66
|
|
1.92
|
Net realized and unrealized gain (loss)
(c)
|
0.20
|
|
(12.97)
|
|
(4.71)
|
|
3.17
|
|
0.19
|
|
0.57
|
Total from investment
operations
|
1.76
|
|
(8.06)
|
|
(2.15)
|
|
4.19
|
|
0.85
|
|
2.49
|
Contribution from Affiliate (Note
4)
|
—
|
|
0.00(d)
|
|
—
|
|
—
|
|
—
|
|
—
|
Other capital
(b)
|
0.00(d)
|
|
0.03
|
|
0.02
|
|
0.03
|
|
0.01
|
|
0.03
|
Distributions
to shareholders from: |
|
|
|
|
|
|
|
|
|
|
|
Net investment
income
|
(1.23)
|
|
(3.53)
|
|
(2.49)
|
|
(0.93)
|
|
(0.87)
|
|
—
|
Return of
Capital
|
—
|
|
(1.06)
|
|
—
|
|
—
|
|
(0.02)
|
|
(1.84)
|
Total
distributions
|
(1.23)
|
|
(4.59)
|
|
(2.49)
|
|
(0.93)
|
|
(0.89)
|
|
(1.84)
|
Net asset value, end of
period
|
$
41.86 |
|
$
41.33 |
|
$
53.95 |
|
$
58.57 |
|
$
55.28 |
|
$
55.31 |
Total return
(e)
|
4.30%
|
|
(15.41)%(f)
|
|
(3.68)%
|
|
7.76%
|
|
1.58%
|
|
4.78%
|
Ratios
and Supplemental Data: |
|
|
|
|
|
|
|
|
|
|
|
Net assets, end of period (in
000s)
|
$473,085
|
|
$520,775
|
|
$453,227
|
|
$380,717
|
|
$431,216
|
|
$475,714
|
Ratios
to average net assets: |
|
|
|
|
|
|
|
|
|
|
|
Total
expenses
|
0.50%(g)
|
|
0.51%
|
|
0.50%
|
|
0.50%
|
|
0.50%(g)
|
|
0.50%
|
Net investment income
(loss)
|
7.47%(g)
|
|
10.68%
|
|
4.57%
|
|
1.90%
|
|
2.39%(g)
|
|
3.60%
|
Portfolio turnover rate
(h)
|
11%(i)
|
|
37%
|
|
20%
|
|
28%
|
|
8%(i)
|
|
37%
|
(a)
|
Effective November 12, 2019,
the Board of Trustees approved a change in fiscal year end for the Fund from June 30 to December 31. |
(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 December 31 2022, the total return would have remained (15.41)%. |
(g)
|
Annualized.
|
(h)
|
Portfolio
turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(i)
|
Not
annualized. |
See accompanying notes to financial statements.
76
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS
June 30, 2023 (Unaudited)
1. Organization
SPDR Series Trust (the “Trust”), a Massachusetts
business trust, registered under the Investment Company Act of 1940, as amended (“1940 Act”), is an open-end management investment company.
As of June 30, 2023, the Trust consists of eighty-three (83)
series, each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the “Board”) to authorize the issuance of an unlimited number of shares of
beneficial interest at $0.01 par value. The financial statements herein relate to the following series (each a “Fund”, and collectively, the “Funds”):
SPDR
Bloomberg Emerging Markets Local Bond ETF |
SPDR
Bloomberg International Corporate Bond ETF |
SPDR
Bloomberg International Treasury Bond ETF |
SPDR
Bloomberg Short Term International Treasury Bond ETF |
SPDR
FTSE International Government Inflation-Protected Bond ETF |
Each Fund, except for SPDR Bloomberg International Corporate
Bond ETF, is classified as a non-diversified investment company under the 1940 Act. SPDR Bloomberg International Corporate Bond ETF is classified as a diversified investment company under the 1940 Act.
2. Summary of Significant Accounting
Policies
The following is a summary of significant
accounting policies followed by the Trust in the preparation of its financial statements:
The preparation of financial statements in accordance with
U.S. generally accepted accounting principles (“U.S. GAAP”) requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those
estimates. Each Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.
Security Valuation
Each Fund's investments are valued at fair value each day that
the New York Stock Exchange (“NYSE”) is open and, for financial reporting purposes, as of the report date should the reporting period end on a day that the NYSE is not open. Fair value is generally defined as the price a fund would
receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect
an actual market price. The investments of each Fund are valued pursuant to the policy and procedures developed by the Oversight Committee (the “Committee”) and approved by the Board. The Committee provides oversight of the valuation of
investments for the Funds. The Board has responsibility for overseeing the determination of the fair value of investments.
Valuation techniques used to value each Fund’s
investments by major category are as follows:
•
Investments in registered investment companies (including money market funds) or other unitized pooled investment vehicles that are not traded on an exchange are valued at that day’s published net asset value (“NAV”) per share
or unit.
•
Government and municipal fixed income securities are generally valued using quotations from independent pricing services or brokers. Certain government inflation-indexed securities may require a calculated fair valuation as the cumulative
inflation is contained within the price provided by the pricing service or broker. For these securities, the inflation component of the price is “cleaned” from the pricing service or broker price utilizing the published inflation factors
in order to ensure proper accrual of income.
•
Debt obligations (including short-term investments and convertible debt securities) are valued using quotations from independent pricing services or brokers or are generally valued at the last reported evaluated prices.
•
Forward foreign currency exchange contracts are valued based on that day’s prevailing forward exchange rate for the underlying currencies. The rates are obtained from independent pricing services in accordance with the valuation policy
and procedures approved by the Board.
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS (continued)
June 30, 2023 (Unaudited)
In the event prices or quotations are not readily available or
that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be determined in good faith by the Committee, in accordance with the
valuation policy and procedures approved by the Board.
Various inputs are used in determining the value of the Funds'
investments.
The Funds value their assets and
liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical
assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the
hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.
The three levels of the fair value hierarchy are as
follows:
• Level 1 – Unadjusted
quoted prices in active markets for an identical asset or liability;
•
Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for
identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves,
volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and
•
Level 3 – Unobservable inputs for the asset or liability, including the Committee’s assumptions used in determining the fair value of investments.
The value of each Fund’s investments according to the
fair value hierarchy as of June 30, 2023 is disclosed in each Fund’s respective Schedule of Investments.
Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for
financial reporting purposes. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method.
Dividend income and capital gain distributions, if any, are
recognized on the ex-dividend date, or when the information becomes available, net of any foreign taxes withheld at source, if any. Non-cash dividends, if any, received in the form of stock are recorded as dividend income at fair value.
Distributions received by the Funds may include a return of capital that is estimated by management. Such amounts are recorded as a reduction of the cost of investments or reclassified to capital gains.
Expenses
Certain expenses, which are directly identifiable to a
specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net
assets of the Funds within the Trust.
Foreign Currency
Translation
The accounting records of the Funds are
maintained in U.S. dollars. Foreign currencies as well as investment securities and other assets and liabilities denominated in a foreign currency are translated to U.S. dollars using exchange rates at period end. Purchases and sales of securities,
income receipts and expense payments denominated in foreign currencies are translated into U.S. dollars at the prevailing exchange rate on the respective dates of the transactions.
The effects of exchange rate fluctuations on investments are
included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS (continued)
June 30, 2023 (Unaudited)
Foreign Taxes
The Funds may be subject to foreign taxes (a portion of which
may be reclaimable) on income, stock dividends, realized and unrealized capital gains on investments or certain foreign currency transactions. Foreign taxes are recorded in accordance with SSGA FM understanding of the applicable foreign tax
regulations and rates that exist in the foreign jurisdictions in which the Funds invest. These foreign taxes, if any, are paid by the Funds and are reflected in the Statements of Operations, if applicable. Foreign taxes payable or deferred as of
June 30, 2023, if any, are disclosed in the Funds' Statements of Assets and Liabilities.
Distributions
Distributions from net investment income, if any, are declared
and paid monthly. Net realized capital gains, if any, are distributed annually. Dividends may be declared and paid more frequently or at any other times to improve Index tracking or to comply with the distribution requirements of the Internal
Revenue Code of 1986, as amended (the “Internal Revenue Code”). The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment
income and realized gains recognized for U.S. GAAP purposes.
3. Derivative Financial Instruments
Forward Foreign Currency Exchange Contracts
Certain Funds may engage in forward foreign currency contracts
to acquire exposure to foreign currencies or to hedge the Fund’s investments against currency fluctuations. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at the settlement date at a
negotiated rate. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency. The contract is marked-to-market daily and the change in market value is recorded by the
Fund as an unrealized gain or loss. When the contract is closed, a Fund recognizes a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
Certain risks may arise upon entering into forward foreign
currency exchange contracts from the potential inability of counterparties to meet the terms of their contracts and are generally limited to the amount of unrealized gains on appreciated contracts, if any. Additionally, when utilizing forward
foreign currency exchange contracts to hedge, the Funds give up the opportunity to profit from favorable exchange rate movements during the term of the contract.
For the period ended June 30, 2023, the SPDR Bloomberg
Emerging Markets Local Bond ETF entered into forward foreign currency exchange contracts to manage currency exposure.
The following tables summarize the value of the Funds'
derivative instruments as of June 30, 2023, and the related location in the accompanying Statement of Assets and Liabilities and Statement of Operations, presented by primary underlying risk exposure:
|
Net
Realized Gain (Loss) |
|
Interest
Rate Risk |
|
Foreign
Exchange Risk |
|
Credit
Risk |
|
Equity
Risk |
|
Commodity
Risk |
|
Total
|
SPDR
Bloomberg Emerging Markets Local Bond ETF |
|
|
|
|
|
|
|
|
|
|
|
Forward Foreign Currency Exchange
Contracts
|
$—
|
|
$17,963
|
|
$—
|
|
$—
|
|
$—
|
|
$17,963
|
|
Net
Change in Unrealized Appreciation/Depreciation |
|
Interest
Rate Risk |
|
Foreign
Exchange Risk |
|
Credit
Risk |
|
Equity
Risk |
|
Commodity
Risk |
|
Total
|
SPDR
Bloomberg Emerging Markets Local Bond ETF |
|
|
|
|
|
|
|
|
|
|
|
Forward Foreign Currency Exchange
Contracts
|
$—
|
|
$(70,505)
|
|
$—
|
|
$—
|
|
$—
|
|
$(70,505)
|
For financial reporting purposes,
the Funds do not offset derivative assets or liabilities, including those that may be subject to an enforceable Foreign Exchange Master Agreement that allows for net settlement between counterparties, on their Statements of Assets and Liabilities.
The following tables set forth the Funds’ net exposure
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS (continued)
June 30, 2023 (Unaudited)
to derivative assets and liabilities available for offset and net of
collateral at June 30, 2023:
Amounts presented on the
Schedules of Investments and Statements of Assets and Liabilities are not net settlement amounts but gross.
4. Fees and Transactions with
Affiliates
Advisory Fee
The Trust, on behalf of each Fund, has entered into an
Investment Advisory Agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"). For its advisory services to the Funds, facilities furnished and expenses borne by the Adviser, each Fund pays the Adviser a fee (“Management/Advisory
fee”) accrued daily and paid monthly, based on a percentage of each Fund’s average daily net assets as shown in the following table:
|
Annual
Rate |
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
0.30%
|
SPDR Bloomberg International Corporate Bond
ETF
|
0.50
|
SPDR Bloomberg International Treasury Bond
ETF
|
0.35
|
SPDR Bloomberg Short Term International Treasury Bond
ETF
|
0.35
|
SPDR FTSE International Government Inflation-Protected Bond
ETF
|
0.50
|
From time to time, the Adviser may
waive all or a portion of its Management fee. The Adviser has contractually agreed to waive a portion of its Management fee and/or reimburse expenses in an amount equal to any acquired fund fees and expenses (excluding holdings in acquired funds for
cash management purposes, if any) for each Fund until April 30, 2024.
This waiver and/or reimbursement does not provide for the
recoupment by the Adviser of any amounts waived or reimbursed. This waiver and/or reimbursement may not be terminated prior to April 30, 2024 except with the approval of the Funds’ Board of Trustees.
The Adviser pays all expenses of each Fund other than the
Management fee, brokerage expenses, taxes, interest, fees and expenses of the Trust’s Trustees, who are not “interested persons” of the Trust, as defined in the 1940 Act (“Independent Trustees”) (including any
Trustee’s counsel fees), litigation expenses, acquired fund fees and expenses and other extraordinary expenses.
State Street Global Advisors Limited receives fees from the
Adviser for its services as the sub-adviser to the SPDR Bloomberg International Corporate Bond ETF and SPDR Bloomberg Emerging Markets Local Bond ETF.
Administrator, Custodian, Sub-Administrator and Transfer Agent
Fees
SSGA FM serves as administrator and State Street
Bank and Trust Company (“State Street”), an affiliate of the Adviser, serves as custodian, sub-administrator and transfer agent. State Street receives fees for its services as custodian, sub-administrator and transfer agent from the
Adviser.
Distributor
State Street Global Advisors Funds Distributors, LLC
(“SSGA FD” or the “Distributor”), an affiliate of the Adviser, serves as the Distributor of the Trust.
Other Transactions with Affiliates - Securities Lending
State Street, an affiliate of the Funds, acts as the
securities lending agent for the Funds, pursuant to an amended and restated securities lending authorization agreement dated January 6, 2017, as amended.
Net proceeds collected by State Street on investment of cash
collateral or any fee income less rebates payable to borrowers are paid as follows: If the calendar year to date net proceeds are below a specified threshold across SPDR ETFs each Fund retains eighty five percent (85%) of the net proceeds and
fifteen percent (15%) of such net proceeds is payable to State Street. Starting the business day following the date that calendar year to date net proceeds exceeds a specified threshold, each Fund retains ninety percent (90%) of the net proceeds and
ten percent (10%) of such net proceeds is payable to State Street.
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS (continued)
June 30, 2023 (Unaudited)
In addition, cash collateral from lending activities is
invested in the State Street Navigator Securities Lending Portfolio II, an affiliated fund, for which SSGA FM serves as investment adviser. See Note 9 for additional information regarding securities lending.
Other Transactions with Affiliates
The Funds may invest in affiliated entities, including
securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Funds owning more than five percent of the entity’s voting securities or outstanding shares. Amounts relating to these
transactions during the period ended June 30, 2023 are disclosed in the Schedules of Investments.
During the fiscal year ended December 31, 2022, State Street
made contributions of $489,633, $2,298 and $51,944 to the SPDR Bloomberg Emerging Markets Local Bond ETF, SPDR Bloomberg Short Term International Treasury Bond ETF and SPDR FTSE International Government Inflation-Protected Bond ETF, respectively,
related to an accounting matter.
During the fiscal year
ended December 31, 2022, the Adviser agreed to make a contribution $44,470 to the SPDR Bloomberg Emerging Markets Local Bond ETF related to a trade processing matter.
Due to Custodian
In certain circumstances, the Funds may have cash overdrafts
with the Custodian due to expense payments, capital transactions, trading of securities, investment operations or derivative transactions. The Due to Custodian amount, if any, reflects cash overdrawn with State Street, as custodian, who is an
affiliate of the Funds.
5. Trustees’ Fees
The fees and expenses of the Independent Trustees and one
interested, non-management Trustee are paid directly by the Funds. The Independent Trustees and one interested, non-management Trustee are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry
seminars.
6. Investment
Transactions
Purchases and sales of investments
(excluding in-kind transactions and short term investments) for the period ended June 30, 2023, were as follows:
|
Purchases
|
|
Sales
|
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
$340,958,054
|
|
$578,904,103
|
SPDR Bloomberg International Corporate Bond
ETF
|
32,762,776
|
|
16,272,436
|
SPDR Bloomberg International Treasury Bond
ETF
|
104,764,969
|
|
92,582,383
|
SPDR Bloomberg Short Term International Treasury Bond
ETF
|
46,359,003
|
|
39,321,381
|
SPDR FTSE International Government Inflation-Protected Bond
ETF
|
55,225,469
|
|
71,895,848
|
For the period ended June 30, 2023,
the following Funds had in-kind contributions, redemptions and net realized gains/losses in the amounts as follows:
|
In-kind
Contributions |
|
In-kind
Redemptions |
|
In-kind
Net Realized Gains/(Losses) |
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
$
— |
|
$285,782,934
|
|
$
7,826,583 |
SPDR Bloomberg International Corporate Bond
ETF
|
60,245,877
|
|
52,773,710
|
|
(664,222)
|
SPDR Bloomberg International Treasury Bond
ETF
|
61,638,413
|
|
206,017,173
|
|
(4,399,323)
|
SPDR Bloomberg Short Term International Treasury Bond
ETF
|
58,337,732
|
|
20,039,498
|
|
(1,530,897)
|
SPDR FTSE International Government Inflation-Protected Bond
ETF
|
—
|
|
53,388,252
|
|
(1,872,691)
|
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS (continued)
June 30, 2023 (Unaudited)
7. Shareholder Transactions
Each Fund issues and redeems its shares, at NAV, by each Fund
only in aggregations of a specified number of shares or multiples thereof (“Creation Units”). Except when aggregated in Creation Units, shares of each Fund are not redeemable. Transactions in capital shares for each Fund are disclosed in
detail in the Statements of Changes in Net Assets.
The
consideration for the purchase of Creation Units of a Fund may consist of the in-kind deposit of a designated portfolio of securities and a specified amount of cash. Investors purchasing and redeeming Creation Units may pay a purchase transaction
fee and a redemption transaction fee directly to the Trust and/or custodian, to offset transfer and other transaction costs associated with the issuance and redemption of Creation Units, including Creation Units for cash. An additional variable fee
may be charged for certain transactions. Such variable charges, if any, are included in “Other Capital” on the Statements of Changes in Net Assets.
8. Income Tax Information
The Funds have qualified and intend to continue to qualify as
regulated investment companies under Subchapter M of the Internal Revenue Code. Each Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year.
Therefore, no provision for federal income tax is required.
The Funds file federal and various state and local tax returns
as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open
for an additional year depending upon jurisdiction. As of December 31, 2022, SSGA FM has analyzed each Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require
recognition of a tax liability.
Distributions to
shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.
As of June 30, 2023, gross unrealized appreciation and
gross unrealized depreciation of investments and other financial instruments based on cost for federal income tax purposes were as follows:
|
Tax
Cost |
|
Gross
Unrealized Appreciation |
|
Gross
Unrealized Depreciation |
|
Net
Unrealized Appreciation (Depreciation) |
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
$1,790,016,136
|
|
$44,794,053
|
|
$153,340,449
|
|
$(108,546,396)
|
SPDR Bloomberg International Corporate Bond
ETF
|
189,243,015
|
|
737,704
|
|
21,185,366
|
|
(20,447,662)
|
SPDR Bloomberg International Treasury Bond
ETF
|
1,152,032,244
|
|
5,407,426
|
|
178,131,022
|
|
(172,723,596)
|
SPDR Bloomberg Short Term International Treasury Bond
ETF
|
194,128,256
|
|
2,013,573
|
|
8,115,218
|
|
(6,101,645)
|
SPDR FTSE International Government Inflation-Protected Bond
ETF
|
1,155,254,742
|
|
8,601,637
|
|
698,273,233
|
|
(689,671,596)
|
9. Securities
Lending
Each Fund may lend securities to qualified
broker-dealers or institutional investors. The loans are secured at all times by cash, cash equivalents or U.S. government securities in an amount at least equal to the market value of the securities loaned, plus accrued interest and dividends,
determined on a daily basis and adjusted accordingly. The value of the collateral with respect to a loaned security may be temporarily more or less than the value of a security due to market fluctuations of securities values. With respect to each
loan, if on any U.S. business day the aggregate market value of securities collateral plus cash collateral is less than the aggregate market value of the securities which are subject to the loan, the borrower will be notified to provide additional
collateral on the next business day.
The Funds will
regain record ownership of loaned securities to exercise certain beneficial rights; however, the Funds may bear the risk of delay in recovery of, or even loss of rights in the securities loaned should the borrower fail financially. In addition, a
Fund will bear the risk of loss of any cash collateral that it may invest. Each Fund receives compensation for lending its securities from interest or dividends earned on the cash, cash equivalents or U.S. government securities held as collateral,
net of fee rebates paid to the borrower and net of fees paid to State Street as the lending agent. Additionally, a Fund will receive a fee from the borrower for non-cash collateral equal to a percentage of the market value of the loaned
securities.
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS (continued)
June 30, 2023 (Unaudited)
The market value of securities on loan as of June 30, 2023,
and the value of the invested cash collateral are disclosed in the Funds' Statements of Assets and Liabilities. Non-cash collateral is not disclosed in the Funds' Statements of Assets and Liabilities as it is held by the lending agent on behalf of
the Funds and the Funds do not have the ability to re-hypothecate those securities. Securities lending income, as disclosed in the Funds' Statements of Operations, represents the income earned from the non-cash collateral and the investment of cash
collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as lending agent.
The following is a summary of each Fund's securities lending
agreements and related cash and non-cash collateral received as of June 30, 2023:
Fund
|
|
Market
Value of Securities on Loan |
|
Cash
Collateral Received |
|
Total
Collateral Received |
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
|
$
27,083,309 |
|
$
27,991,543 |
|
$
27,991,543 |
SPDR Bloomberg International Corporate Bond
ETF
|
|
2,272,559
|
|
2,329,682
|
|
2,329,682
|
SPDR Bloomberg International Treasury Bond
ETF
|
|
104,218
|
|
113,784
|
|
113,784
|
The following table reflects a
breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged or securities loaned, and the remaining contractual maturity of those transactions as of June 30, 2023:
|
|
|
|
Remaining
Contractual Maturity of the Agreements as of June 30, 2023 |
Fund
|
|
Securities
Lending Transactions |
|
Overnight
and Continuous |
|
<30
Days |
|
Between
30 & 90 Days |
|
>90
Days |
|
Total
Borrowings |
|
Gross
Amount of Recognized Liabilities for Securities Lending Transactions |
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
|
Foreign
Government Obligations |
|
$27,991,543
|
|
$—
|
|
$—
|
|
$—
|
|
$27,991,543
|
|
$27,991,543
|
SPDR Bloomberg International Corporate Bond
ETF
|
|
Corporate
Bonds & Notes |
|
2,329,682
|
|
—
|
|
—
|
|
—
|
|
2,329,682
|
|
2,329,682
|
SPDR Bloomberg International Treasury Bond
ETF
|
|
Foreign
Government Obligations |
|
113,784
|
|
—
|
|
—
|
|
—
|
|
113,784
|
|
113,784
|
10. Line of
Credit
The Funds and other affiliated funds (each, a
“Participant” and collectively, the “Participants”) have access to $200 million of a $1.275 billion revolving credit facility, provided by a syndication of banks under which the Participants may borrow to fund shareholder
redemptions. This agreement expires in October 2023 unless extended or renewed.
The Participants are charged an annual commitment fee which is
calculated based on the unused portion of the shared credit line. Commitment fees are allocated among each of the Participants based on relative net assets. Commitment fees are ordinary fund operating expenses paid by the Adviser. A participant
incurs and pays the interest expense related to its borrowing. Interest is calculated at a rate per annum equal to the sum of 1.00% plus the greater of the New York Fed Bank Rate.
The Fund had no outstanding loans as of June 30, 2023.
11. Risks
Concentration Risk
As a result of the Funds’ ability to invest a large
percentage of their assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Funds’ investments more than if the
Funds were more broadly diversified.
SPDR SERIES
TRUST
NOTES TO FINANCIAL STATEMENTS (continued)
June 30, 2023 (Unaudited)
Foreign and Emerging Markets Risk
Investing in foreign markets involves risks and considerations
not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of government regulation, economic, political and social instability in the countries in which the Funds' invest. Foreign markets may be
less liquid than investments in the U.S. and may be subject to the risks of currency fluctuations. To the extent that a Fund invests in securities of issuers located in emerging markets, these risks may be even more pronounced.
Credit Risk
A Fund may be exposed to credit risk in the event that an
issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults.
Market Risk
Each Fund’s investments are subject to changes in
general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not
limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Funds are subject to the risk that geopolitical events will disrupt securities
markets and adversely affect global economies and markets. Local, regional, or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have
a significant impact on a Fund and its investments.
Russian Sanctions Risk
Sanctions threatened or imposed by a number of
jurisdictions, including the United States, the European Union and the United Kingdom, and other intergovernmental actions that have been or may be undertaken in the future, against Russia, Russian entities or Russian individuals, may result in the
devaluation of Russian currency, a downgrade in the country’s credit rating, an immediate freeze of Russian assets, a decline in the value and liquidity of Russian securities, property or interests, and/or other adverse consequences to the
Russian economy or a Fund. The scope and scale of sanctions in place at a particular time may be expanded or otherwise modified in a way that have negative effects on a Fund. Sanctions, or the threat of new or modified sanctions, could impair the
ability of a Fund to buy, sell, hold, receive, deliver or otherwise transact in certain affected securities or other investment instruments. Sanctions could also result in Russia taking counter measures or other actions in response, which may
further impair the value and liquidity of Russian securities. These sanctions, and the resulting disruption of the Russian economy, may cause volatility in other regional and global markets and may negatively impact the performance of various
sectors and industries, as well as companies in other countries, which could have a negative effect on the performance of a Fund, even if a Fund does not have direct exposure to securities of Russian issuers. As a collective result of the imposition
of sanctions, Russian government countermeasures and the impact that they have had on the trading markets for Russian securities, certain Funds have used, and may in the future use, fair valuation procedures approved by the Fund’s Board to
value certain Russian securities, which could result in such securities being deemed to have a zero value.
12. Recent Accounting Pronouncement
In December 2022, the Financial Accounting Standards Board
(FASB) issued Accounting Standards Update (ASU) No. 2206 Reference Rate Reform (Topic 848). ASU No. 2022-06 updates and clarifies ASU No. 2020-04, which provides optional, temporary relief with respect to the financial reporting of contracts subject
to certain types of modifications due to the planned discontinuation of LIBOR and other interbank-offered reference rates. The temporary relief provided by ASU No. 2022-06 is effective immediately for certain reference rate-related contract
modifications that occur through December 31, 2024. Management does not expect ASU No. 2022-06 to have a material impact on the financial statements.
13. Subsequent Events
Management has evaluated the impact of all subsequent events
on the Funds through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.
SPDR SERIES
TRUST
OTHER INFORMATION
June 30, 2023 (Unaudited)
Expense Example
As a shareholder of a Fund, you incur two types of costs: (1)
transaction costs, including sales charges (loads), if applicable, on purchase payments, reinvested dividends, or other distributions and (2) ongoing costs, including advisory fees and other Fund expenses. This example is intended to help you
understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds. It is based on an investment of $1,000 made at the beginning of the period shown and held for
the entire period from January 1, 2023 to June 30, 2023.
The table below illustrates your Fund’s cost in two
ways:
Based on actual fund return ——This section helps you to estimate the actual expenses that you paid over the period. The “Ending Account Value” shown is derived from each Fund's actual return, and the third column shows the
dollar amount that would have been paid by an investor who started with $1,000 in each Fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. To do so, simply divide
your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for the Fund under the heading “Expenses Paid During Period”.
Based on hypothetical 5%
return ——This section is intended to help you compare your Fund’s costs with those of other mutual funds. It assumes that the Fund had a yearly return of 5% before expenses, but that the expense
ratio is unchanged. In this case, because the return used is not the Fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the U.S. Securities and Exchange Commission (the
“SEC”) requires all mutual funds to calculate expenses based on a 5% return. You can assess your Fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other
funds.
Please note that the expenses shown in the
table are meant to highlight your ongoing costs only and do not reflect any transaction costs, such as sales load charges (loads). Therefore, the hypothetical 5% return section of the table is useful in comparing ongoing costs only, and will not
help you determine the relative total costs of owning different funds. In addition, if these transaction costs were included, your costs would have been higher.
|
|
|
Actual
|
|
Hypothetical
(assuming a 5% return before expenses) |
|
Annualized
Expense Ratio |
|
Ending
Account Value |
|
Expenses
Paid During Period(a) |
|
Ending
Account Value |
|
Expenses
Paid During Period(a) |
SPDR Bloomberg Emerging Markets Local Bond
ETF
|
0.30%
|
|
$1,051.30
|
|
$1.53
|
|
$1,023.30
|
|
$1.51
|
SPDR Bloomberg International Corporate Bond
ETF
|
0.50
|
|
1,036.70
|
|
2.52
|
|
1,022.30
|
|
2.51
|
SPDR Bloomberg International Treasury Bond
ETF
|
0.35
|
|
1,012.20
|
|
1.75
|
|
1,023.10
|
|
1.76
|
SPDR Bloomberg Short Term International Treasury Bond
ETF
|
0.36
|
|
996.80
|
|
1.78
|
|
1,023.00
|
|
1.81
|
SPDR FTSE International Government Inflation-Protected Bond
ETF
|
0.50
|
|
1,043.00
|
|
2.53
|
|
1,022.30
|
|
2.51
|
(a)
|
Expenses are equal to the
Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 181, then divided by 365. |
SPDR SERIES
TRUST
OTHER INFORMATION (continued)
June 30, 2023 (Unaudited)
Liquidity Risk Management Program
Pursuant to Rule 22e-4 under the 1940 Act, the Funds have
adopted a liquidity risk management program (the "Program"). The Program’s principal objectives include assessing, managing and periodically reviewing each Fund’s liquidity risk, based on factors specific to the circumstances of the
Fund. Liquidity risk is defined as the risk that a Fund could not meet redemption requests without significant dilution of remaining investors’ interests in the Fund.
SSGA FM has been designated by the Board to administer the
Funds’ Program. Over the course of the prior year, SSGA FM provided the Board with reports addressing the operations of the Program and assessing its adequacy and the effectiveness of the Program’s implementation for the period from
December 31, 2021 through December 31, 2022 including:
•
|
the Program supported each
Fund’s ability to honor redemption requests timely; |
•
|
the Program supported SSGA
FM’s management of each Fund’s liquidity profile, including during periods of market volatility and net redemptions; |
•
|
no material liquidity issues
were identified during the period; |
•
|
there were no material
changes to the Program during the period; |
•
|
the implementation of the
Program was effective to manage each Fund’s liquidity risk; and |
•
|
the
Program operated adequately during the period. |
There can be no assurance that the Program will achieve its
objectives in the future. Please refer to your Fund’s prospectus for more information regarding the Fund’s exposure to liquidity risk and other principal risks to which aninvestment in the Fund may be subject.
SPDR SERIES
TRUST
OTHER INFORMATION (continued)
June 30, 2023 (Unaudited)
Premium/Discount Information
Information regarding how often the Shares of each Fund traded
on the exchange at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund during the past calendar year can be found at https://www.ssga.com/spdrs.
Proxy Voting Policies and Procedures and Records
A description of the Trust's proxy voting policies and
procedures that are used by the Funds’ investment adviser to vote proxies relating to the Funds’ portfolio of securities are available (i) without charge, upon request by calling 1-866-787-2257 (toll free) or (ii) on the SEC's website at
www.sec.gov.
Information regarding how the investment adviser voted for the
12-month period ended June 30 is available by August 31 of each year by calling the same number, on the SEC’s website, at www.sec.gov and on the Funds’ website at
https://www.ssga.com/spdrs.
Quarterly Portfolio Schedule
Following the Funds’ first and third fiscal
quarter-ends, complete Schedules of Investments are filed with the SEC as exhibits on Form N-PORT, which can be found on the Funds' website at https://www.ssga.com/spdrs and on the SEC's website at www.sec.gov. The Funds’ Schedules of Investments are available upon request, without charge, by calling 1-866-787-2257 (toll free).
SPDR SERIES
TRUST
OTHER INFORMATION (continued)
June 30, 2023 (Unaudited)
Approval of Advisory Agreement
At a meeting held prior to June 30, 2023, the Board of
Trustees of the Trust (the “Board”) evaluated proposals to continue the Investment Advisory Agreement (the “Agreement”) between the Trust and SSGA Funds Management, Inc. (the “Adviser” or “SSGA FM”)
with respect to with respect to the fixed income series of the Trust (collectively, the “SPDR ETFs”). The Trustees who are not “interested persons” of the Trust within the meaning of the Investment Company Act of 1940, as
amended (the “Independent Trustees”), also met separately to consider the Agreement. The Independent Trustees were advised by their independent legal counsel throughout the process.
To evaluate the Agreement, the Board requested and SSGA FM,
the Trust’s investment adviser and administrator, and State Street Bank and Trust Company, the Trust’s sub-administrator, transfer agent and custodian (“State Street”) provided, such materials as the Board, with the advice of
counsel, deemed reasonably necessary. In deciding whether to approve the Agreement, the Board considered various factors, including the (i) nature, extent and quality of services provided by the Adviser with respect to the SPDR ETFs under the
Agreement, (ii) investment performance of the SPDR ETFs, (iii) profits realized by the Adviser and its affiliates from its relationship with the Trust, (iv) fees charged to comparable funds, (v) other benefits to the Adviser, and (vi) extent to
which economies of scale would be shared as the SPDR ETFs grow.
Nature, Extent and Quality of Services
The Board considered the nature, extent and quality of
services provided by the Adviser. In doing so, the Trustees relied on their prior experience in overseeing the management of the Trust and the materials provided prior to and at the meeting. The Board reviewed the Agreement and the Adviser’s
responsibilities for managing investment operations of each of the SPDR ETFs in accordance with each SPDR ETF’s investment objectives and policies, and applicable legal and regulatory requirements. The Board appreciated the nature of the SPDR
ETFs as exchange-traded funds and the experience and expertise of the Adviser in managing exchange-traded funds. The Board considered the background and experience of the Adviser’s senior management, including those individuals responsible for
portfolio management and regulatory compliance of the SPDR ETFs. The Board also considered the portfolio management resources, structures and practices of the Adviser, including those associated with monitoring and ensuring each SPDR ETF’s
compliance with its investment objectives and policies, and applicable laws and regulations. The Board further considered information about the Adviser’s best execution procedures and overall investment management business, noting that the
Adviser serves a wide range of clients across a broad spectrum of asset classes. The Board looked at the Adviser’s general knowledge of the investment management business and that of its affiliates which make up State Street Global Advisors,
through which the Adviser shares all of its senior personnel. The Board considered that the Adviser and its affiliates constitute one of the world’s largest investment management enterprises for indexed products generally and exchange-traded
funds in particular. The Board specifically considered the Adviser’s experience in managing fixed income exchange-traded funds with index-based investment objectives.
Investment Performance
The Board then reviewed the SPDR ETFs’ performance,
noting that the analysis of investment performance, in absolute terms, was more complex for actively-managed funds. The Board focused on the extent to which each index-based SPDR ETF achieved its objective as a passively-managed index fund and
reviewed information regarding such SPDR ETFs’ index tracking.
SPDR SERIES
TRUST
OTHER INFORMATION (continued)
June 30, 2023 (Unaudited)
Profits Realized by Adviser
The Board considered the profitability of the advisory
arrangement with the SPDR ETFs to the Adviser and its affiliates, including data on the SPDR ETFs’ historical profitability to these entities. The Board, including the Independent Trustees, with their independent legal counsel, had the
opportunity to discuss, with representatives of the Adviser and State Street Global Advisors, methodologies used in computing costs that formed the bases of profitability calculations.
Fees Charged to Comparable Funds
The Board evaluated each SPDR ETF’s unitary fee through
review of comparative information with respect to fees paid by similar funds – i.e., exchange-traded funds tracking similar fixed income indexes with respect to each SPDR ETF. The Board reviewed the universe of similar exchange-traded funds
for each SPDR ETF based upon data independently obtained from Broadridge Financial Solutions, Inc. and related comparative information for similar exchange-traded funds. In doing so, the Board used a fund by fund analysis of the data. In certain
instances as considered appropriate by the Board, the Board explored with management the reasons for the differences between a SPDR ETF’s fee and fees paid by similar funds.
Other Benefits
The Board also considered whether the Adviser or its
affiliates benefited in other ways from its relationship with the Trust, noting that the Adviser does not maintain soft-dollar arrangements in connection with the Trust’s brokerage transactions.
Economies of Scale
The Board reviewed information regarding economies of scale or
other efficiencies that may result as each SPDR ETF’s assets grow in size. The Board noted that the advisory fee rate for each SPDR ETF does not provide for breakpoints as assets of the SPDR ETF increase. However, the Board further noted the
Adviser’s assertion that future economies of scale (among several factors) had been taken into consideration for the SPDR ETFs by fixing relatively low advisory fees, effectively sharing the benefits of lower fees with the SPDR ETFs from
inception. The Adviser also asserted that one of the benefits of the unitary fee was to provide an unvarying expense structure, which could be lost or diluted with the addition of breakpoints. The Board noted that it intends to continue to monitor
fees as the SPDR ETFs grow in size and assess whether fee breakpoints may be warranted.
Conclusion
After weighing the foregoing factors, none of which was
dispositive in itself and may have been weighed differently by each Trustee, the Board, including the Independent Trustees voting separately, approved the continuation of the Agreement for each SPDR ETF. In approving the continuance of the
Agreement, the Board, including the Independent Trustees voting separately, found that the terms of the Agreement are fair and reasonable and that the continuance of the Agreement is in the best interests of the applicable SPDR ETF and its
shareholders. The Board’s conclusions with respect to the factors were as follows: (a) the nature, extent and quality of the services provided by the Adviser with respect to the SPDR ETFs were appropriate; (b) the performance and, more
importantly for those SPDR ETFs measured against an index, the index tracking, of each SPDR ETF had been satisfactory or the Adviser had demonstrated due attention to the remediation of underperformance, where appropriate; (c) the Adviser’s
unitary fee for each SPDR ETF considered in relation to the services provided, and in relation to the fees charged to comparable funds, was reasonable; (d) the profitability of the Trust’s relationships with the Adviser and its affiliates was
not excessive in view of the nature, extent and quality of the services provided; (e) any additional potential benefits to the Adviser or its affiliates were not of a magnitude to materially affect the Board’s conclusions; and (f) the fees
paid to the Adviser adequately shared the economies of scale with respect to the SPDR ETFs by way of the relatively low fee structure of the Trust. The Independent Trustees were advised by their independent counsel throughout the process.
[This Page Intentionally Left Blank]
Trustees
Gunjan Chauhan, Interested Trustee
Dwight D. Churchill
Carolyn M. Clancy
Clare S. Richer
James E. Ross, Interested Non-management Trustee
Kristi L. Rowsell
Sandra G. Sponem
Carl G. Verboncoeur, Chairman
Investment Manager and Administrator
SSGA Funds Management, Inc.
One Iron Street
Boston, MA
02210
Distributor
State Street Global Advisors Funds Distributors, LLC
One
Iron Street
Boston, MA 02210
Custodian, Sub-Administrator
and Transfer Agent
State Street Bank and Trust Company
One Congress
Street
Boston, MA 02114
Legal Counsel
Morgan, Lewis & Bockius LLP
1111 Pennsylvania Avenue,
NW
Washington, DC 20004
Independent Registered Public
Accounting Firm
Ernst & Young LLP
200 Clarendon
Street
Boston, MA 02116
The information contained in this report is
intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning
the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-787-2257 or visiting https://www.ssga.com/spdrs. Please read the prospectus carefully before you invest.
SPDR® Series Trust - Fixed Income Funds
For more complete information, please call 1.866.787.2257 or visit https://www.ssga.com/spdrs today.
State Street Global Advisors
One Iron Street
Boston,
MA 02210
ETFs trade like stocks, are subject to
investment risk, fluctuate in market value and may trade at prices above or below the ETFs net asset value. Brokerage commissions and ETF expenses will reduce returns.
Bonds generally present less short-term risk and volatility
than stocks, but contain interest rate risk (as interest rates rise bond prices usually fall); issuer default risk; issuer credit risk; liquidity risk; and inflation risk. These effects are usually pronounced for longer-term securities. Any fixed
income security sold or redeemed prior to maturity may be subject to a substantial gain or loss.
BLOOMBERG®, a trademark and service mark of Bloomberg Finance L.P. and its affiliates, has been licensed for use in connection with the
listing and trading of the SPDR Bloomberg ETFs.
London Stock Exchange Group plc and its group undertakings
(collectively, the "LSE Group"). © LSE Group 2020. FTSE Russell is a trading name of certain of the LSE Group companies. "FTSE®" is a trade mark(s) of
the relevant LSE Group companies and is/are used by any other LSE Group
company under license. All rights in the FTSE Russell indexes or data vest in the relevant LSE Group company which owns the index or the data. Neither LSE Group nor its licensors accept any liability for any errors or omissions in the indexes or
data and no party may rely on any indexes or data contained in this communication. No further distribution of data from the LSE Group is permitted without the relevant LSE Group company's express written consent. The LSE Group does not promote,
sponsor or endorse the content of this communication.
Distributor: State Street Global Advisors Funds Distributors,
LLC, member FINRA, SIPC, an indirect wholly owned subsidiary of State Street Corporation. References to State Street may include State Street Corporation and its affiliates. Certain State Street affiliates provide services and receive fees from the
SPDR ETFs.
Before investing, consider a Fund's investment
objectives, risks, charges and expenses. To obtain a prospectus or summary prospectus which contains this and other information, call 1.866.787.2257 or visit www.sssga.com/spdrs. Read it carefully.
Not FDIC Insured. No Bank Guarantee. May Lose Value.
The information contained in this report is
intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning
the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-787-2257 or visiting https://www.ssga.com/spdrs. Please read the prospectus carefully before you invest.
© 2022 State Street Corporation - All Rights Reserved
SPDRSERTRYESAR
(b) Not applicable.
Item 2. Code of Ethics.
Not applicable to
this filing; this Form N-CSR is a Semi-Annual Report.
Item 3. Audit Committee Financial Expert.
Not applicable to this filing; this Form N-CSR is a Semi-Annual Report.
Item 4. Principal Accountant Fees and Services.
Not applicable to this filing; this Form N-CSR is a Semi-Annual Report.
Item 5. Audit Committees of Listed Registrants.
Not applicable to this filing; this Form N-CSR is a Semi-Annual Report.
Item 6. Investments.
(a) A Schedule of
Investments for each applicable series of the registrant is included as a part of the report to shareholders filed under Item 1 of this Form N-CSR.
(b) Not applicable to the registrant.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management
Investment Companies.
Not applicable to the registrant.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable to the registrant.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and
Affiliated Purchasers.
Not applicable to the registrant.
Item 10. Submission of Matters to a Vote of Security Holders.
The registrant has not adopted any material changes to the procedures by which shareholders may recommend nominees to the registrants Board.
Item 11. Controls and Procedures.
(a) Within
90 days of the filing date of this Form N-CSR, Ann M. Carpenter, the registrants President and Principal Executive Officer, and Bruce S. Rosenberg, the registrants Treasurer and Principal Financial
Officer, reviewed the registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended ( the 1940 Act) and evaluated their
effectiveness. Based on their review, Ms. Carpenter and Mr. Rosenberg determined that the disclosure controls and procedures adequately ensure that information required to be disclosed by the registrant in its periodic reports is recorded,
processed, summarized and reported within the time periods required by the U.S. Securities and Exchange Commission.
(b) There were no changes in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial
reporting.
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment
Companies.
(a) Not applicable to the registrant.
(b) Not applicable to the registrant.
Item 13.
Exhibits.
(b) A single certification required by Rule 30a-2(b) under
the 1940 Act, Rule 13a-14(b) or Rule 15d-14(b) under the Securities Exchange Act of 1934, as amended, and Section 1350 of Chapter 63 of Title 18 of the United
States Code for the principal executive officer and principal financial officer of the registrant is attached.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, as amended, and the Investment Company Act of 1940, as amended, the registrant has duly
caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
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SPDR® Series Trust |
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By: |
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/s/ Ann M. Carpenter |
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Ann M. Carpenter |
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President and Principal Executive Officer |
Date: September 6, 2023
Pursuant to the requirements of the Securities Exchange Act of 1934, as amended, and the Investment Company Act of 1940, as amended, this report has been
signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
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By: |
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/s/ Ann M. Carpenter |
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Ann M. Carpenter |
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President and Principal Executive Officer |
Date: September 6, 2023
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By: |
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/s/ Bruce S. Rosenberg |
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Bruce S. Rosenberg |
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Treasurer and Principal Financial Officer |
Date: September 6, 2023