SPDR ETF TRADING REPORT SEPTEMBER 2016

Filed Pursuant To Rule 433

Registration No. 333-209926

October 11, 2016

 

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SPDR® ETF Trading Report September 2016 Consolidated Consolidated Avg.Avg.Avg. QuoteShort Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)9/15/2016 US Core SPY SPDR S&P 500® ETF 0.010.000.01109,700,05624,567,095,65985,497,78611,36312,4412,446,5682,682,2802870.70268,250,424 MDY SPDR S&P MidCap 400® ETF 0.040.020.041,296,357398,675,8111,264,7091,5851,625445,734457,0801320.904,034,900 SLY SPDR S&P 600 Small Cap ETF 0.260.230.2616,1851,914,51715,5692,3772,540264,085278,3841280.8018,105 DIA SPDR Dow Jones Industrial Average ETF Trust 0.010.010.013,713,758699,629,4283,144,5193,0884,359563,097798,5251510.707,035,857 THRK SPDR Russell 3000 ETF 0.470.290.484,453817,9759,1611,7752,253285,172364,017620.705,409 TWOK SPDR Russell 2000® ETF 0.200.280.203,448289,4914,9286,1616,077449,630435,3561100.807,160 ONEK SPDR Russell 1000 ETF 0.240.240.233,029367,8484,1743,0843,436312,039347,1051330.704,360 SMD SPDR S&P 1000 ETF 0.480.590.4857,8334,707,95718,9852,4252,426195,843195,924820.802,065 SPYX SPDR S&P 500 Fossil Fuel Free ETF 0.090.180.107,313473,8524,09717,99116,789931,934869,6701980.6019,482 SHE SPDR SSGA Gender Diversity Index ETF 0.050.070.061,406107,1847236,6636,358428,098409,582740.704,080 US Style SPYG SPDR S&P 500 Growth ETF 0.210.200.1622,6372,541,53831,1252,5722,185269,417227,9611150.7028,350 SPYV SPDR S&P 500 Value ETF 0.130.130.136,500743,2355,9831,7091,636174,831167,641990.708,987 MDYG SPDR S&P 400 Mid Cap Growth ETF 0.350.270.3213,5631,826,01416,8602,7392,702349,688344,640910.8025,114 MDYV SPDR S&P 400 Mid Cap Value ETF 0.240.280.2314,8661,345,29215,2755,9155,814504,786497,2711290.9028,781 SLYG SPDR S&P 600 Small Cap Growth ETF 0.520.280.5018,5013,707,53616,5342,3812,490451,985466,975770.8022,126 SLYV SPDR S&P 600 Small Cap Value ETF 0.220.210.2227,9103,069,09131,0232,1112,193223,660230,484891.0032,686 US Sector XLY Consumer Discretionary Select Sector SPDR Fund 0.010.010.015,736,751514,368,9474,629,6139,72610,128772,244812,2661810.7019,308,085 XLP Consumer Staples Select Sector SPDR Fund 0.010.020.0115,272,149946,023,47011,964,97357,23355,1353,051,6642,989,4204210.8067,363,085 XLE Energy Select Sector SPDR Fund 0.010.010.0119,091,5641,506,818,19015,577,24210,28410,829707,334740,7042091.3040,528,243 XLF Financial Select Sector SPDR Fund 0.010.040.0153,990,2001,270,923,62439,971,5261,011,8131,014,88122,108,11423,118,9891,1591.6087,998,321 XLV Health Care Select Sector SPDR Fund 0.010.010.018,632,599724,989,3287,854,62014,68915,6851,061,4271,151,1222060.7035,372,789 XLI Industrial Select Sector SPDR Fund 0.010.020.0111,936,522784,500,68910,192,65630,46933,3081,757,7571,927,2013140.7031,321,528 Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.


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SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)9/15/2016
US Sector (cont’d) XLB Materials Select Sector SPDR Fund 0.010.020.015,218,229267,597,0734,435,77720,93223,528995,1071,128,6382450.7019,390,670
XLK Technology Select Sector SPDR Fund 0.010.020.0111,828,684675,778,9428,926,79977,51382,9613,664,8153,863,4944480.7020,046,273
XLU Utilities Select Sector SPDR Fund 0.010.020.0117,042,103913,510,40814,957,93427,24727,7861,350,9061,405,6943160.9054,846,742
XLFS Financial Services Select Sector SPDR Fund 0.060.200.10131,2714,164,50384,42717,99813,420553,618410,9203870.8097,954
XLRE Real Estate Select Sector SPDR Fund 0.010.040.012,782,06799,628,756953,90828,16827,417925,037901,4713550.901,358,851
US Industry KBE SPDR S&P Bank ETF 0.010.030.013,551,338122,314,9353,073,19917,56723,384587,440760,6822380.904,856,165
KCE SPDR S&P Capital Markets ETF 0.060.140.046,831313,53022,9033,2432,176131,92584,4292221.0023,707
KIE SPDR S&P Insurance ETF 0.040.050.0493,6147,125,062136,4262,4562,974181,867216,6861680.80987,640
KRE SPDR S&P Regional Banking ETF 0.010.020.015,709,739249,355,2494,976,9748,6849,845365,944404,4331710.9030,664,308
XBI SPDR S&P Biotech ETF 0.020.040.025,457,583379,729,3196,370,3001,6201,875105,786116,0061661.7034,338,501
MTK SPDR Morgan Stanley Technology ETF 0.100.160.0916,8601,057,72915,3106,4705,620381,924323,5431990.707,824
XHB SPDR S&P Homebuilders ETF 0.010.030.012,544,43790,235,3072,114,33114,47516,968498,374595,2371881.0012,653,509
XME SPDR S&P Metals & Mining ETF 0.010.040.015,055,080136,899,8394,752,2248,1568,860209,120236,1191891.8023,095,786
XES SPDR S&P Oil & Gas Equipment & Services ETF 0.020.090.02341,0496,094,379414,1339,44923,015166,491414,9602152.20357,256
XITK SPDR FactSet Innovative Technology ETF 0.090.140.093,776260,6103,22550455331,21333,9431250.9031,570
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.010.030.0119,689,623757,926,70415,430,98510,57010,912390,139391,6322101.9060,214,550
XPH SPDR S&P Pharmaceuticals ETF 0.040.080.04114,1875,400,453120,1833,2333,414147,005155,7131951.201,140,549
XRT SPDR S&P Retail ETF 0.010.020.013,656,086165,507,9124,061,0238,3858,561367,179379,1671440.8023,222,339
XSD SPDR S&P Semiconductor ETF 0.040.070.04100,9465,305,629122,4443,6903,002189,703147,6082161.101,259,410
XHE SPDR S&P Health Care Equipment ETF 0.180.340.1746,4302,460,69419,9532,9632,637153,543135,8582770.8026,203
XTL SPDR S&P Telecom ETF 0.150.230.148,460578,2365,4265,7205,013370,141316,8221180.904,917
XAR SPDR S&P Aerospace & Defense ETF 0.070.120.0623,7901,419,10218,2622,0301,978116,624114,1111880.9021,133
XHS SPDR S&P Health Care Services ETF 0.060.110.0617,9561,091,79260,8716,6616,472364,357362,8201301.0035,719
XSW SPDR S&P Software & Services ETF 0.110.190.093,350211,9402,8232,1451,995117,460107,3712020.701,879
XTH SPDR S&P Technology Hardware ETF 0.130.220.133166,5192443,4643,395205,346198,540281.204,003
XTN SPDR S&P Transportation ETF 0.050.100.0540,4371,979,37739,4133,2543,217153,394149,0442610.90201,440
XWEB SPDR S&P Internet ETF 0.130.210.2837739,1609133,3333,196199,280183,578381.106,984
Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.
State Street Global Advisors 2


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SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)9/15/2016
Real Estate Equities
RWR SPDR Dow Jones REIT ETF 0.030.030.04340,40235,314,438283,3171,5682,521153,789251,7471601.0079,843
RWO SPDR Dow Jones Global Real Estate ETF 0.040.070.04257,00413,611,394226,5071,5481,46077,53974,1681480.80891,026
RWX SPDR Dow Jones International Real Estate ETF 0.010.030.01530,81924,405,446569,2114,9585,975206,550251,1292140.90383,544
Global Equities
DGT SPDR Global Dow ETF 0.180.270.372,666234,9633,3843521,16823,80678,5011470.8013,232
GII SPDR S&P Global Infrastructure ETF 0.200.420.226,865366,4378,25478494037,40544,6881460.9013,773
GNR SPDR S&P Global Natural Resources ETF 0.060.160.06173,2016,630,309162,2261,5581,69159,18865,1372441.0082,212
CWI SPDR MSCI ACWI ex-US ETF 0.020.050.02182,9126,929,254170,41510,89812,049353,858383,5203161.0028,452
ACIM SPDR MSCI ACWI IMI ETF 1.081.672.603,911292,8566,04356847737,06830,8521381.009,271
GWL SPDR S&P World ex-US ETF 0.030.120.0366,8541,808,31489,9214,6094,833121,032124,6914030.9037,155
GWX SPDR S&P International Small Cap ETF 0.040.130.05109,4453,556,499107,3141,0861,10733,53633,4311950.90188,590
LOWC SPDR MSCI ACWI Low Carbon Target ETF 0.050.070.0538850,1333561,0011,00174,43473,724840.701,544
International Developed Equities — Region/Country
FEZ SPDR EURO STOXX 50 ETF 0.010.030.012,054,32971,940,2962,011,55957,80264,0911,891,8592,053,4764451.102,254,171
FEU SPDR STOXX Europe 50 ETF 0.040.130.0452,4631,642,99451,6651,6271,34749,31440,6792450.9011,417
SMEZ SPDR EURO STOXX Small Cap ETF 0.140.300.142,457136,0711,7282,2271,776104,26881,3051710.9026
HFEZ SPDR EURO STOXX 50 Currency Hedged ETF 0.120.360.132,929107,0192,8262,3262,37176,10777,2476121.30321
HREX SPDR MSCI International Real Estate Currency 0.190.430.174,1621,4271,42236737615,71115,58561.50139
Hedged ETF
HDWX SPDR S&P International Dividend Currency 0.300.740.273,271142,2841,26439939416,03215,8983631.201,254
Hedged ETF
Emerging Market Equities
GMM SPDR S&P Emerging Markets ETF 0.200.340.1842,6172,583,36233,26161973736,91743,815961.1034,902
GML SPDR S&P Emerging Latin America ETF 0.260.570.231,62991,6674,44151459223,40226,516901.308,214
GAF SPDR S&P Emerging Middle East & Africa ETF 0.621.040.801,11382,3421,29828531216,96618,882911.301,727
Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.
State Street Global Advisors 3


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SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)9/15/2016
Emerging Market Equities (cont’d)
GUR SPDR S&P Emerging Europe ETF 0.190.720.148,635248,65710,95264352816,76313,6591241.304,464
GMF SPDR S&P Emerging Asia Pacific ETF 0.150.190.1429,2502,718,96424,98569081956,67065,6841151.1049,487
EWX SPDR S&P Emerging Markets Small Cap ETF 0.110.250.1062,8882,884,68750,44573981831,72534,4052291.00166,645
GXC SPDR S&P China ETF 0.080.110.0896,5738,076,71568,57253583642,60264,2551481.1049,937
RBL SPDR S&P Russia ETF 0.100.570.108,928185,55211,6561,7312,91630,77750,5632421.108,189
XINA SPDR MSCI China A Shares IMI ETF 0.251.160.262125,6762261971874,2304,086261.70—
International Sector Equities
IPD SPDR S&P International Consumer Discretionary 0.190.530.4479242,2169432713449,87812,178421.20910
Sector ETF
IPS SPDR S&P International Consumer Staples 0.210.480.202,117157,5453,85841539918,05317,468931.001,381
Sector ETF
IPW SPDR S&P International Energy Sector ETF 0.060.350.0717,978323,09157,6461,0861,18218,51620,4721721.5019,414
IPF SPDR S&P International Financial Sector ETF 0.090.490.181,97846,6321,27362693811,31216,5841160.906,354
IRY SPDR S&P International Health Care Sector ETF 0.110.220.163,848212,71212,9127631,08136,60952,8501500.80558
IPN SPDR S&P International Industrial Sector ETF 0.070.240.082,924116,5573,9221,0161,24030,72436,8031510.8010,376
IRV SPDR S&P International Materials Sector ETF 0.311.550.228,594173,5289,29780875215,74814,5591641.6010,341
IPK SPDR S&P International Technology Sector ETF 0.391.150.331,96893,0482,8761,0191,05334,96234,970800.8011,405
IST SPDR S&P International Telecommunications 0.070.290.072,20973,8742,4381,1231,10127,80527,4811350.801,620
Sector ETF
IPU SPDR S&P International Utilities Sector ETF 0.050.330.056,712129,3029,3311,3191,26521,47320,8092010.808,050
Advanced Beta — Income
EDIV SPDR S&P Emerging Markets Dividend ETF 0.050.180.0552,4661,542,35160,56578178921,89122,3921711.30134,866
DWX SPDR S&P International Dividend ETF 0.050.130.04113,6484,292,331129,0801,1871,12043,27840,6782521.10265,995
SDY SPDR S&P Dividend ETF 0.010.010.01853,04873,976,243769,8062,5374,328213,336368,2261530.801,030,808
WDIV SPDR S&P Global Dividend ETF 0.080.130.0912,770864,70613,18747056229,77035,6871250.9044,516
SPYD SPDR S&P 500 High Dividend ETF 0.050.150.0511,506448,14813,89722,16421,557759,339738,5432160.904,789
Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.
State Street Global Advisors 4


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SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)9/15/2016
Advanced Beta — Multi Factor
QAUS SPDR MSCI Australia Quality Mix ETF 0.050.100.056,182335,8952,47498298547,57847,9601821.1011,692
QCAN SPDR MSCI Canada Quality Mix ETF 0.060.110.0695571,1931,68599491452,22547,5921140.901,362
QDEU SPDR MSCI Germany Quality Mix ETF 0.050.100.052,023146,9401,09077779840,23340,9532931.102,383
QJPN SPDR MSCI Japan Quality Mix ETF 0.260.390.2649440,94157545352830,21534,932211.30571
QESP SPDR MSCI Spain Quality Mix ETF 0.030.080.04853,37613199999641,88840,358222.60125
QGBR SPDR MSCI United Kingdom Quality Mix ETF 0.150.310.1517010,12343668478333,29737,200451.4061
QEFA SPDR MSCI EAFE Quality Mix ETF 0.280.490.302,434165,7191,4971,6411,63592,07790,857820.801,826
QMEX SPDR MSCI Mexico Quality Mix ETF 0.080.360.0765819,84334966566214,35114,5041052.103,341
QKOR SPDR MSCI Korea Quality Mix ETF 0.150.550.082329,06357264359117,61815,987891.901
QTWN SPDR MSCI Taiwan Quality Mix ETF 0.210.360.18384,65814338146722,31527,044263.00—
QWLD SPDR MSCI World Quality Mix ETF 0.500.790.3921617,03652040343125,63527,317—0.703,625
QEMM SPDR MSCI Emerging Markets Quality Mix ETF 0.310.590.3113,534797,0597,9471,7761,37994,80373,0872121.10374,121
QUS SPDR MSCI USA Quality Mix ETF 0.130.200.112,883208,4511,8769771,33661,27784,262850.503,810
Advanced Beta — Single Factor
SPYB SPDR S&P 500 Buyback ETF 0.070.140.071,34874,3471,0029,6978,883476,414431,092480.60295
VLU SPDR S&P 1500 Value Tilt ETF 0.580.700.6134533,1132003,6303,966300,709325,609150.705,226
MMTM SPDR S&P 1500 Momentum Tilt ETF 0.530.580.6270582,1933861,5451,578140,518144,371400.901,252
LGLV SPDR Russell 1000 Low Volatility ETF 0.510.640.4810,497898,6317,3731,07297885,12878,4361080.807,839
SMLV SPDR Russell 2000 Low Volatility ETF 0.290.350.2712,6901,135,77915,3422,2612,429186,058198,3281570.9013,054
ONEY SPDR Russell 1000 Yield Focus ETF 0.250.380.40353,3171045,3764,950357,289325,760101.403,596
ONEO SPDR Russell 1000 Momentum Focus ETF 0.340.560.241,986165,9171,8514,2843,957267,193248,460180.8010,729
ONEV SPDR Russell 1000 Low Volatility Focus ETF 0.210.320.297,446514,7185,9905,3553,315352,466218,823740.5058,693
Advanced Beta — Fixed Income
CBND SPDR Barclays Issuer Scored Corporate Bond ETF 0.160.470.143,056126,4324,49846639015,29412,8271850.20707
Fixed Income — US Government
BIL SPDR Barclays 1–3 Month T-Bill ETF 0.010.020.011,005,55252,307,366835,7001,354,3611,581,33461,934,92972,298,5901,4840.00777,553
ITE SPDR Barclays Intermediate Term Treasury ETF 0.040.070.0565,1744,083,22259,7166,4985,232398,197321,0883200.109,006
TLO SPDR Barclays Long Term Treasury ETF 0.080.110.0872,9335,881,684126,9431,5303,955120,166315,5692120.609,196
IPE SPDR Barclays TIPS ETF 0.050.100.0830,1321,820,29544,1035,6775,760327,109333,7342160.2034,449
Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.
State Street Global Advisors 5


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SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)9/15/2016
Fixed Income — US Government (cont’d)
SST SPDR Barclays Short Term Treasury ETF 0.060.180.0556,4911,796,04263,8803,5883,194109,50697,5455140.1012,423
SIPE SPDR Barclays 0–5 Year TIPS ETF 0.160.880.1448117,0086801,1161,42821,98528,232110.301,290
TIPX SPDR Barclays 1–10 Year TIPS ETF 0.070.360.1111,996225,49131,6171,1731,75023,16734,8251630.4057,029
Fixed Income — US Investment Grade Corporates
SCPB SPDR Barclays Short Term Corporate Bond ETF 0.010.030.01629,42719,633,586603,96525,26518,745776,393576,5964740.00185,589
ITR SPDR Barclays Intermediate Term Corporate 0.020.060.02251,4539,007,434271,6532,5521,90688,73366,4243020.10348,177
Bond ETF
LWC SPDR Barclays Long Term Corporate Bond ET 0.110.260.1245,4502,031,19831,7371,13582048,39635,1121260.5036,623
FLRN SPDR Barclays Investment Grade Floating Rate ETF 0.020.070.03120,4733,783,436100,1471,4911,00245,68430,6612260.0029,586
Fixed Income — High Yield
JNK SPDR Barclays High Yield Bond ETF 0.010.030.0111,550,584440,327,82110,534,69576,83282,9872,794,3803,003,3004780.4029,105,291
SJNK SPDR Barclays Short Term High Yield Bond ETF 0.010.040.011,649,05147,412,4691,385,91020,48119,255562,408525,8543630.301,585,900
CJNK SPDR BofA Merrill Lynch Crossover Corporate 0.230.870.254,078127,6333,4261,06799628,11526,2051770.302,112
Bond ETF
Fixed Income — US Mortgage
MBG SPDR Barclays Mortgage Backed Bond ETF 0.030.130.04224,5406,656,55691,8053,6823,281100,22489,2433110.105,331
Fixed Income — US Aggregate
BNDS SPDR Barclays Aggregate Bond ETF 0.050.080.05175,51410,531,828117,5652,9282,128173,103126,1274360.1069,435
Fixed Income — Hybrids
CWB SPDR Barclays Convertible Securities ETF 0.020.050.02629,44129,969,212751,7202,4703,723113,447169,6572350.501,404,376
PSK SPDR Wells Fargo Preferred Stock ETF 0.050.120.0491,2794,381,074124,60610,73811,798492,552544,7141680.3024,802
Fixed Income — Municipal
SHM SPDR Nuveen Barclays Short Term Municipal 0.010.030.01285,92314,184,742296,65115,23213,766744,997675,3602900.00118,571
Bond ETF
TFI SPDR Nuveen Barclays Municipal Bond ETF 0.030.060.02195,5749,999,807267,6537,4818,984375,322452,3441960.10348,339
HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 0.050.080.0479,2984,864,76188,17952060330,87235,8661480.1027,421
Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.
State Street Global Advisors 6


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SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)9/15/2016
Fixed Income — International
WIP SPDR Citi International Government Inflation- 0.180.310.1846,3412,706,35958,77142653324,06529,8321030.403,265
Protected Bond ETF
BWZ SPDR Barclays Short Term International Treasury 0.140.450.1410,367397,45916,63263778220,23724,7032500.4018,581
Bond ETF
BWX SPDR Barclays International Treasury Bond ETF 0.060.110.07334,30416,812,721343,1171,0281,13450,76362,2573052.80186,469
IBND SPDR Barclays International Corporate Bond ETF 0.120.370.1071,1982,416,19155,4601,03090934,33030,2791650.402,796
EBND SPDR Barclays Emerging Markets Local Bond ETF 0.070.250.1064,5611,842,008107,9705531,12315,57231,6911680.5011,402
Commodity
GLD® SPDR Gold Trust 0.010.010.0110,174,3941,433,403,57310,765,50611,1759,5291,413,8611,213,8992370.508,973,441
NANR SPDR S&P North American Natural 0.050.140.0531,6491,103,70537,6693,3603,117112,930107,5374861.3030,787
Resources ETF
Active — Asset Allocation
RLY SPDR SSgA Multi-Asset Real Return ETF 0.060.250.0611,501453,73012,08612,28711,834298,574289,5781440.609,181
INKM SPDR SSgA Income Allocation ETF 0.050.170.055,839209,20910,71815,6179,760494,590309,7822370.406,425
GAL SPDR SSgA Global Allocation ETF 0.090.270.0913,210475,80716,94214,64113,454495,598456,4941660.5015,127
DWFI SPDR Dorsey Wright Fixed Income Allocation ETF 0.080.310.1112,420317,92822,9022,6462,06867,68053,1195270.0821,796
Active — Equity
SYE SPDR MFS Systematic Core Equity ETF 0.090.150.1645339,0203251,4141,35985,44881,812800.70210
SYG SPDR MFS Systematic Growth Equity ETF 0.080.120.1940736,8027711,57994497,88258,670490.60167
SYV SPDR MFS Systematic Value Equity ETF 0.080.150.1747030,3094891,7611,71096,50392,579360.50800
Active — Fixed Income
TOTL SPDR DoubleLine Total Return Tactical ETF 0.020.040.02284,48714,500,328342,4943,4773,416174,163170,9373000.10196,345
SRLN SPDR Blackstone / GSO Senior Loan ETF 0.030.060.04123,8416,345,082105,2858,7795,728414,193269,6742870.1037,516
ULST SPDR SSgA Ultra Short Term Bond ETF 0.050.110.043,911183,9067,9162,8923,767116,229151,0191450.101,870
EMTL SPDR DoubleLine Emerging Markets Fixed 0.290.54N/A75539,671.4179934.6734.45182,777.89N/A2090.37723,135
Income ETF
Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.
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SPDR® ETF Trading Report ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. Daily Consolidated Daily VolumeAvg.Quote SizeAvg.Size ($) Avg.DailyInterest
Spread Spreadvs. 3 mo.VolumeAvg. Daily(shares) vs. Quote Size(Shares) vs.Quotevs. 3 mo. Trade Volatilityas of
Ticker ETF Name ($) (%)trailing(shares)Volume ($)3 mo. trailing(shares) 3 mo. trailingSize ($)trailing Size(%)9/15/2016
Active — Fixed Income (cont’d)
STOT SPDR DoubleLine Short Duration Total Return 0.17 0.35N/A69434,994.3265669.1263.23348,760.51N/A 5500.12684,843
Tactical ETF Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.
Prior to July 15, 2016, the SPDR MSCI StrategicFactorsSM ETF suite was known as the SPDR MSCI Quality Mix ETF suite. There were no changes to the investment objectives, strategies or policies of any of the funds comprising such suite in connection with each fund’s name change.
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