Filed Pursuant To Rule 433
Registration No. 333-217785
July 12, 2017
SPDR® ETF Trading Report May 2017
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
VolumeAvg.Quote SizeAvg.Size ($)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 ($)trailingSize(%)04/30/2017
US Core
SPY SPDR S&P
500® ETF 0.010.000.0167,945,47816,246,918,07677,591,57816,65015,1533,981,3483,590,9582720.30175,515,778
MDY SPDR S&P MidCap 400®
ETF 0.060.020.071,165,921364,735,2591,266,6821,1401,470356,626458,8901130.402,748,190
SLY SPDR S&P 600 Small Cap ETF
0.450.370.4318,8352,277,34844,0452,7452,399331,898287,9041200.5019,544
DIA SPDR Dow Jones Industrial Average ETF Trust
0.020.010.022,515,648525,135,9763,115,2351,9442,503405,810520,3241290.206,572,913
THRK SPDR Russell 3000 ETF
0.640.360.696,6691,191,3419,1303,0412,449543,214431,9551250.406,741
TWOK SPDR Russell 2000® ETF
0.220.270.2512,3041,001,90718,7906,3515,824517,162470,4041310.503,667
ONEK SPDR Russell 1000 ETF
0.300.260.355,129575,8393,6602,7553,031309,304337,8661640.3017,137
SMD SPDR S&P 1000 ETF
0.690.760.702,526228,6983,9361,7471,819158,680164,911620.401,360
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.230.400.253,982231,2496,9132,6093,533151,505202,8301120.3018,623
SHE SPDR SSGA Gender Diversity Index ETF
0.050.080.0515,040996,6388,3048,1567,896540,498520,504790.3012,173
US Style
SPYG SPDR S&P 500 Growth ETF 0.210.180.2334,2204,014,72130,7192,3232,774272,534319,149930.3030,724
SPYV SPDR S&P 500 Value ETF 0.200.180.2312,5481,407,48919,0072,9783,107334,042351,060760.4013,293
MDYG SPDR S&P 400 Mid Cap Growth ETF 0.340.240.3718,7962,660,49317,3433,5823,125507,032437,8131360.5015,848
MDYV SPDR S&P 400 Mid Cap Value ETF 0.260.270.2818,8301,789,83928,9427,5996,183722,285591,0951000.506,238
SLYG SPDR S&P 600 Small Cap Growth ETF 0.590.280.6031,2046,641,29631,5942,5832,535549,740534,961830.5038,992
SLYV SPDR S&P 600 Small Cap Value ETF 0.300.250.2951,6326,082,58153,4072,0031,675235,973196,310760.5028,937
US Sector
XLY Consumer Discretionary Select
Sector SPDR Fund 0.010.010.014,274,872384,253,6654,120,1049,8069,400881,461829,8321670.4011,080,736
XLP Consumer Staples Select Sector SPDR
Fund 0.010.020.017,265,121402,059,7238,013,52570,35173,4073,893,2244,046,1943780.3037,230,614
XLE Energy Select Sector SPDR Fund
0.010.020.0115,295,3471,029,065,08815,638,99716,99414,2761,143,356984,4731880.7035,703,716
XLF Financial Select Sector SPDR Fund
0.010.040.0168,476,9501,611,424,72277,863,175915,371884,10521,538,68021,032,8581,2110.5078,037,933
XLV Health Care Select Sector SPDR Fund
0.010.010.016,033,113455,219,7937,228,90818,35716,7741,385,0361,258,5532470.4021,377,955
XLI Industrial Select Sector SPDR Fund
0.010.020.018,478,822563,568,5099,529,96629,74927,4891,977,4161,806,5772760.4034,568,472
Source: ArcaVision. Data is as of May 31, 2017. Past performance is
not a guarantee of future results.
SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
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 ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)04/30/2017
US Sector (contd)
XLB Materials Select Sector SPDR Fund 0.010.020.014,277,090225,591,9174,323,38327,52425,0191,451,6161,312,9972330.5014,329,656
XLK Technology Select Sector SPDR Fund 0.010.020.0110,144,943563,878,9498,947,52781,78982,7454,545,8334,470,7123920.5030,940,854
XLU Utilities Select Sector SPDR Fund 0.010.020.0110,249,976534,244,61312,746,82529,40227,3931,532,4321,414,8482780.4048,743,080
XLRE Real Estate Select Sector SPDR Fund 0.010.030.011,718,50354,396,5692,005,83635,28746,8001,116,8341,479,8163380.405,210,472
US Industry
KBE SPDR S&P Bank ETF
0.010.030.012,010,56184,879,7942,657,4454,7965,923202,487254,0971600.707,030,245
KCE SPDR S&P Capital Markets ETF
0.130.290.134,412205,2589,2506,5778,097305,962382,745870.503,606
KIE SPDR S&P Insurance ETF
0.040.050.04227,17819,481,607162,2471,4491,538124,252132,1911250.40531,363
KRE SPDR S&P Regional Banking ETF
0.010.020.016,961,472370,710,4948,188,8014,6934,791249,902260,0551770.8025,352,559
XBI SPDR S&P Biotech ETF
0.030.040.033,734,853259,193,8164,037,6851,2901,22289,52684,8921621.1026,962,951
MTK SPDR Morgan Stanley Technology ETF
0.090.120.1827,5971,996,60624,3301,7982,383130,085166,3811280.5015,295
XHB SPDR S&P Homebuilders ETF
0.010.030.011,092,70441,164,8511,402,62113,25212,162499,203452,1831730.507,662,460
XME SPDR S&P Metals & Mining ETF
0.010.040.013,323,47796,303,2383,881,2296,8335,726198,020172,1241790.9010,709,477
XES SPDR S&P Oil & Gas Equipment &
Services ETF 0.020.130.02557,1389,524,592739,8347,1106,608121,581124,7592321.80868,498
XITK SPDR FactSet Innovative Technology ETF
0.150.210.155,230357,9715,40142853129,33534,6112450.802,585
XOP SPDR S&P Oil & Gas Exploration & Production ETF
0.010.030.0117,007,633588,597,82817,365,00511,97012,277414,282440,2532241.3055,258,357
XPH SPDR S&P Pharmaceuticals ETF
0.040.100.0473,7863,095,384111,9032,2982,48796,401104,0311940.801,048,928
XRT SPDR S&P Retail ETF
0.010.030.014,128,474173,004,0335,092,8526,6326,090277,947256,3891810.8017,819,511
XSD SPDR S&P Semiconductor ETF
0.040.070.04110,8106,771,71287,1381,8291,819111,770109,5581611.10458,138
XHE SPDR S&P Health Care Equipment ETF
0.200.340.2027,5481,587,00023,9652,8582,727164,649153,9661280.6040,762
XTL SPDR S&P Telecom ETF
0.300.000.2416,7871,185,37515,0633,7814,366266,976307,4102650.801,489
XAR SPDR S&P Aerospace & Defense ETF
0.060.090.06107,7567,359,089111,7621,9466,656132,892451,6101180.702,275,329
XHS SPDR S&P Health Care Services ETF
0.120.200.1014,447869,81713,1761,10890766,71353,2141410.7021,293
XSW SPDR S&P Software & Services ETF
0.130.210.136,431392,1426,0322,3162,204141,207130,8743250.607,231
XTH SPDR S&P Technology Hardware ETF
0.340.470.4633320,6123724,9106,040358,135421,29081.307,772
XTN SPDR S&P Transportation ETF
0.060.120.0626,9511,408,96340,4712,6222,698137,078143,1561490.7021,464
XWEB SPDR S&P Internet ETF
0.240.360.241456,1141583,9664,065258,821245,20112.00335
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of future
results.
State Street Global Advisors 2
SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
VolumeAvg.Quote SizeAvg.Size ($)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 ($)trailingSize(%)04/30/2017
Real Estate Equities
RWR SPDR
Dow Jones REIT ETF 0.050.050.05176,12016,120,323226,5401,6402,143150,109197,9491170.5066,585
RWO SPDR Dow Jones Global Real Estate ETF
0.050.120.04190,5649,045,293380,7071,3293,30463,088155,8831650.4085,982
RWX SPDR Dow Jones International Real Estate ETF
0.010.030.01487,67318,839,611566,1407,3848,851285,244334,1253340.301,419,410
Global Equities
DGT SPDR Global Dow ETF 0.400.530.3986659,9362,73647044635,98333,151370.50327
GII SPDR S&P Global Infrastructure ETF 0.290.570.2919,354965,57223,8051,1191,24955,82760,8512350.505,818
GNR SPDR S&P Global Natural Resources ETF 0.070.180.07101,7604,273,939104,0291,1401,16747,88049,2591680.6050,557
CWI SPDR MSCI ACWI ex-US ETF 0.010.040.01212,3787,574,741229,5859,5337,624340,042263,1803630.40329,099
ACIM SPDR MSCI ACWI IMI ETF 0.200.280.255,113363,4905,86942851030,42735,486760.301,908
EFAX SPDR MSCI EAFE Fossil Fuel Reserves Free ETF 0.731.070.6884753,61844179792954,82662,085570.601,016
GWL SPDR S&P World ex-US ETF 0.030.100.03252,3667,253,135234,2028,5647,429246,129208,2358750.40575,648
GWX SPDR S&P International Small Cap ETF 0.050.160.05108,6853,544,045102,92294284930,71926,9811800.30132,407
LOWC SPDR MSCI ACWI Low Carbon Target ETF 0.120.150.1374958,69587197899380,83279,937850.30532
International Developed Equities Region/Country
FEZ SPDR EURO STOXX 50 ETF 0.010.030.014,772,162187,027,5174,113,43683,64678,5893,278,0872,942,3724830.707,987,145
FEU SPDR STOXX Europe 50 ETF 0.040.130.04157,4135,359,05283,3961,4951,77750,89059,2273330.6052,008
SMEZ SPDR EURO STOXX Small Cap ETF 0.110.190.112,295129,9852,5261,0781,18061,04761,9972030.805,448
HFEZ SPDR EURO STOXX 50 Currency Hedged ETF 0.140.360.154,554183,0494,7086,9025,152277,460200,1552310.507,018
HDWX SPDR S&P International Dividend Currency Hedged ETF 1.322.850.841,24952,76273933661715,34827,3081250.903,551
Emerging Market Equities
GMM SPDR S&P
Emerging Markets ETF 0.170.260.1828,2951,867,25840,36369964646,12741,6991360.7022,611
GML SPDR S&P Emerging Latin America ETF
0.390.780.473,386172,9094,41253562227,41331,610891.602,044
GAF SPDR S&P Emerging Middle East & Africa ETF
0.751.210.9072537,46571431231019,44418,715741.40787
GUR SPDR S&P Emerging Europe ETF
0.190.620.1912,883386,54411,96285186825,53025,2071320.803,976
GMF SPDR S&P Emerging Asia Pacific ETF
0.190.210.1721,3291,901,29920,50060766754,10858,0221320.50112,882
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of
future results.
State Street Global Advisors 3
SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
Spread Spread vs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.Trade
Volatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)04/30/2017
Emerging Market Equities (contd)
EEMX SPDR MSCI Emerging Markets Fossil Fuel Reserves 1.923.131.214,035246,0181,56337464523,03139,2871081.401,430
Free ETF
EWX SPDR S&P Emerging Markets
Small Cap ETF 0.060.130.0764,3552,974,56898,2807401,37434,20362,8741360.60108,060
GXC SPDR S&P China ETF
0.100.120.1061,7185,242,29181,18352860744,84850,1991130.6025,799
RBL SPDR S&P Russia ETF
0.080.420.095,822114,23512,0881,2641,05424,80020,4792351.005,529
XINA SPDR MSCI China A Shares IMI ETF
0.281.350.261582,9941552732385,6185,160361.903
International Sector Equities
IPD SPDR S&P International Consumer Discretionary 0.310.770.294,769188,4563,17099686739,75033,735840.4020,683
Sector ETF
IPS SPDR S&P International
Consumer Staples Sector ETF 0.230.500.222,792124,9623,48155169325,32429,910580.502,758
IPW SPDR S&P International Energy Sector ETF
0.090.500.0915,698290,52517,89272693113,43816,8981540.70561
IPF SPDR S&P International Financial Sector ETF
0.652.980.384,981105,9963,0031,1571,47724,77131,0021331.204,002
IRY SPDR S&P International Health Care Sector ETF
0.150.290.143,951196,3698,5698761,11543,54652,4051390.406,203
IPN SPDR S&P International Industrial Sector ETF
0.170.510.158,206279,9817,1781,1661,15339,78437,8652290.5012,169
IRV SPDR S&P International Materials Sector ETF
0.120.560.122,08045,42617,3481,7491,00938,26821,6831420.603,665
IPK SPDR S&P International Technology Sector ETF
0.210.500.2138,6771,608,00022,7001,6941,49070,42060,1511420.5092,342
IST SPDR S&P International Telecommunications
0.130.520.1321,432545,33314,3581,4061,45135,78335,6801700.50
Sector ETF
IPU SPDR S&P International Utilities Sector ETF 0.080.450.073,39257,3115,3808801,10614,87217,7183630.602,737
Advanced Beta Income
EDIV SPDR S&P
Emerging Markets Dividend ETF 0.050.180.0650,6861,504,69468,04354075016,03322,2451590.6061,160
DWX SPDR S&P International Dividend ETF
0.050.130.04209,8398,224,032172,6821,9141,97775,01075,9371470.40162,506
SDY SPDR S&P Dividend ETF
0.010.020.02706,74462,109,411618,4903,5503,508311,974309,2301980.30791,481
WDIV SPDR S&P Global Dividend ETF
0.080.110.0814,373951,89515,75558450938,67833,1051720.4013,155
SPYD SPDR S&P 500 High Dividend ETF
0.060.170.0645,7851,596,79945,0046,4496,737224,941237,0751490.4010,372
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of
future results.
State Street Global Advisors 4
SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
VolumeAvg.Quote SizeAvg.Size ($)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 ($)trailingSize(%)04/30/2017
Advanced Beta Multi Factor
QAUS SPDR MSCI Australia StrategicFactors ETF 0.060.110.041,90092,9474,99680490241,55146,6062260.70406
QCAN SPDR MSCI Canada StrategicFactors ETF 0.060.100.061,55872,3762,9811,01591554,86149,9222060.70719
QDEU SPDR MSCI Germany StrategicFactors ETF 0.060.100.061,48386,2513,08996999457,67557,672960.702,179
QJPN SPDR MSCI Japan StrategicFactors ETF 0.270.380.2625615,22699056750540,00234,92190.401,769
QESP SPDR MSCI Spain StrategicFactors ETF 0.040.070.0410,642529,5094,5071,0981,08254,69152,7151280.901,205
QGBR SPDR MSCI United Kingdom StrategicFactors ETF 0.170.320.171,64784,2763,57691096347,46649,113960.403,653
QEFA SPDR MSCI EAFE StrategicFactors ETF 0.370.610.3612,760776,79114,2991,0162,03761,854119,3271450.4010,651
QWLD SPDR MSCI World StrategicFactors ETF 0.650.940.6329819,37416569468647,85846,820490.50648
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF 0.430.750.466,122352,2397,3841,2211,45470,25681,555940.5056,441
QUS SPDR MSCI USA StrategicFactors ETF 0.100.140.091,646112,5644,36616516911,46811,617610.304,663
Advanced Beta Single Factor
SPYB SPDR
S&P 500 Buyback ETF 0.150.270.191,27566,9311,3825,2097,376287,328404,5003670.6014,607
VLU SPDR S&P 1500 Value Tilt ETF
0.520.570.5119415,97140281871874,79065,805190.201,100
MMTM SPDR S&P 1500 Momentum Tilt ETF
0.640.630.6161359,3111,4921,131932113,89293,032130.70908
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF
0.450.530.4710,436887,6846,33378572866,77261,8361560.302,142
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF
0.310.340.3210,658966,61311,4472,0812,573188,726234,8381040.409,303
ONEY SPDR Russell 1000 Yield Focus ETF
0.440.640.3840826,6878814,4935,200310,107360,724890.80106
ONEO SPDR Russell 1000 Momentum Focus ETF
0.350.510.334,379301,0224,2232,2732,342156,246160,1231580.4028,939
ONEV SPDR Russell 1000 Low Volatility Focus ETF
0.360.520.361,662110,6271,5105,2715,544365,597383,8671220.4038,487
Advanced Beta Fixed Income
CBND SPDR Bloomberg Barclays Issuer Scored Corporate 0.310.940.209,398303,9167,1532654088,57013,0721380.404,169
Bond ETF
Fixed Income US Government
BIL SPDR Bloomberg Barclays 13 Month T-Bill ETF
0.010.020.01676,16330,914,507763,5951,663,6401,709,73776,061,62178,152,0784740.00633,703
ITE SPDR Bloomberg Barclays Intermediate Term
0.060.100.0619,6701,181,85437,8884,3493,489261,288208,7822460.106,798
Treasury ETF
TLO SPDR Bloomberg Barclays Long Term Treasury ETF 0.100.150.1072,5445,090,23376,9211,3301,65593,326115,2712030.4067,876
IPE SPDR Bloomberg Barclays TIPS ETF 0.090.160.0833,0041,860,97649,9505,1113,666288,209207,5321570.2021,896
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of future results.
State Street Global Advisors 5
SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
Spread Spread vs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.Trade
Volatilityas of
Ticker ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)04/30/2017
Fixed Income US Government (contd)
SST SPDR Bloomberg Barclays Short Term Treasury ETF 0.060.190.0547,5991,435,16151,6885,0515,373152,288161,7275190.1028,806
SIPE SPDR Bloomberg Barclays 05 Year TIPS ETF 0.221.120.221,35624,9151,94499686119,58117,056110.502,001
TIPX SPDR Bloomberg Barclays 110 Year TIPS ETF 0.110.550.107,748151,24215,5731,26893124,75118,2763820.2077,886
Fixed Income US Investment Grade Corporates
SCPB SPDR Bloomberg Barclays Short Term Corporate 0.010.040.01315,3289,651,021322,37725,50530,928780,708945,7783300.00120,767
Bond ETF
ITR SPDR Bloomberg Barclays
Intermediate Term Corporate 0.020.060.02283,7269,731,998381,8198,27510,488283,833358,2703310.10100,409
Bond ETF
LWC SPDR Bloomberg Barclays Long Term Corporate 0.160.390.1325,0921,026,30929,0049971,04640,77742,0911830.308,135
Bond ET
FLRN SPDR Bloomberg Barclays
Investment Grade 0.020.050.02200,3216,152,610319,23214,08111,825432,428363,1463520.00145,548
Floating Rate ETF
Fixed Income High Yield
JNK SPDR
Bloomberg Barclays High Yield Bond ETF 0.010.030.018,269,083306,918,25210,660,57596,37598,5213,577,4403,622,6175950.2035,151,641
SJNK SPDR
Bloomberg Barclays Short Term High Yield 0.010.040.011,685,97047,226,3852,052,76951,89644,2141,453,6071,233,1284000.10640,483
Bond ETF
CJNK SPDR BofA Merrill Lynch Crossover Corporate Bond ETF 0.250.950.243,69297,9187,36266965717,74217,2271260.409,476
Fixed Income US Mortgage
MBG SPDR
Bloomberg Barclays Mortgage Backed Bond ETF 0.060.220.0724,293640,40148,2954,2212,310111,26660,6382580.2026,657
Fixed Income US
Aggregate
BNDS SPDR Bloomberg Barclays Aggregate Bond ETF
0.070.120.0763,5343,639,46870,9046,6724,984382,172284,5865580.102,826
Fixed Income Hybrids
CWB SPDR Bloomberg Barclays Convertible Securities ETF 0.010.030.01531,99825,949,224601,0891,2351,41760,24368,1581320.301,140,112
PSK SPDR Wells Fargo Preferred Stock ETF 0.060.130.0645,2442,031,92048,4205,3784,114241,526182,0452290.1014,015
Fixed Income Municipal
SHM SPDR Nuveen
Bloomberg Barclays Short Term 0.010.030.01274,29713,337,810349,11610,05911,454489,169555,1752560.00259,016
Municipal Bond ETF
TFI SPDR Nuveen Bloomberg Barclays Municipal Bond ETF 0.020.040.02322,11015,604,416331,8004,1853,903202,721187,5001950.10429,096
HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 0.110.200.1154,8693,120,32878,84073756041,91331,7411510.1063,577
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of future results.
State Street Global Advisors 6
SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
Spread Spread vs. 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 ($)trailingSize(%)04/30/2017
Fixed Income International
WIP SPDR Citi International Government Inflation-Protected 0.250.460.2530,6261,699,62947,07864850135,96427,5701340.305,494
Bond ETF
BWZ SPDR Bloomberg Barclays Short Term
International 0.140.450.1225,613787,90928,9751,19888836,85026,9151460.4029,997
Treasury Bond ETF
BWX SPDR Bloomberg Barclays International Treasury 0.040.150.03400,32010,830,642529,1651,1333,34030,64889,2112180.30569,138
Bond ETF
IBND SPDR Bloomberg Barclays
International Corporate 0.110.340.1140,5941,321,05860,0871,11672736,31522,8792210.4056,087
Bond ETF
EBND SPDR Bloomberg Barclays Emerging Markets Local 0.120.410.1120,683589,91029,6761,0191,15529,06232,5831750.5015,311
Bond ETF
Commodity
GLD® SPDR Gold Trust 0.010.010.017,277,827863,288,1277,950,22112,45213,0261,477,0561,549,7031890.508,086,929
NANR SPDR S&P North American Natural Resources ETF 0.050.150.0569,9122,232,83758,5083,2712,819104,47691,6462780.70102,932
Active Asset Allocation
RLY SPDR SSGA
Multi-Asset Real Return ETF 0.110.460.1116,014388,94517,2778,3818,183203,574199,8291440.4014,595
INKM SPDR SSGA Income Allocation ETF
0.120.370.114,884157,1836,82710,53911,109339,145351,8222050.203,579
GAL SPDR SSGA Global Allocation ETF
0.080.220.0821,117746,04221,2728,6029,640303,909335,4722290.2013,972
DWFI SPDR Dorsey Wright Fixed Income Allocation ETF
0.040.150.0836,018914,58431,016292872,47971,2786420.3541,594
Active Equity
SYE SPDR MFS Systematic Core Equity ETF 0.170.260.1826314,4644468351,14455,92876,202110.40449
SYG SPDR MFS Systematic Growth Equity ETF 0.220.320.2427,3391,916,56113,34551864736,31245,0381430.401,979
SYV SPDR MFS Systematic Value Equity ETF 0.170.290.1752428,10534088193550,82554,688400.60704
Active Fixed Income
TOTL SPDR DoubleLine
Total Return Tactical ETF 0.030.060.03312,80515,377,178380,7463,7613,081184,891150,7232290.10134,564
EMTL SPDR DoubleLine Emerging Markets
Fixed Income ETF 0.130.260.205,039252,707.693,51810,097.7812,091.55507,732.70602,209.073890.17645,597
STOT SPDR DoubleLine Short Duration
Total Return 0.170.340.167,277362,300.947,5001,609.144,829.1080,071.70239,512.012910.241215,501
Tactical ETF
SRLN SPDR Blackstone / GSO Senior Loan ETF 0.010.030.02346,05816,430,265298,13411,36317,234539,515818,0983100.0065,142
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of future results.
State Street Global Advisors 7
SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily
VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
Spread Spread vs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.Trade
Volatilityas of
Ticker ETF Name ($) (%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)04/30/2017
Active Fixed Income (contd)
ULST SPDR SSGA Ultra Short Term Bond ETF 0.070.160.052,800108,0136,1882,7083,094108,997124,7191380.101,509
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of future results.
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Important Risk Information
ETFs trade like stocks,
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.
While the shares of ETFs are tradable on secondary markets, they may not readily trade in all market conditions and may trade at significant discounts in periods
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Important Information Relating to SPDR Gold Shares Trust (GLD®):
The SPDR Gold
Trust (GLD) has filed a registration statement (including a prospectus) with the Securities and Exchange Commission (SEC) for the offering to which this communication relates. Before you invest, you should read the prospectus
in that registration statement and other documents GLD has filed with the SEC for more complete information about GLD and this offering. Please see the GLD prospectus for a detailed discussion of the risks of investing in GLD shares. When
distributed electronically, the GLD prospectus is available by clicking here. You may get these documents for free by visiting EDGAR on the SEC website at sec.gov or by visiting spdrgoldshares.com. Alternatively, the Trust or any authorized
participant will arrange to send you the prospectus if you request it by calling 866.320.4053.
GLD is not an investment company registered under the Investment
Company Act of 1940 (the 1940 Act) and is not subject to regulation under the Commodity Exchange Act of 1936 (the CEA). As a result, shareholders of the Trust do not have the protections associated with ownership of shares in
an investment company registered under the 1940 Act or the protections afforded by the CEA.
GLD shares trade like stocks, are subject to investment risk and will
fluctuate in market value. The value of GLD shares relates directly to the value of the gold held by GLD (less its expenses), and fluctuations in the price of gold could materially and adversely affect an investment in the shares. The price received
upon the sale of the shares, which trade at market price, may be more or less than the value of the gold represented by them. GLD does not generate any income, and as GLD regularly sells gold to pay for its ongoing expenses, the amount of
gold represented by each Share will decline over time to that extent.
For more information, please contact the Marketing Agent for GLD: State Street
Global Advisors Funds Distributors, LLC, One Lincoln Street, Boston, MA, 02111; T: +1 866 320 4053 spdrgoldshares.com
Before investing, consider the funds
investment objectives, risks, charges and expenses. To obtain a prospectus or summary prospectus which contains this and other information, call +1 617 664 7727 or visit spdrs.com. Read it carefully.
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State Street Global
Advisors ID9923-IBG-24137 0717 Exp. Date: 07/31/2018 SPD001369
SPDR® GOLD TRUST has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the Trust and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Trust or any Authorized Participant will arrange to send you the prospectus if you request it by calling toll free at 1-866-320-4053 or contacting State Street Global Markets, LLC, One Lincoln Street, Attn: SPDR® Gold Shares, 30th Floor, Boston, MA 02111.