STOT: SPDR® DoubleLine® Short Duration Total Return Tactical ETF

NAV

$49.60

as of Jan 23 2020

Base Currency

USD

Assets Under Management

$131.44 M

as of Jan 23 2020

Gross Expense Ratio

0.50%

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Key Features

The SPDR^® DoubleLine^® Short Duration Total Return Tactical ETF seeks to maximize current income with a dollar-weighted average effective duration between one and three years (the "Index")
Provides actively managed exposure to short duration fixed income with a dollar weighted average effective duration between one and three years
Combines traditional and non-traditional fixed income asset classes with the goal of maximizing current income through active sector allocation and security selection
Seeks to outperform the benchmark, in part by exploiting mispriced areas of the bond market while also including asset classes not included in the index such as high yield bonds and emerging markets debt

About this Benchmark

The Bloomberg Barclays U.S. Aggregate 1-3 Year Index provides a measure of the performance of the U.S. dollar denominated investment grade bond market that have a remaining maturity of greater than or equal to 1 year and less than 3 years. The index includes investment grade (must be Baa3/BBB- or higher using the middle rating of Moody's Investor Service, Inc., Standard & Poor's, and Fitch Inc.) government bonds, investment grade corporate bonds, mortgage pass through securities, commercial mortgage backed securities and asset backed securities that are publicly for sale in the United States.

Fund Information as of Jan 23 2020

Benchmark	Inception Date	Options Available	Gross Expense Ratio Gross Expense Ratio The fund's total annual operating expense ratio. It is gross of any fee waivers or expense reimbursements. It can be found in the fund's most recent prospectus.	Net Expense Ratio ^ SSGA Funds Management, Inc. ("SSGA FM" or "Adviser") has contractually agreed to waive its management fee and/or reimburse certain expenses, until October 31, 2020, so that the net annual Fund operating expenses, before application of any fees and expenses not paid by the Adviser pursuant to the Investment Advisory Agreement, if any, are limited to 0.45% of the Fund's average daily net assets. The contractual fee waiver and/or reimbursement does not provide for the recoupment by the Adviser of any fees the Adviser previously waived. The Adviser may continue the waiver and/or reimbursement from year to year, but there is no guarantee that the Adviser will do so and after October 31, 2020, the waiver and/or reimbursement may be cancelled or modified at any time. This waiver and/or reimbursement may not be terminated prior to October 31, 2020 except with the approval of the SSGA Active Trust's Board of Trustees.	Base Currency	Sub-advisor
Bloomberg Barclays U.S. Aggregate 1-3 Year Index	Apr 13 2016	No	0.50%	0.45%	USD	DoubleLine Capital LP

Benchmark	Bloomberg Barclays U.S. Aggregate 1-3 Year Index
Inception Date	Apr 13 2016
Options Available	No
Gross Expense Ratio Gross Expense Ratio The fund's total annual operating expense ratio. It is gross of any fee waivers or expense reimbursements. It can be found in the fund's most recent prospectus.	0.50%
Net Expense Ratio ^ SSGA Funds Management, Inc. ("SSGA FM" or "Adviser") has contractually agreed to waive its management fee and/or reimburse certain expenses, until October 31, 2020, so that the net annual Fund operating expenses, before application of any fees and expenses not paid by the Adviser pursuant to the Investment Advisory Agreement, if any, are limited to 0.45% of the Fund's average daily net assets. The contractual fee waiver and/or reimbursement does not provide for the recoupment by the Adviser of any fees the Adviser previously waived. The Adviser may continue the waiver and/or reimbursement from year to year, but there is no guarantee that the Adviser will do so and after October 31, 2020, the waiver and/or reimbursement may be cancelled or modified at any time. This waiver and/or reimbursement may not be terminated prior to October 31, 2020 except with the approval of the SSGA Active Trust's Board of Trustees.	0.45%
Base Currency	USD
Sub-advisor	DoubleLine Capital LP

Investment Manager	Distributor	Distribution Frequency
SSGA Funds Management, Inc.	State Street Global Advisors Funds Distributors, LLC	Monthly

Investment Manager	SSGA Funds Management, Inc.
Distributor	State Street Global Advisors Funds Distributors, LLC
Distribution Frequency	Monthly

Listing Information as of Jan 23 2020

Exchange	Listing Date	Trading Currency	Ticker	CUSIP	ISIN
Bats Global Markets	Apr 14 2016	USD	STOT	78470P200	US78470P2002

Exchange	Bats Global Markets
Listing Date	Apr 14 2016
Trading Currency	USD
Ticker	STOT
CUSIP	78470P200
ISIN	US78470P2002

Fund Characteristics as of Jan 23 2020

Number of Holdings	Average Coupon Average Coupon The [market value] weighted average coupon of the bonds in a portfolio.	Average Maturity in Years Average Maturity The market value-weighted average maturity of the bonds and loans in a portfolio, where maturity is defined as the stated final for bullet maturity bonds and loans.	Average Price	Average Yield To Worst The lowest potential yield that can be received on a bond without the issuer actually defaulting. The YTW is calculated by making worst-case scenario assumptions on the issue by calculating the return that would be received if the issuer uses provisions, including prepayments. When aggregating YTW for a portfolio level statistic, the weighted average of the YTW and market value for each security is used.	Current Yield Current Yield A bond's annual return based on its annual coupon payments and current price (as opposed to its original price or face). The formula for current yield is a bond's annual coupons divided by its current price. When aggregating Current Yield for a portfolio level statistic, the weighted average of the Current Yield and market value for each security is used.	Option Adjusted Duration Option Adjusted Duration An option-adjusted measure of a bond's (or portfolio's) sensitivity to changes in interest rates calculated as the average percentage change in a bond's value (price plus accrued interest) under shifts of the Treasury curve +/- 100 bps. Incorporates the effect of embedded options for corporate bonds and changes in prepayments for mortgage-backed securities.
415	2.61%	2.51	$100.52	2.18%	2.70%	1.42 years

Number of Holdings	415
Average Coupon Average Coupon The [market value] weighted average coupon of the bonds in a portfolio.	2.61%
Average Maturity in Years Average Maturity The market value-weighted average maturity of the bonds and loans in a portfolio, where maturity is defined as the stated final for bullet maturity bonds and loans.	2.51
Average Price	$100.52
Average Yield To Worst The lowest potential yield that can be received on a bond without the issuer actually defaulting. The YTW is calculated by making worst-case scenario assumptions on the issue by calculating the return that would be received if the issuer uses provisions, including prepayments. When aggregating YTW for a portfolio level statistic, the weighted average of the YTW and market value for each security is used.	2.18%
Current Yield Current Yield A bond's annual return based on its annual coupon payments and current price (as opposed to its original price or face). The formula for current yield is a bond's annual coupons divided by its current price. When aggregating Current Yield for a portfolio level statistic, the weighted average of the Current Yield and market value for each security is used.	2.70%
Option Adjusted Duration Option Adjusted Duration An option-adjusted measure of a bond's (or portfolio's) sensitivity to changes in interest rates calculated as the average percentage change in a bond's value (price plus accrued interest) under shifts of the Treasury curve +/- 100 bps. Incorporates the effect of embedded options for corporate bonds and changes in prepayments for mortgage-backed securities.	1.42 years

Option Adjusted Spread	Yield to Maturity Yield to Maturity The market weighted average rate of return anticipated on the bonds held in a portfolio if they were to be held to their maturity date.
43.87	2.29%

Option Adjusted Spread	43.87
Yield to Maturity Yield to Maturity The market weighted average rate of return anticipated on the bonds held in a portfolio if they were to be held to their maturity date.	2.29%

Index Characteristics as of Jan 23 2020

Number of Holdings	Average Coupon	Average Maturity in Years	Average Price	Average Yield To Worst	Current Yield	Option Adjusted Duration
2,420	2.43%	1.94	$101.36	1.68%	2.38%	1.82 years

Number of Holdings	2,420
Average Coupon	2.43%
Average Maturity in Years	1.94
Average Price	$101.36
Average Yield To Worst	1.68%
Current Yield	2.38%
Option Adjusted Duration	1.82 years

Option Adjusted Spread	Yield to Maturity
12.77	1.69%

Option Adjusted Spread	12.77
Yield to Maturity	1.69%

Yields as of Jan 23 2020

30 Day SEC Yield 30 Day SEC Yield (Also known as Standardized Yield) An annualized yield that is calculated by dividing the net investment income earned by the fund over the most recent 30-day period by the current maximum offering price.	Fund Dividend Yield Fund Dividend Yield The sum of the most recent 12 dividends within the past 365 days divided by Net Asset Value per share, expressed as a percentage.
1.98%	2.60%

30 Day SEC Yield 30 Day SEC Yield (Also known as Standardized Yield) An annualized yield that is calculated by dividing the net investment income earned by the fund over the most recent 30-day period by the current maximum offering price.	1.98%
Fund Dividend Yield Fund Dividend Yield The sum of the most recent 12 dividends within the past 365 days divided by Net Asset Value per share, expressed as a percentage.	2.60%

Fund Market Price as of Jan 23 2020

Bid/Ask Bid/Ask Mid Point (Also known as Mid Price) The price between the best price of the sellers for a trading unit of a given security and the best price of the buyer of a trading unit of a given a given security.	Closing Price Closing Price Market Price of last reported trade on the exchange.	Day High	Day Low	Exchange Volume (Shares) Exchange Volume (shares) Represents the volume of shares traded on the ETF's primary exchange throughout the previous business day.	Premium/Discount Premium/Discount to NAV Shows the comparison of the daily net asset value (NAV) and the Midpoint of the closing bid/ask for each of the funds calculated as ((4PM Bid/Ask - Closing NAV) / Closing NAV * 100)
$49.68	$49.68	$49.66	$49.64	21	0.16%

Bid/Ask Bid/Ask Mid Point (Also known as Mid Price) The price between the best price of the sellers for a trading unit of a given security and the best price of the buyer of a trading unit of a given a given security.	$49.68
Closing Price Closing Price Market Price of last reported trade on the exchange.	$49.68
Day High	$49.66
Day Low	$49.64
Exchange Volume (Shares) Exchange Volume (shares) Represents the volume of shares traded on the ETF's primary exchange throughout the previous business day.	21
Premium/Discount Premium/Discount to NAV Shows the comparison of the daily net asset value (NAV) and the Midpoint of the closing bid/ask for each of the funds calculated as ((4PM Bid/Ask - Closing NAV) / Closing NAV * 100)	0.16%

Premium Discount to Nav

Quarter

x axis: # of days

y axis: # Premium/Discount percentage

Fund Data

The above information is provided to show the comparison of the daily net asset value (NAV) and the Midpoint of the closing bid/ask for each of the funds.

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 1-866-787-2257 download a prospectus or summary prospectus now, or talk to your financial advisor. Read it carefully before investing.

Fund Net Cash Amount as of Jan 23 2020

Net Cash Amount
$5,030,976.19

Net Cash Amount

$5,030,976.19

Fund Net Asset Value as of Jan 23 2020

NAV NAV The market value of a mutual fund's or ETFs total assets, minus liabilities, divided by the number of shares outstanding.	Shares Outstanding	Assets Under Management
$49.60	2.65M	$131.44 M

NAV NAV The market value of a mutual fund's or ETFs total assets, minus liabilities, divided by the number of shares outstanding.	$49.60
Shares Outstanding	2.65M
Assets Under Management	$131.44 M

Most Recent NAV / NAV History

Fund Performance
View as

Fund Performance

Fund Inception Date: Apr 13 2016

Performance

Month End Quarter End

	As Of	1 Month	QTD	YTD	1 Year	3 Year	5 Year	10 Year	Since Inception Apr 13 2016
Fund Before Tax
NAV	Dec 31 2019	0.27%	0.62%	4.44%	4.44%	2.40%	-	-	2.18%
Market Value	Dec 31 2019	-0.06%	0.40%	4.35%	4.35%	2.33%	-	-	2.17%
Bloomberg Barclays U.S. Aggregate 1-3 Year Index	Dec 31 2019	0.23%	0.57%	4.04%	4.04%	2.16%	1.69%	1.56%	1.82%
Fund After Tax
Return after Taxes on Distributions	Dec 31 2019	0.11%	0.29%	3.34%	3.34%	1.41%	-	-	1.14%
Return after Taxes on Distributions and Sale of Fund Shares	Dec 31 2019	0.16%	0.37%	2.62%	2.62%	1.40%	-	-	1.20%
Bloomberg Barclays U.S. Aggregate 1-3 Year Index	Dec 31 2019	0.23%	0.57%	4.04%	4.04%	2.16%	1.69%	1.56%	1.82%

	As Of	1 Month	QTD	YTD	1 Year	3 Year	5 Year	10 Year	Since Inception Apr 13 2016
Fund Before Tax
NAV	Dec 31 2019	0.27%	0.62%	4.44%	4.44%	2.40%	-	-	2.18%
Market Value	Dec 31 2019	-0.06%	0.40%	4.35%	4.35%	2.33%	-	-	2.17%
Bloomberg Barclays U.S. Aggregate 1-3 Year Index	Dec 31 2019	0.23%	0.57%	4.04%	4.04%	2.16%	1.69%	1.56%	1.82%
Fund After Tax
Return after Taxes on Distributions	Dec 31 2019	0.11%	0.29%	3.34%	3.34%	1.41%	-	-	1.14%
Return after Taxes on Distributions and Sale of Fund Shares	Dec 31 2019	0.16%	0.37%	2.62%	2.62%	1.40%	-	-	1.20%
Bloomberg Barclays U.S. Aggregate 1-3 Year Index	Dec 31 2019	0.23%	0.57%	4.04%	4.04%	2.16%	1.69%	1.56%	1.82%

as of Dec 31 2019

Performance quoted represents past performance, which is no guarantee of future results. Investment return and principal value will fluctuate, so you may have a gain or loss when shares are sold. Current performance may be higher or lower than that quoted. Performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index.

The market price used to calculate the Market Value return is the midpoint between the highest bid and the lowest offer on the exchange on which the shares of the Fund are listed for trading, as of the time that the Fund's NAV is calculated. If you trade your shares at another time, your return may differ.

Gross Expense Ratio: 0.50%

Net Expense Ratio: 0.45%

Top Holdings
Subject to change.

Top Holdings

Fund Top Holdingsas of Jan 23 2020

Index Top Holdingsas of Jan 23 2020

Fund Top Holdings as of Jan 23 2020

Name	Market Value	ISIN	Weight
TREASURY BILL 0 06/25/2020	6,458,424.38	US912796UA57	4.91%
TREASURY BILL 0 05/07/2020	6,172,864.65	US912796TT67	4.69%
US TREASURY N/B 2.75 09/15/2021	5,403,101.54	US9128285A44	4.10%
TREASURY BILL 0 02/13/2020	4,995,895.85	US912796TF63	3.80%
US TREASURY N/B 2.25 03/31/2020	4,995,540.80	US9128284C19	3.79%
US TREASURY N/B 1.625 04/30/2023	4,054,755.45	US912828R283	3.08%
US TREASURY N/B 2.25 12/31/2023	3,719,620.70	US912828V236	2.83%
FREDDIE MAC 2.1862 01/15/2041	2,234,540.82	US3137A6A691	1.70%
FANNIE MAE 2.5 01/01/2032	1,988,434.03	US3138WJRQ35	1.51%
FANNIE MAE 2.242 11/25/2044	1,765,733.03	US3136ALMR90	1.34%

Download All Holdings: Daily

Index Top Holdings as of Jan 23 2020

Name	ISIN	Weight
Government National Mortgage Association 4.5 07/01/2048	-	1.49%
US TREASURY N/B 1.625 11/15/2022	US912828TY62	1.41%
US TREASURY N/B 2.25 04/30/2021	US912828WG10	1.29%
US TREASURY N/B 2.25 03/31/2021	US912828C574	1.26%
US TREASURY N/B 2.125 12/31/2022	US912828N308	1.25%
US TREASURY N/B 2 11/30/2022	US912828M805	1.22%
US TREASURY N/B 3.625 02/15/2021	US912828PX26	0.91%
US TREASURY N/B 2 11/15/2021	US912828RR30	0.81%
US TREASURY N/B 2.125 08/15/2021	US912828RC60	0.80%
US TREASURY N/B 2.5 01/31/2021	US9128285X47	0.79%

Sector Allocation

Fund Sector Breakdownas of Jan 23 2020

Index Sector Breakdownas of Jan 23 2020

Fund Sector Breakdown as of Jan 23 2020

Sector	Weight
Mortgage Backed Securities	30.83%
Treasury	28.30%
Investment Grade Corporate	17.88%
Emerging Markets	9.50%
Commercial Mortgage Backed Securities	6.07%
High Yield Corporate	5.25%
Asset Backed Securities	2.16%

Index Sector Breakdown as of Jan 23 2020

Sector	Weight
Treasury	60.74%
Corporate - Industrial	11.02%
Corporate - Finance	8.98%
Non Corporates	6.36%
Mortgage Backed Securities	6.29%
Agency	2.51%
Asset Backed Securities	1.80%
CMBS	1.37%
Corporate - Utility	0.93%

Quality Breakdown

Fund Quality Breakdownas of Jan 23 2020

Index Quality Breakdownas of Jan 23 2020

Fund Quality Breakdown as of Jan 23 2020

Name	Weight
NR	3.79%
Aaa	60.87%
Aa1	0.15%
Aa2	0.40%
Aa3	0.26%
A1	0.64%
A2	3.50%
A3	5.01%
Baa1	6.22%
Baa2	7.12%
Baa3	3.02%
Ba1	0.88%
Ba2	1.16%
Ba3	2.63%
B1	1.08%
B2	1.14%
B3	0.81%
Caa1	0.50%
Caa2	0.55%
Caa3	0.03%
Ca3	0.23%

Index Quality Breakdown as of Jan 23 2020

Name	Weight
Aaa	76.15%
Aa	4.79%
A	10.09%
Baa	8.96%

Maturity Ladder

Fund Maturity Ladderas of Jan 23 2020

Index Maturity Ladderas of Jan 23 2020

Fund Maturity Ladder as of Jan 23 2020

Name	Weight
0 - 1 Year	28.74%
1 - 2 Years	17.18%
2 - 3 Years	12.10%
3 - 5 Years	33.16%
5 - 7 Years	8.23%
7 - 10 Years	0.52%
10 - 15 Years	0.06%

Index Maturity Ladder as of Jan 23 2020

Name	Weight
1 - 2 Years	51.41%
2 - 3 Years	48.59%

Region Weights

Fund Region Weightsas of Jan 23 2020

Fund Region Weights as of Jan 23 2020

Region	Weight
Region	Weight
North America	87.03%
South America	3.30%
Southeast Asia	2.72%
Caribbean	2.03%
East Asia	1.43%
Central America	1.26%
Western Europe	0.90%
South Asia	0.89%
Oceania	0.26%
Middle East	0.18%

Geographical Breakdown

Fund Documents

ETF Historical Distributions

Tax Documents

SPDR ICI Tax Summary (Primary)

American Job Creation Act QII (2018)

SPDR ICI Tax Summary (Secondary)

Information & Schedules

SPDR® ETF Listing

Notice to APs- Changes to the US SPDR Website 12.11.19

SPDR Dividend Distribution Schedule

SPDR ETFs 2019 Estimated Capital Gains

Insights & Investment Ideas

Market Outlook - Get Defensive in Bonds

SPDR DoubleLine Short Duration Total Return Tactical ETF Commentary

SPDR Fixed Income ETF Dashboard

STOT: Q3 2019 Highlight

2020 ETF Market Outlook: Threading the Needle

Education

Fixed Income ETFs: Fact vs. Fiction

Purchase Information

Buying and Selling ETFs

ETFs are flexible and easy to trade. Investors buy and sell them like stocks, typically through a brokerage account. Investors can also employ traditional stock trading techniques; including stop orders, limit orders, margin purchases, and short sales using ETFs. They are listed on major US Stock Exchanges.

ETFs are subject to risk similar to those of stocks including those regarding short-selling and margin account maintenance.

Ordinary brokerage commissions may apply.

Fund Footnotes

In general, ETFs can be expected to move up or down in value with the value of the applicable index. Although ETF shares may be bought and sold on the exchange through any brokerage account, ETF shares are not individually redeemable from the Fund. Investors may acquire ETFs and tender them for redemption through the Fund in Creation Unit Aggregations only. Please see the prospectus for more details.

After-tax returns are calculated based on NAV using the historical highest individual federal marginal income tax rates and do not reflect the impact of state and local taxes. Actual after-tax returns depend on the investor's tax situation and may differ from those shown. The after-tax returns shown are not relevant to investors who hold their fund shares through tax-deferred arrangements such as 401(k) plans or individual retirement accounts.

Performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index.

Holdings and sectors shown are as of the date indicated and are subject to change. This information should not be considered a recommendation to invest in a particular sector or to buy or sell any security shown. It is not known whether the sectors or securities shown will be profitable in the future.

Unless otherwise noted all information contained herein is that of the SPDR^® DoubleLine^® Short Duration Total Return Tactical ETF.

DoubleLine^® is a registered trademark of DoubleLine Capital LP.

As with all stocks, you may be required to deposit more money or securities into your margin account if the equity, including the amount attributable to your ETF shares, declines.

State Street Global Advisors Funds Distributors, LLC is the distributor for certain registered products on behalf of the advisor. SSGA Funds Management has retained GSO Capital Partners, Nuveen Asset Management, Massachusetts Financial Services Company & DoubleLine Capital LP as the sub-advisor.

SPDR® DoubleLine® Short Duration Total Return Tactical ETF STOT