State Street Tax-Sensitive Active Asset Allocation ETF Portfolios

Key Facts

  • Seeks to outperform the benchmark over a full market cycle by employing active asset allocation
  • Focuses on identifying mispricing opportunities in the global equity and fixed income markets
  • Captures the potential tax advantages of municipal bonds

Objective

Seeks a distinct balance of risk and potential return. The more aggressive portfolios focus on long-term growth, while the more conservative portfolios emphasize current income and capital preservation. Each model portfolio seeks to pursue its goal and manage risk in a tax-sensitive manner by actively managing its allocations to ETFs offering exposure to a variety of asset classes.

Rebalance Frequency

10-16 times per year


Explore the Portfolios

Six tactical portfolios span the efficient frontier and can be used to target a variety of return and risk objectives.

Click through each portfolio to take a closer look.

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Source: State Street Global Advisors, as of January 10, 2020.

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Source: State Street Global Advisors, as of January 10, 2020.

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Source: State Street Global Advisors, as of January 10, 2020.

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Source: State Street Global Advisors, as of January 10, 2020.

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Source: State Street Global Advisors, as of January 10, 2020.

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Source: State Street Global Advisors, as of January 10, 2020.

Asset Class Ticker Percent
Equity 93.0%
SPDR S&P 500 ETF  SPY 24.0%
SPDR SSGA US Sector Rotation ETF XLSR 22.0%
SPDR Portfolio Mid Cap ETF SPMD 4.0%
SPDR Portfolio Small Cap ETF SPSM 6.0%
SPDR Portfolio Developed World ex-US ETF SPDW 20.0%
SPDR Portfolio Europe ETF SPEU 1.0%
SPDR Portfolio Emerging Markets ETF
SPEM 10.0%
SPDR S&P International Small Cap ETF GWX 4.0%
SPDR S&P Emerging Markets Small Cap ETF EWX 2.0%
Fixed Income 0.0%
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF TFI 0.0%
SPDR Bloomberg Barclays TIPS ETF SPIP 0.0%
SPDR FTSE International Government Inflation-Protected Bond ETF WIP 0.0%
SPDR Bloomberg Barclays High Yield Bond ETF JNK 0.0%
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF EBND 0.0%
Real Assets 5.0%
SPDR Dow Jones REIT ETF RWR 3.0%
SPDR Dow Jones International Real Estate ETF RWX 2.0%
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF PDBC 0.0%
SPDR Gold Shares GLD 0.0%
Cash 2.0%
Cash n/a 2.0%

Insight on the Model Portfolio Landscape


Model Portfolio Solutions and the Client Experience

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ETF Model Portfolios: The Due Diligence Factor

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Best Practices: Model Portfolio Performance

Written in partnership with the CFA Institute, this report establishes best practices for calculating and presenting model portfolio performance in a consistent manner.


Get More Information

Get in Touch

Contact the State Street Models Team for more information or call a State Street ETF representative at 866-787-2257.


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Footnotes

All asset allocation scenarios are for hypothetical purposes only and are not intended to represent a specific asset allocation strategy orrecommend a particular allocation. Each investor's situation is unique and asset allocation decisions should be based on an investor's risk tolerance, time horizon and financial situation.

The strategy does not pursue any practices designed to cause the realization of losses in accounts invested pursuant to the strategy for the purpose of offsetting capital gains tax liabilities realized elsewhere in such accounts, a practice commonlyreferred to as "tax loss harvesting."