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SPDR Bloomberg 1-3 Month T-Bill ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| SPDR Barclays 1-3 Month T-Bill ETF is an exchange-traded fund incorporated in the USA. The Fund's objective is to provide investment results that correspond generally to the price and yield performance of the Barclays 1-3 Month U.S. Treasury Bill Index. |
| Category | Government |
| Fund Sponsor | SSgA Funds Management Inc |
| Website | www.spdrs.com |
| Inception date | May 25, 2007 |
| Assets (mns) | $46,196 |
| Currency | USD |
| Expense ratio | 14 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 17 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 0% |
| UNITED STATES TREASUR 0.0% 8/15/19 | 11.8 % |
| UNITED STATES TREASUR 0.0% 9/12/19 | 11.5 % |
| UNITED STATES TREASUR 0.0% 8/01/19 | 8.9 % |
| UNITED STATES TREASUR 0.0% 8/08/19 | 8.9 % |
| UNITED STATES TREASUR 0.0% 8/22/19 | 8.5 % |
| UNITED STATES TREASUR 0.0% 8/29/19 | 8.5 % |
| UNITED STATES TREASUR 0.0% 9/05/19 | 8.5 % |
| UNITED STATES TREASUR 0.0% 9/19/19 | 8.5 % |
| UNITED STATES TREASUR 0.0% 9/26/19 | 8.5 % |
| UNITED STATES TREASUR 0.0% 8/06/19 | 4.0 % |
| TOTAL | 87.6 % |
|---|
| U.S. TREASURY | 99.6% |
 |
UNITED STATES | 99.6 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.0% | 5.3% | 2.5% | 1.7% | 1.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.00 | 0% |
| S&P500 | 0.01 | 2% |
| MSCI EAFE | 0.00 | 0% |
| MSCI Emg. Mkts. | 0.00 | 1% |
| Recent close | $91.58 |
| 30d moving avg. | $91.33 |
| Annualized volatility | 0.7% |
| Short interest (ETF) | 1.0% |
| Relative strength (RSI) | 100 |
| Avg. volume (thou.) | 16,874 |
| Avg. daily value traded (mns) | $1,545 |
| Turnover | 3.3% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BIL | 0.1 yrs | Category Avg.* |
6.4 yrs |
| BIL | 0.1% | Category Avg.* |
6.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 9.83% | -9.3% | $83.09 |
| +200 bp | 8.83% | -4.2% | $87.75 |
| +150 bp | 8.33% | -2.4% | $89.40 |
| +100 bp | 7.83% | -1.1% | $90.58 |
| +75 bp | 7.58% | -0.6% | $91.00 |
| +50 bp | 7.33% | -0.3% | $91.31 |
| +25 bp | 7.08% | -0.1% | $91.50 |
| 0 bp | 6.83% | 0% | $91.58 |
| -25 bp | 6.58% | -0.0% | $91.54 |
| -50 bp | 6.33% | -0.2% | $91.39 |
| -75 bp | 6.08% | -0.5% | $91.13 |
| -100 bp | 5.83% | -0.9% | $90.75 |
| -150 bp | 5.33% | -2.1% | $89.64 |
| -200 bp | 4.83% | -3.8% | $88.08 |
| -300 bp | 3.83% | -8.7% | $83.58 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
683 | bp |
| Less: Annual "default factor" |
-1 | bp |
| Less: Expense ratio | 14 | bp |
| Equals: ALTAR Score | 6.71 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The SPDR Bloomberg 1-3 Month T-Bill ETF is classified as a Government fund. | |