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SPDR Barclays Capital 1-3 Mo T-Bill
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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 30, 2007 |
| Assets (mns) | $9,569 |
| 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 | 13 |
| No of distinct issuers | 1 |
| 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 | 99.8% |
 |
UNITED STATES | 99.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.3% | 2.2% | 0.7% | 0.4% | 0.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.04 | 21% |
| S&P500 | -0.00 | 1% |
| MSCI EAFE | -0.00 | 4% |
| MSCI Emg. Mkts. | -0.00 | 3% |
| Recent close | $91.55 |
| 30d moving avg. | $91.53 |
| Annualized volatility | 0.2% |
| Short interest (ETF) | 1.0% |
| Relative strength (RSI) | 59 |
| Avg. volume (thou.) | 1,607 |
| Avg. daily value traded (mns) | $147 |
| Turnover | 1.5% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BIL | 0.1 yrs | Category Avg.* |
7.1 yrs |
| BIL | 0.1% | Category Avg.* |
7.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.84% | -7.1% | $85.07 |
| +200 bp | 3.84% | -3.2% | $88.59 |
| +150 bp | 3.34% | -1.9% | $89.85 |
| +100 bp | 2.84% | -0.9% | $90.75 |
| +75 bp | 2.59% | -0.5% | $91.08 |
| +50 bp | 2.34% | -0.2% | $91.32 |
| +25 bp | 2.09% | -0.1% | $91.48 |
| 0 bp | 1.84% | 0% | $91.55 |
| -25 bp | 1.59% | -0.0% | $91.54 |
| -50 bp | 1.34% | -0.1% | $91.44 |
| -75 bp | 1.09% | -0.3% | $91.25 |
| -100 bp | 0.84% | -0.6% | $90.98 |
| -150 bp | 0.34% | -1.5% | $90.18 |
| -200 bp | -0.16% | -2.7% | $89.05 |
| -300 bp | -1.16% | -6.3% | $85.75 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
184 | bp |
| Less: Annual "default factor" |
1 | bp |
| Less: Expense ratio | 14 | bp |
| Equals: ALTAR Score | 1.70 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.6% |
| Inflation Protected | 1.7% |
| Mortgage | 2.8% |
| Municipals | 2.2% |
| *Note: The SPDR Barclays Capital 1-3 Mo T-Bill is classified as a Government fund. | |