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SPDR Portfolio Aggregate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| SPDR Barclays Aggregate Bond 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 U.S. Aggregate Index. |
| Category | Aggregate |
| Fund Sponsor | SSgA Funds Management Inc |
| Website | www.spdrs.com |
| Inception date | May 23, 2007 |
| Assets (mns) | $7,668 |
| Currency | USD |
| Expense ratio | 3 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 845 |
| No of distinct issuers | 379 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 31% /69% |
| Non-standard maturity (callable, etc.) | 58% |
| 0.0% /00/00 | 3.7 % |
| UNITED STATES TREASUR 4.6% 2/15/40 | 1.2 % |
| UNITED STATES TREASUR 2.6% 1/31/26 | 1.2 % |
| UNITED STATES TREASUR 2.5% 12/31/20 | 0.8 % |
| UNITED STATES TREASUR 2.0% 1/31/22 | 0.7 % |
| UNITED STATES TREASUR 2.8% 5/31/23 | 0.7 % |
| UNITED STATES TREASUR 2.9% 1/31/20 | 0.7 % |
| UNITED STATES TREASUR 3.0% 1/31/25 | 0.6 % |
| UNITED STATES TREASUR 2.8% 4/30/23 | 0.6 % |
| UNITED STATES TREASUR 2.4% 3/15/22 | 0.6 % |
| TOTAL | 11.0 % |
|---|
| U.S. TREASURY | 35.1% |
| FANNIE MAE | 9.3% |
| FREDDIE MAC | 6.4% |
| GINNIE MAE | 5.9% |
| GOVERNMENT OF THE UNITED STATES OF... | 0.7% |
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UNITED STATES | 67.5 % |
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SUPRA-NATIONAL | 0.6 % |
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GERMANY | 0.5 % |
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MEXICO | 0.4 % |
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CANADA | 0.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -0.8% | 2.1% | 0.4% | 1.5% | 3.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.00 | 98% |
| S&P500 | 0.29 | 49% |
| MSCI EAFE | 0.32 | 59% |
| MSCI Emg. Mkts. | 0.29 | 50% |
| Recent close | $24.61 |
| 30d moving avg. | $24.78 |
| Annualized volatility | 7.2% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 74 |
| Avg. volume (thou.) | 2,229 |
| Avg. daily value traded (mns) | $55 |
| Turnover | 0.7% |
| Bid/Ask (% of price) | 0.04 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SPAB | 6.7 yrs | Category Avg.* |
4.8 yrs |
| SPAB | 6.7% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.95% | -16.5% | $20.55 |
| +200 bp | 6.95% | -11.8% | $21.71 |
| +150 bp | 6.45% | -9.1% | $22.36 |
| +100 bp | 5.95% | -6.3% | $23.07 |
| +75 bp | 5.70% | -4.8% | $23.43 |
| +50 bp | 5.45% | -3.2% | $23.81 |
| +25 bp | 5.20% | -1.6% | $24.21 |
| 0 bp | 4.95% | 0% | $24.61 |
| -25 bp | 4.70% | 1.7% | $25.03 |
| -50 bp | 4.45% | 3.4% | $25.45 |
| -75 bp | 4.20% | 5.2% | $25.89 |
| -100 bp | 3.95% | 7.0% | $26.34 |
| -150 bp | 3.45% | 10.9% | $27.28 |
| -200 bp | 2.95% | 14.9% | $28.27 |
| -300 bp | 1.95% | 23.5% | $30.38 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
495 | bp |
| Less: Annual "default factor" |
5 | bp |
| Less: Expense ratio | 3 | bp |
| Equals: ALTAR Score | 4.87 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.8% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The SPDR Portfolio Aggregate Bond ETF is classified as a Aggregate fund. | |