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SPDR Portfolio Intermediate Term Corp Bond
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| SPDR Barclays Intermediate Term Corporate 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 total return performance of the Barclays Intermediate U.S. Corporate Index. |
| Category | Corporate |
| Fund Sponsor | SSgA Funds Management Inc |
| Website | www.spdrs.com |
| Inception date | Feb 11, 2009 |
| Assets (mns) | $5,114 |
| Currency | USD |
| Expense ratio | 7 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 3885 |
| No of distinct issuers | 998 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 8% /92% |
| Non-standard maturity (callable, etc.) | 65% |
| 0.0% /00/00 | 0.4 % |
| CVS HEALTH CORPORATIO 4.3% 3/25/28 | 0.3 % |
| CHARTER COMMUNICATION 4.9% 7/23/25 | 0.2 % |
| GOLDMAN SACHS GROUP, 5.3% 7/27/21 | 0.2 % |
| GE CAPITAL INTERNATIO 2.3% 11/15/20 | 0.2 % |
| ANHEUSER-BUSCH INBEV 4.8% 1/23/29 | 0.2 % |
| BROADCOM CORPORATION 3.9% 1/15/27 | 0.2 % |
| CVS HEALTH CORPORATIO 4.8% 12/01/22 | 0.2 % |
| REYNOLDS AMERICAN INC 4.5% 6/12/25 | 0.2 % |
| BANK OF AMERICA CORPO 3.0% 12/20/23 | 0.2 % |
| TOTAL | 2.2 % |
|---|
| BANK OF AMERICA CORPORATION | 1.9% |
| JPMORGAN CHASE & CO. | 1.6% |
| MORGAN STANLEY | 1.5% |
| GOLDMAN SACHS GROUP, INC. | 1.5% |
| WELLS FARGO & COMPANY | 1.5% |
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UNITED STATES | 82.5 % |
 |
BRITAIN | 2.6 % |
 |
CANADA | 2.4 % |
 |
JAPAN | 2.3 % |
 |
UNITED KINGDOM | 2.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 10.2% | 10.2% | 3.5% | 4.2% | 5.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.72 | 75% |
| S&P500 | 0.03 | 3% |
| MSCI EAFE | 0.04 | 4% |
| MSCI Emg. Mkts. | 0.03 | 4% |
| Recent close | $35.45 |
| 30d moving avg. | $35.31 |
| Annualized volatility | 2.4% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 55 |
| Avg. volume (thou.) | 1,396 |
| Avg. daily value traded (mns) | $49 |
| Turnover | 1.0% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SPIB | 4.4 yrs | Category Avg.* |
4.8 yrs |
| SPIB | 4.3% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.36% | -9.7% | $32.00 |
| +200 bp | 4.36% | -7.2% | $32.90 |
| +150 bp | 3.86% | -5.7% | $33.44 |
| +100 bp | 3.36% | -4.0% | $34.05 |
| +75 bp | 3.11% | -3.0% | $34.37 |
| +50 bp | 2.86% | -2.1% | $34.72 |
| +25 bp | 2.61% | -1.1% | $35.08 |
| 0 bp | 2.36% | 0% | $35.45 |
| -25 bp | 2.11% | 1.1% | $35.84 |
| -50 bp | 1.86% | 2.2% | $36.25 |
| -75 bp | 1.61% | 3.4% | $36.67 |
| -100 bp | 1.36% | 4.7% | $37.11 |
| -150 bp | 0.86% | 7.3% | $38.03 |
| -200 bp | 0.36% | 10.1% | $39.02 |
| -300 bp | -0.64% | 16.2% | $41.18 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
236 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 7 | bp |
| Equals: ALTAR Score | 2.08 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.1% |
| Emerging Market | 3.4% |
| Government | 1.8% |
| Inflation Protected | 1.7% |
| Mortgage | 2.7% |
| Municipals | 2.2% |
| *Note: The SPDR Portfolio Intermediate Term Corp Bond is classified as a Corporate fund. | |