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State Street SPDR Portfolio Long Term Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| SPDR Barclays Long 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 Long U.S. Corporate Index. |
| Category | Corporate |
| Fund Sponsor | SSgA Funds Management Inc |
| Website | www.spdrs.com |
| Inception date | Mar 10, 2009 |
| Assets (mns) | $1,154 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 2798 |
| No of distinct issuers | 785 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 6% /94% |
| Non-standard maturity (callable, etc.) | 75% |
| 0.0% // | 0.4 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| TOTAL | 2.7 % |
|---|
| COMCAST CORPORATION | 1.8% |
| AT&T INC. | 1.8% |
| UNITEDHEALTH GROUP INCORPORATED | 1.2% |
| APPLE INC. | 1.2% |
| ORACLE CORPORATION | 1.2% |
 |
UNITED STATES | 89.2 % |
 |
CANADA | 2.1 % |
 |
NETHERLANDS | 1.2 % |
 |
BRITAIN | 0.9 % |
 |
UNITED KINGDOM | 0.9 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -0.4% | 5.9% | -1.8% | 2.2% | 5.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.91 | 81% |
| S&P500 | 0.24 | 13% |
| MSCI EAFE | 0.24 | 18% |
| MSCI Emg. Mkts. | 0.14 | 10% |
| Recent close | $22.08 |
| 30d moving avg. | $22.25 |
| Annualized volatility | 14.1% |
| Short interest (ETF) | 1.2% |
| Relative strength (RSI) | 45 |
| Avg. volume (thou.) | 3,063 |
| Avg. daily value traded (mns) | $68 |
| Turnover | 5.8% |
| Bid/Ask (% of price) | 0.04 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SPLB | 13.5 yrs | Category Avg.* |
4.6 yrs |
| SPLB | 13.1% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.99% | -30.3% | $15.39 |
| +200 bp | 7.99% | -22.2% | $17.18 |
| +150 bp | 7.49% | -17.4% | $18.24 |
| +100 bp | 6.99% | -12.1% | $19.41 |
| +75 bp | 6.74% | -9.3% | $20.04 |
| +50 bp | 6.49% | -6.3% | $20.69 |
| +25 bp | 6.24% | -3.2% | $21.37 |
| 0 bp | 5.99% | 0% | $22.08 |
| -25 bp | 5.74% | 3.3% | $22.82 |
| -50 bp | 5.49% | 6.8% | $23.58 |
| -75 bp | 5.24% | 10.4% | $24.37 |
| -100 bp | 4.99% | 14.1% | $25.19 |
| -150 bp | 4.49% | 21.9% | $26.91 |
| -200 bp | 3.99% | 30.2% | $28.75 |
| -300 bp | 2.99% | 48.3% | $32.74 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
599 | bp |
| Less: Annual "default factor" |
19 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 5.76 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.3% |
| Government | 7.0% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The State Street SPDR Portfolio Long Term Corporate Bond ETF is classified as a Corporate fund. | |