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State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
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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 10, 2009 |
| Assets (mns) | $10,646 |
| 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 | 4470 |
| No of distinct issuers | 1083 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 18% /82% |
| Non-standard maturity (callable, etc.) | 87% |
| 0.0% // | 0.6 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.1 % |
| 0.0% // | 0.1 % |
| 0.0% // | 0.1 % |
| TOTAL | 2.1 % |
|---|
| BANK OF AMERICA CORPORATION | 2.7% |
| JPMORGAN CHASE & CO. | 2.4% |
| MORGAN STANLEY | 2.2% |
| CITIGROUP INC. | 1.8% |
| WELLS FARGO & COMPANY | 1.5% |
 |
UNITED STATES | 83.6 % |
 |
CANADA | 3.8 % |
 |
UNITED KINGDOM | 3.3 % |
 |
JAPAN | 2.7 % |
 |
NETHERLANDS | 0.9 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 0.3% | 7.6% | 1.7% | 3.2% | 3.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.68 | 84% |
| S&P500 | 0.05 | 8% |
| MSCI EAFE | 0.07 | 14% |
| MSCI Emg. Mkts. | 0.04 | 5% |
| Recent close | $33.87 |
| 30d moving avg. | $33.84 |
| Annualized volatility | 4.8% |
| Short interest (ETF) | 0.9% |
| Relative strength (RSI) | 59 |
| Avg. volume (thou.) | 6,631 |
| Avg. daily value traded (mns) | $225 |
| Turnover | 2.1% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SPIB | 4.5 yrs | Category Avg.* |
4.6 yrs |
| SPIB | 4.4% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.21% | -15.3% | $28.69 |
| +200 bp | 6.21% | -9.7% | $30.58 |
| +150 bp | 5.71% | -7.1% | $31.46 |
| +100 bp | 5.21% | -4.6% | $32.30 |
| +75 bp | 4.96% | -3.4% | $32.71 |
| +50 bp | 4.71% | -2.3% | $33.11 |
| +25 bp | 4.46% | -1.1% | $33.49 |
| 0 bp | 4.21% | 0% | $33.87 |
| -25 bp | 3.96% | 1.1% | $34.24 |
| -50 bp | 3.71% | 2.1% | $34.59 |
| -75 bp | 3.46% | 3.2% | $34.94 |
| -100 bp | 3.21% | 4.1% | $35.27 |
| -150 bp | 2.71% | 6.0% | $35.92 |
| -200 bp | 2.21% | 7.8% | $36.52 |
| -300 bp | 1.21% | 11.0% | $37.60 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
421 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 3.97 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.8% |
| Corporate | 3.8% |
| Emerging Market | 5.2% |
| Government | 7.2% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The State Street SPDR Portfolio Intermediate Term Corporate Bond ETF is classified as a Corporate fund. | |