SPDR® Portfolio Mortgage Backed Bond ETF (SPMB)
26.38
+0.00 +0.00%
NYSE Arca
Feb 25, 09:49
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.06% |
| Total Assets Under Management | 2.006B |
| Share Class Assets Under Management | 1.996B |
| 30-Day Average Daily Volume | 1.696M |
| Net Asset Value | 26.36 |
| Discount or Premium to NAV | 0.09% |
| Turnover Ratio | 245.0% |
| 1 Year Fund Level Flows | 561.28M |
View All SPMB News
News
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WireHeadlineTime (ET)
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SA Breaking News02/21 08:59
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SA Breaking News02/03 09:38
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SA Breaking News12/20 12:10
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SA Breaking News12/02 11:31
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SA Breaking News11/01 12:32
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SA Breaking News10/01 14:20
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SA Breaking News09/20 09:15
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Business Wire09/20 08:30
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SA Breaking News08/01 12:08
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SA Breaking News07/01 10:52
Performance & Returns
| Total Return (Price) | Total Return (NAV) | Cat. Total Return (NAV) | % Rank in Cat. (NAV) | |
|---|---|---|---|---|
| 1M | 0.64% | 0.65% | 1.14% | 71 |
| 3M | 1.41% | 1.46% | 1.57% | 67 |
| 6M | 2.11% | 2.06% | 1.66% | 12 |
| YTD | 1.30% | 1.16% | 1.70% | 69 |
| 1Y | 6.55% | 6.46% | 7.08% | 55 |
| 3Y | 3.11% | 3.25% | 3.11% | 34 |
| 5Y | 2.42% | 2.47% | 2.21% | 35 |
| 10Y | 2.98% | 3.00% | 2.75% | 33 |
| 15Y | -- | -- | 3.40% | -- |
| 20Y | -- | -- | 4.29% | -- |
Asset Allocation
| Type | % Net | % Long | % Short |
|---|---|---|---|
| Cash | 5.45% | 5.45% | 0.00% |
| Stock | 0.00% | 0.00% | 0.00% |
| Bond | 94.55% | 94.55% | 0.00% |
| Convertible | 0.00% | 0.00% | 0.00% |
| Preferred | 0.00% | 0.00% | 0.00% |
| Other | 0.00% | 0.00% | 0.00% |
Region Exposure
| Americas | 100.0% |
| North America | 100.0% |
| Latin America | 0.00% |
| Greater Europe | 0.00% |
| United Kingdom | 0.00% |
| Europe Developed | 0.00% |
| Europe Emerging | 0.00% |
| Africa/Middle East | 0.00% |
| Greater Asia | 0.00% |
| Japan | 0.00% |
| Australasia | 0.00% |
| Asia Developed | 0.00% |
| Asia Emerging | 0.00% |
| Market Classification | |
| % Developed Markets | 100.0% |
| % Emerging Markets | 0.00% |
SPMB Bond Exposure
| Government | 1.88% |
| Corporate | 0.00% |
| Securitized | 92.67% |
| Municipal | 0.00% |
| Cash | 5.45% |
| Derivative | 0.00% |
SPMB Bond Credit Quality Exposure
| AAA | 100.0% |
| AA | 0.00% |
| A | 0.00% |
| BBB | 0.00% |
| BB | 0.00% |
| B | 0.00% |
| Below B | 0.00% |
SPMB Bond Maturity Exposure
| 1 to 7 Days | 0.00% |
| 8 to 30 Days | 0.00% |
| 31 to 90 Days | 0.00% |
| 91 to 182 Days | 1.99% |
| 183 to 364 Days | 0.00% |
| 1 to 3 Years | 0.00% |
| 3 to 5 Years | 0.00% |
| 5 to 7 Years | 0.11% |
| 7 to 10 Years | 1.73% |
| 10 to 15 Years | 6.36% |
| 15 to 20 Years | 4.70% |
| 20 to 30 Years | 67.64% |
| Over 30 Years | 17.46% |
View More Holdings
As of Feb. 12, 2020
Top 10 Holdings
| Symbol | Name | % Weight | Price | % Chg |
|---|---|---|---|---|
| -- | Federal National Mortgage Association 3% | 6.07% | -- | -- |
| -- | Federal National Mortgage Association 3.5% | 5.66% | -- | -- |
| -- | 10 Year Treasury Note Future June 20 | 1.88% | -- | -- |
| -- | Government National Mortgage Association 4% | 1.82% | -- | -- |
| -- | Government National Mortgage Association 3.5% | 1.65% | -- | -- |
| -- | Fnma Pass-Thru I 4.5% | 1.58% | -- | -- |
| -- | Government National Mortgage Association 3% | 1.34% | -- | -- |
| -- | Government National Mortgage Association 3% | 1.26% | -- | -- |
| -- | Government National Mortgage Association 3.5% | 1.22% | -- | -- |
| -- | Federal National Mortgage Association 4% | 1.13% | -- | -- |
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Basic Info
| Investment Strategy | |
|---|---|
| The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloomberg Barclays U.S. MBS Index. The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. The index is designed to measure the performance of the U.S. agency mortgage pass-through segment of the U.S. investment grade bond market. | |
| General | |
| Security Type | Exchange-Traded Fund |
| Equity Style | -- |
| Fixed Income Style | High Quality/Limited Sensitivity |
| Broad Asset Class | Taxable Bond |
| Broad Category | Fixed Income |
| Category Name | Intermediate Government |
| Prospectus Objective | Government Bond - Mortgage |
| Fund Owner Firm Name | SPDR State Street Global Advisors |
| Benchmark Index | |
| BBgBarc US MBS TR USD | 100.0% |
| Reports | |
| One Page Report | Download |
Manager Info
| Name | Tenure |
|---|---|
| Marc DiCosimo | 6.17 yrs |
| Michael Przygoda | 5.17 yrs |
Net Fund Flows
| 1M | 81.29M |
| 3M | 133.55M |
| 6M | 570.92M |
| YTD | 81.29M |
| 1Y | 561.28M |
| 3Y | 519.17M |
| 5Y | 722.96M |
| 10Y | 838.14M |
Risk Info
| Beta (5Y) | 0.6525 |
| Max Drawdown (All) | 5.04% |
| Historical Sharpe Ratio (10Y) | 0.9589 |
| Historical Sortino (All) | 0.7175 |
| 30-Day Rolling Volatility | 3.89% |
| Daily Value at Risk (VaR) 1% (All) | 0.68% |
| Monthly Value at Risk (VaR) 1% (All) | 1.86% |
Fundamentals
| Dividend Yield TTM (2-25-20) | 3.20% |
| 30-Day SEC Yield (2-21-20) | 2.29% |
| 7-Day SEC Yield | -- |
| Current Yield | 3.42% |
| Yield to Maturity | 2.29% |
| Effective Duration | 2.60 |
| Average Coupon | 3.52% |
| Average Credit Score | 1.00 (AAA) |
| Average Price | 104.89 |
| Number of Holdings | 862 |
Attributes
| Key Dates | |
|---|---|
| Inception Date | 1/15/2009 |
| Termination Date | |
| Last Annual Report Date | 6/30/2019 |
| Last Prospectus Date | 10/31/2019 |
| Attributes | |
| Exchange Traded Share | Yes |
| Exchange Traded Note | No |
| Enhanced Index Fund | No |
| Fixed Distribution Fund | No |
| High-Net Worth Individual Fund | No |
| Index Fund | Yes |
| Inverse Fund | No |
| Leveraged Fund | No |
| Fund of Funds | No |
| Currency Hedged Fund | No |
| Synthetic Replication Fund | No |
| Has Dividend Investment Plan | No |
| Socially Responsible Fund | No |
| General Availability | |
| Available for Insurance Product | No |
| Available for Retirement Plan | No |
| Available for RRSP | No |
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