SPDR® Portfolio Mortgage Backed Bond ETF (SPMB)

26.38 +0.00  +0.00% NYSE Arca Feb 25, 09:49 Delayed 2m USD
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Key Stats

Net Asset Value 26.36
Discount or Premium to NAV 0.09%
Turnover Ratio 245.0%
1 Year Fund Level Flows 561.28M

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% --
As of Feb. 24, 2020. Returns for periods of 1 year and above are annualized.

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%
As of Feb. 12, 2020

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%
As of Feb. 12, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

SPMB Bond Exposure

Government 1.88%
Corporate 0.00%
Securitized 92.67%
Municipal 0.00%
Cash 5.45%
Derivative 0.00%
As of Feb. 12, 2020

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%
As of Jan. 31, 2020

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%
As of Feb. 12, 2020
View More Holdings

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% -- --
As of Feb. 12, 2020
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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
As of Jan. 31, 2020

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
As of Feb. 12, 2020

Comparables

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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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