SPDR® Portfolio Long Term Treasury ETF (SPTL)

41.46 +0.41  +1.00% NYSE Arca Jan 29, 16:52 Delayed 2m USD
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Key Stats

Net Asset Value 41.07
Discount or Premium to NAV -0.06%
Turnover Ratio 12.00%
1 Year Fund Level Flows 87.25M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.14% 4.11% 4.69% 59
3M 4.61% 4.90% 4.41% 38
6M 9.73% 9.99% 10.19% 32
YTD 5.61% 5.24% 5.92% 60
1Y 21.30% 21.30% 21.34% 48
3Y 8.70% 8.66% 8.68% 50
5Y 3.52% 3.53% 3.77% 33
10Y 7.22% 7.24% 7.58% 48
15Y -- -- 6.44% --
20Y -- -- 7.70% --
As of Jan. 28, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.01% 0.01% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.99% 99.99% 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 Jan. 27, 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 Jan. 27, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

SPTL Bond Exposure

Government 99.99%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.01%
Derivative 0.00%
As of Jan. 27, 2020

SPTL 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 Dec. 31, 2019

SPTL 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 0.00%
183 to 364 Days 0.00%
1 to 3 Years 0.00%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 1.54%
15 to 20 Years 6.97%
20 to 30 Years 91.49%
Over 30 Years 0.00%
As of Jan. 27, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Bonds 3.38% 3.81% -- --
-- United States Treasury Bonds 3% 3.48% -- --
-- United States Treasury Bonds 3% 3.30% -- --
-- United States Treasury Bonds 2.88% 3.26% -- --
-- United States Treasury Bonds 3.12% 3.04% -- --
-- United States Treasury Bonds 3.62% 3.02% -- --
-- United States Treasury Bonds 3% 2.99% -- --
-- United States Treasury Bonds 3.75% 2.90% -- --
-- United States Treasury Bonds 3.38% 2.83% -- --
-- United States Treasury Bonds 3.12% 2.77% -- --
As of Jan. 27, 2020
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Basic Info

Investment Strategy
The investment seeks to provide investment results that correspond generally to the price and yield performance of the Bloomberg Barclays Long U.S. Treasury 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 public obligations of the U.S. Treasury that have a remaining maturity of 10 years or more.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Extensive Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Long Government
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name SPDR State Street Global Advisors
Benchmark Index
BBgBarc US Treasury Long TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Cynthia Moy 3.17 yrs
Joanna Madden 5.17 yrs
Orhan Imer 2.17 yrs

Net Fund Flows

1M -31.15M
3M -16.46M
6M -656.64M
YTD 87.25M
1Y 87.25M
3Y 1.220B
5Y 1.442B
10Y 1.587B
As of Dec. 31, 2019

Risk Info

Beta (5Y) 3.512
Max Drawdown (All) 18.34%
Historical Sharpe Ratio (10Y) 0.6085
Historical Sortino (All) 0.8665
30-Day Rolling Volatility 11.77%
Daily Value at Risk (VaR) 1% (All) 1.90%
Monthly Value at Risk (VaR) 1% (All) 7.15%

Fundamentals

Dividend Yield TTM (1-29-20) 2.30%
30-Day SEC Yield (1-27-20) 2.15%
7-Day SEC Yield --
Current Yield 2.61%
Yield to Maturity 2.34%
Effective Duration 18.06
Average Coupon 3.24%
Average Credit Score 1.00 (AAA)
Average Price 122.20
Number of Holdings 52
As of Jan. 27, 2020

Comparables

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Attributes

Key Dates
Inception Date 5/23/2007
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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