SPDR® DoubleLine Shrt Dur Ttl RetTactETF (STOT)

49.87 +0.02  +0.04% BATS Feb 21, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 49.71
Discount or Premium to NAV 0.32%
Turnover Ratio 62.00%
1 Year Fund Level Flows 45.53M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.67% 0.42% 0.52% 78
3M 1.06% 1.02% 1.15% 66
6M 1.55% 1.51% 1.62% 57
YTD 1.00% 0.69% 0.85% 81
1Y 4.51% 4.43% 4.70% 59
3Y 2.54% 2.46% 2.58% 53
5Y -- -- 2.08% --
10Y -- -- 2.17% --
15Y -- -- 2.71% --
20Y -- -- 3.38% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 13.53% 13.53% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 85.84% 85.84% 0.00%
Convertible 0.63% 0.63% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Feb. 21, 2020

Region Exposure

Americas 92.14%
North America 86.68%
Latin America 5.46%
Greater Europe 2.63%
United Kingdom 0.99%
Europe Developed 1.46%
Europe Emerging 0.00%
Africa/Middle East 0.18%
Greater Asia 5.22%
Japan 0.92%
Australasia 0.31%
Asia Developed 0.70%
Asia Emerging 3.29%
Market Classification
% Developed Markets 91.84%
% Emerging Markets 8.16%
As of Feb. 21, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

STOT Bond Exposure

Government 24.28%
Corporate 26.99%
Securitized 35.20%
Municipal 0.00%
Cash 13.53%
Derivative 0.00%
As of Feb. 21, 2020

STOT Bond Credit Quality Exposure

AAA 61.86%
AA 0.78%
A 8.97%
BBB 16.00%
BB 4.37%
B 2.96%
Below B 1.30%
As of Jan. 31, 2020

STOT 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 10.63%
183 to 364 Days 4.03%
1 to 3 Years 22.68%
3 to 5 Years 15.22%
5 to 7 Years 5.17%
7 to 10 Years 4.55%
10 to 15 Years 7.36%
15 to 20 Years 5.76%
20 to 30 Years 22.56%
Over 30 Years 2.04%
As of Feb. 21, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 2.75% 6.41% -- --
-- United States Treasury Bills 0.01% 5.22% -- --
-- United States Treasury Notes 1.62% 3.72% -- --
-- United States Treasury Bills 0.01% 3.70% -- --
-- United States Treasury Notes 2.25% 3.45% -- --
-- United States Treasury Bills 0.01% 3.44% -- --
-- United States Treasury Notes 2.25% 3.16% -- --
-- Federal Home Loan Mortgage Corporation 2.17% 1.52% -- --
-- Federal National Mortgage Association 2.5% 1.36% -- --
-- Federal National Mortgage Association 2.11% 1.20% -- --
As of Feb. 21, 2020
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Basic Info

Investment Strategy
The investment seeks to maximize current income with a dollar-weighted average effective duration between one and three years. Under normal circumstances, the fund will invest at least 80% of its net assets in a diversified portfolio of fixed income securities of any credit quality. Fixed income securities in which the fund principally invests are defined as securities issued or guaranteed by the U.S. government or its agencies, instrumentalities or sponsored corporations; TIPS; municipal bonds (the fund may invest up to 20% of its portfolio in municipal bonds); asset-backed securities; etc.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Short-Term Bond
Prospectus Objective Income
Fund Owner Firm Name SPDR State Street Global Advisors
Benchmark Index
BBgBarc US Aggregate 1-3 Yr TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Jeffrey Gundlach 3.55 yrs
Jeffrey Sherman 3.55 yrs
Philip Barach 3.55 yrs

Net Fund Flows

1M 3.720M
3M 6.183M
6M 12.37M
YTD 3.720M
1Y 45.53M
3Y 104.26M
5Y --
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 1.59%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.1472
30-Day Rolling Volatility 1.19%
Daily Value at Risk (VaR) 1% (All) 0.36%
Monthly Value at Risk (VaR) 1% (All) 0.99%

Fundamentals

Dividend Yield TTM (2-21-20) 2.58%
30-Day SEC Yield (1-31-20) 1.97%
7-Day SEC Yield --
Current Yield 3.12%
Yield to Maturity 2.22%
Effective Duration 1.472
Average Coupon 3.00%
Average Credit Score 11.00 (BBB)
Average Price 101.08
Number of Holdings 434
As of Feb. 21, 2020

Comparables

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Attributes

Key Dates
Inception Date 4/13/2016
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 No
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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