SPMB

SPDR Portfolio Mortgage Backed Bond ETF
*Unless otherwise stated, data provided by FactSet.

SPMB Fund Description

SPMB tracks an index of US agency mortgage pass-through debt.

SPMB Factset Analytics Insight

SPMB delivers excellent coverage of US agency mortgage pass-through debt. The fund holds bonds backed by pools of mortgages held by Fannie Mae, Freddie Mac and Ginnie Mae. The underlying index is formed by grouping securities based on agency, program, coupon and origination year. Most mortgage pass-through securities occur through TBA transactions, as such the fund will hold such contracts on a regular basis. To be included in the index securities must meet minimum maturity and liquidity requirements. SPMB is heavily weighted toward the 10+ year market segment. The fund uses a sampling strategy, which means the fund may not purchase all of the securities in the underlying index. However, the fund portfolio is expected to generally provide a similar investment profile. In all, however, SPMB covers this niche market in a very viable package. Prior to September 23, 2019 the fund traded under the ticker MBG.

PERFORMANCE [as of 07/28/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPMB 0.68% 0.45% -0.60% -0.31% 4.01% 2.16% 2.46%
SPMB (NAV) 0.63% 0.47% -0.52% -0.13% 3.96% 2.21% 2.44%
Bloomberg Barclays U.S. MBS Index 0.61% 0.52% -0.17% 0.17% 4.04% 2.38% 2.65%
Bloomberg Barclays U.S. MBS Index 0.61% 0.52% -0.17% 0.17% 4.04% 2.38% 2.65%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPMB Summary Data

SPDR
01/15/09
Open-Ended Fund
0.04%
$4.05B
$23.26M
0.04%

SPMB Portfolio Data

3.78
--
1.56%
08/02/21
1,575

SPMB Index Data

Market Value
Market Value
Bloomberg Barclays U.S. MBS Index

SPMB Portfolio Management

0.04%
0.13%
0.62%
-0.33%

SPMB Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

SPMB Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

SPMB Factset Analytics Block Liquidity

As of 07/29/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SPMB. SPMB is rated a N/A out of 5.

SPMB Tradability

900,212
$23.26M
578,285
$14.94M
0.04%
$0.01
0.02%
0.37% / -0.36%
None
100.00%
100,000
5.78
0.01%
--
40
$25.94
N/A

SPMB Sector/Industry Breakdown


SPMB
Segment Benchmark
100.00%
--

SPMB Top 10 Holdings[View All]

10.46%
1.92%
1.53%
1.06%
1.02%
1.01%
0.90%
0.88%
0.86%
0.74%
20.39%

SPMB Top 5 Countries


SPMB
Segment Benchmark
100.00%
--

SPMB Top 5 Currencies


SPMB
Segment Benchmark
100.00%
--

SPMB Performance Statistics

1.00
1.00
--
--
--

SPMB Holdings Statistics

5.04 years
3.78
1.56%
4.98
High
1,575
0.12%

SPMB Avg Life Maturity Distribution

0.00%
0.20%
2.23%
55.39%
24.08%
18.10%
--
--
--

SPMB OAS Breakdown

99.92%
0.08%
--
--
--
--
--
--
--
--
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