State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF

SPDR SERIES TRUST · Series S000022923 · 1 share classes

Bond fund · 99% debt· rate + credit risk filed
One fund, 1 share classes:SPIB
$10.73B NAV
5,152 positions · as of 2026-03-31 · filed 2026-05-28
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2025 Q4

The State Street SPDR Portfolio Intermediate Term Corporate Bond ETF (the Fund) seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of an index that tracks the intermediate term (1-10 years) sector of the United States corporate bond market.

Strategy · summarised

The fund tracks the Bloomberg U.S. Intermediate Corporate Bond Index using a sampling strategy, holding a subset of the index's securities selected to replicate its risk and return characteristics rather than all constituents. The index comprises investment-grade U.S. corporate bonds maturing in 1–10 years with at least $300 million outstanding, excluding structured notes, private placements, and floating-rate securities. Because the fund samples rather than holds all index securities, its performance may diverge from the index.

Expenses
0.04%one share class
Share classExpense ratio
SPIB0.04%

Portfolio turnover 30.00% · as of 2025 Q4

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q1

104.20%
of net assets
Bonds98.63%
Cash & short-term5.57%

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 431 new376 exited

Largest new: BANK OF AMERICA CORP ×2, JPMORGAN CHASE & CO, GOLDMAN SACHS GROUP INC, SALESFORCE INC, BANK OF MONTREAL, AMAZON.COM INC, ALPHABET INC

Largest exited: BANK OF AMERICA CORP, JPMORGAN CHASE & CO ×2, GOLDMAN SACHS GROUP INC ×2, MORGAN STANLEY PVT BANK, DUKE ENERGY CORP, WESTERN DIGITAL CORP

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Feb 2026

1-year
3-year
5-year
Volatility
Worst 3-yr fall
Cumulative return· Apr 2023 – Feb 2026

Mar 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-03-31

Avg coupon
4.56%
Avg maturity
5.53 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

0%
floating
Fixed rate99.9%
Floating rate0.1%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.0%
1-3y26.8%
3-5y27.5%
5-10y41.6%
10y+4.1%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
4.14 yr
approx. move per 100bp
Credit-spread duration
4.20 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -8.5%
of value
Credit spreads50%
Interest rates50%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+4.20
yrs total
Investment grade+4.17 yr
High yield+0.03 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate4.14 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.75 yr18%
5 yr2.28 yr55%
10 yr1.09 yr26%
30 yr0.00 yr0%
Credit spread4.20 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.75 yr18%
5 yr2.29 yr54%
10 yr1.14 yr27%
30 yr0.02 yr0%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.01+0.01+0.00$11.1k$100
1 yr+0.75+0.74+0.01$794.4k$7.9k
5 yr+2.28+2.27+0.02$2.44m$20.0k
10 yr+1.09+1.13+0.00$1.22m$5.3k
30 yr+0.00+0.02+0.00$17.6k$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
State Street Global Advisors5.57%$597.16M
MORGAN STANLEY PVT BANK4.46% · due 2031-11-190.30%$32.75M
JPMORGAN CHASE & CO5.01% · due 2030-01-230.27%$28.83M
BANK OF AMERICA CORP4.46% · due 2032-02-060.23%$25.09M
ANHEUSER-BUSCH INBEV WOR4.75% · due 2029-01-230.22%$23.78M
GEORGIA-PACIFIC LLC8.88% · due 2031-05-150.20%$21.00M
BANK OF AMERICA CORP5.04% · due 2037-02-060.17%$18.13M
JPMORGAN CHASE & CO5.19% · due 2037-02-050.17%$18.18M
JPMORGAN CHASE & CO5.34% · due 2035-01-230.17%$17.95M
GOLDMAN SACHS GROUP INC4.15% · due 2029-01-210.16%$17.48M
Showing 10 of 5,152Sign in to see more

Top 10 positions are 7.46% of net assets, top 25 9.50%, across 994 issuers.

See more of this fund's book

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