STPZ

1-5 Year U.S. TIPS Index Exchange-Traded Fund

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US TIPS
Sector
5.36%
distribution yield
As of 08/31/2020
5.59%
30-day sec yield
As of 09/30/2020
3.96%
nav ytd return
As of 09/30/2020
3.88%
MARKET PRICE YTD RETURN
As of 09/30/2020

The Fund seeks to provide total return that closely corresponds, before fees and expenses, to the total return of The BofA Merrill Lynch 1-5 Year US Inflation-Linked Treasury IndexSM

why invest in this fund

Portfolio Information

16
Number of Holdings
As of 09/29/2020
3.12 Years
Effective Maturity
As of 09/29/2020
3.11 Years
Effective Duration
As of 09/29/2020
0.31%
est. yield to maturity
As of 09/30/2020

Fund Facts

NAV PRICE
$53.91
1 DAY RETURN
$-0.01 -0.02%
As of 09/30/2020
MARKET PRICE
$53.89
1 DAY RETURN
$-0.04 -0.07%
As of 09/30/2020

Price

Fund Information

As of 09/29/2020
Data point name Data point value
TYPE Index
DURATION CATEGORY Low
CUSIP 72201R205
Inception Date 08/20/2009
Shares Outstanding 11,970,000
Total Net Assets $645,436,306.28
Daily Trading Volume (in shares) 60,401
Premium/Discount Average (since inception) 0.01%
Premium/Discount Average as of market close 0.02%
Tracking Error
Trailing 3 years as of 09/30/2020
0.22%
Closing Price
As of 09/29/2020
$53.93
Annualized Volatility 0.02

INDEX INFORMATION

The ICE BofAML 1-5 Year U.S. Inflation-Linked Treasury IndexSM

The ICE BofAML 1-5 Year US Inflation-Linked Treasury IndexSM is an unmanaged index comprised of TIPS (Treasury Inflation Protected Securities) with a maturity of at least 1 year and less than 5 years. It is not possible to invest directly in an unmanaged index.

INDEX INFORMATION
Data point name Data point value
Index Ticker GVQI
Inception Date 01/31/2002
Rebalancing Frequency Monthly
Annualized Volatility
As of 08/31/2020
2.10%

quarterly trading characteristics

As of 06/30/2020

average volume

in shares 53,654
in $ $2,822,028.77

bid / ask spread

in % 0.13%
in $ $0.07

Top Ten Exposure

As of 09/29/2020

Top Ten Exposure table

Description % of Assets Sector Coupon Maturity
U S TREASURY INFLATE PROT BD 9.38 Government 0.38 07/15/2023
U S TREASURY INFLATE PROT BD 8.81 Government 0.63 04/15/2023
U S TREASURY INFLATE PROT BD 8.34 Government 0.13 07/15/2024
U S TREASURY INFLATE PROT BD 8.22 Government 0.63 01/15/2024
U S TREASURY INFLATE PROT BD 7.97 Government 0.13 07/15/2022
U S TREASURY INFLATE PROT BD 7.33 Government 0.13 04/15/2022
U S TREASURY INFLATE PROT BD 7.22 Government 0.13 01/15/2023
U S TREASURY INFLATE PROT BD 6.90 Government 0.13 04/15/2025
U S TREASURY INFLATE PROT BD 6.89 Government 0.38 07/15/2025
U S TREASURY INFLATE PROT BD 6.62 Government 0.50 04/15/2024

Fund Managers

fund manager Matt Dorsten
Matt Dorsten
Portfolio Manager, Quantitative Strategy
fund manager Graham A. Rennison
Graham A. Rennison
Quantitative Portfolio Manager
Effective as of 10/31/2019

Fees and Expenses

Name Value
Gross Expense Ratio 0.20%

Yields

5.36%
distribution yield
As of 08/31/2020
5.59%
30-DAY SEC YIELD
As of 09/30/2020
0.31%
est. yield to maturity
As of 09/30/2020

Dividends & Capital Gains Distribution

As of 09/30/2020
Distribution Date Dist. Nav Long Term Cap. Gain Short Term Cap. Gain Dividend Income Dist. Total
09/01/2020 54.02 - - 0.230000 0.230000
05/01/2020 52.26 - - 0.140000 0.140000
04/01/2020 51.88 - - 0.170000 0.170000
12/30/2019 52.36 - - 0.210000 0.210000
12/11/2019 52.41 0.000000 0.000000 - 0.000000
12/02/2019 52.20 - - 0.120000 0.120000
11/01/2019 52.34 - - 0.080000 0.080000
10/01/2019 52.31 - - 0.160000 0.160000
09/03/2019 52.53 - - 0.030000 0.030000
08/01/2019 52.41 - - 0.120000 0.120000
07/01/2019 52.42 - - 0.200000 0.200000
12/28/2018 50.81 - - 0.080000 0.080000
12/12/2018 50.73 0.000000 0.000000 - 0.000000
12/03/2018 50.86 - - 0.160000 0.160000
11/01/2018 50.97 - - 0.065000 0.065000
09/04/2018 51.44 - - 0.080000 0.080000
08/01/2018 51.24 - - 0.170000 0.170000
07/02/2018 51.55 - - 0.190000 0.190000
06/01/2018 51.60 - - 0.120000 0.120000
05/01/2018 51.53 - - 0.200000 0.200000
04/02/2018 51.85 - - 0.150000 0.150000
12/28/2017 51.88 - - 0.010030 0.010030
12/13/2017 51.92 0.000000 0.000000 - 0.000000
12/01/2017 51.93 - - 0.240000 0.240000
11/01/2017 52.25 - - 0.050000 0.050000
09/01/2017 52.28 - - 0.010000 0.010000
08/01/2017 52.18 - - 0.026000 0.026000
07/03/2017 52.03 - - 0.140000 0.140000
06/01/2017 52.45 - - 0.030000 0.030000
05/01/2017 52.47 - - 0.130000 0.130000
04/03/2017 52.74 - - 0.150000 0.150000
12/14/2016 52.10 0.000000 0.000000 - 0.000000
12/01/2016 52.27 - - 0.040000 0.040000
09/01/2016 52.23 - - 0.140000 0.140000
08/01/2016 52.46 - - 0.160000 0.160000
12/09/2015 51.30 0.000000 0.000000 - 0.000000
08/31/2015 51.59 - - 0.150000 0.150000
07/31/2015 51.95 - - 0.100000 0.100000
12/10/2014 52.13 0.000000 0.000000 - 0.000000
08/29/2014 53.13 - - 0.060000 0.060000
07/31/2014 53.26 - - 0.125000 0.125000
06/30/2014 53.58 - - 0.140000 0.140000
05/30/2014 53.54 - - 0.120000 0.120000
12/11/2013 52.95 0.000000 0.000000 - 0.000000
11/29/2013 53.11 - - 0.010000 0.010000
08/30/2013 52.71 - - 0.030000 0.030000
07/31/2013 53.08 - - 0.010000 0.010000
12/12/2012 54.13 0.028535 0.002474 - 0.031009
11/30/2012 54.08 - - 0.060000 0.060000
10/31/2012 53.93 - - 0.009100 0.009100
06/29/2012 53.39 - - 0.170000 0.170000
05/31/2012 53.71 - - 0.260000 0.260000
04/30/2012 54.22 - - 0.010000 0.010000
12/07/2011 53.55 0.022128 0.047563 - 0.069691
11/30/2011 53.60 - - 0.051810 0.051810
10/31/2011 53.78 - - 0.065750 0.065750
07/29/2011 53.91 - - 0.196020 0.196020
06/30/2011 53.30 - - 0.306270 0.306270
05/31/2011 53.57 - - 0.452280 0.452280
04/29/2011 54.06 - - 0.213920 0.213920
03/31/2011 53.38 - - 0.209190 0.209190
02/28/2011 53.22 - - 0.071460 0.071460
01/31/2011 53.01 - - 0.013900 0.013900
12/29/2010 52.45 - - 0.056960 0.056960
12/08/2010 52.22 0.000000 0.013900 - 0.013900
11/30/2010 52.47 - - 0.032330 0.032330
10/29/2010 52.77 - - 0.020220 0.020220
07/30/2010 51.93 - - 0.038480 0.038480
06/30/2010 51.79 - - 0.110630 0.110630
05/28/2010 51.50 - - 0.168340 0.168340
04/30/2010 51.97 - - 0.017670 0.017670
03/31/2010 51.56 - - 0.078770 0.078770
01/29/2010 51.73 - - 0.047300 0.047300
12/29/2009 51.30 - - 0.057410 0.057410
12/16/2009 51.42 0.000000 0.003013 - 0.003013
11/30/2009 51.67 - - 0.061040 0.061040
10/30/2009 50.99 - - 0.109710 0.109710
08/31/2009 49.77 - - 0.125710 0.125710