SPDR Portfolio Mid Cap ETF ETF.com segment: Equity: U.S. - Extended Market Competing ETFs: PRFZ, VXF, ISMD, SMMD, SDVY Related ETF Channels: North America, Extended Market, U.S., Broad-based, Vanilla, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. N/A 88 FUND DESCRIPTION The SPDR Portfolio Mid Cap ETF tracks a market-cap-weighted index of 1000 US midand small-cap stocks. FACTSET ANALYTICS INSIGHT offers extended market exposure by tracking the S&P 1000, which combines the midcap 400 and the small-cap 600. Stocks are market cap weighted, and selected by the S&P committee (rather than market cap selected) but most investors likely consider this to be vanilla exposure. As such, probably function best as completion portfolio that allows investors in large-cap equities specifically the S&P 500 to add exposure to the extended market. Because the S&P 500 reaches down into midcaps, the fund has a bit less midcap exposure than our benchmark. While traders could also use the fund to express a short term view on smaller US stocks, has typically suffered from weak liquidity. Investor interest has been weak overall (low AUM) despite a low fee.note: Before July 2013, the fund tracked a pure midcap index under a different name and ticker (RSCO). It changed its name, index and ticker again in August 2016 to SPDR S&P 1000 (ticker: SMD) while retaining its role as a completion portfolio. The fund name and ticker changed again in October 2017 (). MSCI ESG ANALYTICS INSIGHT SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio State Street Global Advisors SPDR 11/08/05 Open-Ended Fund $1.13B $13.19M $4.71B 27.71 2.42 The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 7, 2018 the SPDR Portfolio Mid Cap ETF MSCI ESG Fund Quality Score is 4.25 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 51st percentile within its peer group and in the 13th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology 2.13% 12/24/18 975 S&P 1000 Index Market Cap Market Cap MSCI USA SMID Cap Index
1 Year Daily Price ($) 38.00 36.00 34.00 32.00 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 4M PERFORMANCE [as of 11/07/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -2.71% -5.27% 3.45% 8.02% 10.71% 9.42% 15.46% (NAV) -2.80% -5.31% 3.35% 7.93% 10.48% 9.41% 15.43% S&P 1000 Index 15.43% MSCI USA SMID Cap Index -3.11% -4.86% 3.03% 7.53% 10.88% 10.15% 15.47% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States Canada 100.00% TOP 10 SECTORS Financials 23.40% Basic Materials 6.75% Industrials 17.61% Energy 4.89% Consumer Cyclicals 14.10% Consumer Non-Cyclicals 4.22% Technology 13.60% Utilities 3.90% Healthcare 9.90% Telecommunications Serv 0.76% TOP 10 HOLDINGS Teleflex Incorporated 0.49% IDEX Corporation Lamb Weston Holdings, In 0.47% STERIS Plc 0.41% Domino's Pizza, Inc. 0.46% Leidos Holdings, Inc. 0.40% Jack Henry & Associates, 0.45% Steel Dynamics, Inc. Atmos Energy Corporation Zebra Technologies Corp Total Top 10 Weighting 4.32%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% 0.64% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.12% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/08/18 0.09% 0.06% 0.03% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 1.0% TRADABILITY Avg. Daily Share 388,126 0.5% Average Daily $ $13.19M 0.0% Median Daily Share 259,409-0.5% 2 500k 2 000k 1 500k 1 000k 500k Median Daily ($) Average Spread (%) Average Spread ($) $9.24M $0.02 Dec Feb Apr Jun Jul Sep Nov Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) 0.80% / -0.14% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 5.19 Creation Unit Cost (%) 0.03% Underlying / Unit 0.01% Open Interest on ETF Options Net Asset Value (Yesterday) $34.10 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 23.40% 21.54% Industrials 17.61% 15.05% Consumer Cyclicals 14.10% 14.25% Technology 13.60% 15.43% Healthcare 9.90% 11.68% Teleflex Incorporated Lamb Weston Holdings, Inc. Domino's Pizza, Inc. Jack Henry & Associates, Inc. Atmos Energy Corporation IDEX Corporation STERIS Plc Leidos Holdings, Inc. 0.49% 0.47% 0.46% 0.45% 0.41% 0.40% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.97 0.99 1.00 0.99 0.14% MSCI USA SMID Cap Index Basic Materials 6.75% 5.98% Energy 4.89% 4.31% Steel Dynamics, Inc. Zebra Technologies Corporation Class A Total Top 10 Weighting 4.32% MSCI ESG RATINGS MSCI ESG Quality Score 4.25 / 10 Consumer Non- Cyclicals 4.22% 3.30% Peer Group Percentile Rank 51.27 Utilities 3.90% 4.05% Global Percentile Rank 12.93 Telecommunications Services 0.76% 0.73% SRI Screening Criteria Exposure 4.23% COUNTRIES Exposure to Sustainable Impact Solutions 4.36% United States 100.00% 99.72% Weighted Average Carbon Intensity (t CO2e/$M Sales) 170.51 Canada 0.28% REGIONS North America 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings 975 2092 946 ECONOMIC DEVELOPMENT Shared Holdings Weight 34.44% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 975 2092 Weighted Average Market Cap $4.71B $9.01B Price / Earnings Ratio Price / Book Ratio Dividend Yield 27.71 30.76 2.42 2.68 1.48% 1.45% Concentration Low
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