State Street Loomis Sayles Opportunistic Bond ETF(OBND · ETF)

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OBND
Snapshot
Info

State Street Loomis Sayles Opportunistic Bond ETF (OBND) ETF

Exchange
BATS
Inception
2021-09-27
Has Options
No
ETF Profile
holdings as of 2026-09-03
Holdings
420
AUM
$31.6M
Provider
SPDR (State Street)
Inception
2021-09-27
Exchange
BATS
Data As Of
2026-09-03
Expense Ratio
0.55%
Dividend Yield
6.44%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-01 2026-09-04 $0.1411 CD
2026-08-03 2026-08-06 $0.1428 CD
2026-07-01 2026-07-07 $0.1492 CD
2026-06-01 2026-06-04 $0.1362 CD
2026-05-01 2026-05-06 $0.1343 CD
2026-04-01 2026-04-06 $0.1289 CD
Asset Allocation
Top Holdings
top 50 of 420 holdings
Symbol Name Weight % Asset Class Country
US Dollar 7.34% Corporate Bond US
SPDR BLACKSTONE/GSO SEN LOAN 3.83% Other
NUVEEN FLOAT RATE INC FD 1.44% Other
ARDONAGH GROUP TLB S+300 6.8281 02/15/2031 1.40% Corporate Bond
COLUMBUS MCKINNON TLB S+350 7.2322 02/03/2033 1.19% Corporate Bond
PETSMART TLB S+400 7.6881 08/18/2032 1.06% Corporate Bond
LUMMUS TLB S+250 6.1864 12/31/2029 1.05% Corporate Bond
S&S HOLDINGS TLB S+500 FL50 (31) 8.6881 10/01/2031 1.01% Corporate Bond
VIALTO TLB S+475 FL50 9.0727 07/31/2030 0.96% Corporate Bond
NIELSEN TLB S+500 FL50 8.8626 02/03/2033 0.92% Corporate Bond
IXS TLB S+550 9.3227 09/05/2029 0.91% Corporate Bond
DWYEROMEGA TLB S+275 6.2751 07/25/2033 0.87% Corporate Bond
ARCLIN TLB S+450 8.1834 04/01/2033 0.87% Corporate Bond
YAHOO TLB S+650 10.2382 05/15/2031 0.85% Corporate Bond
GCBSL 2024-77A C 144A 5.61015 01/25/2038 0.84% Corporate Bond
CIFC 2025-4A E 144A 8.72509 10/24/2038 0.83% Corporate Bond
RRAM 2026-43A C1 144A 6.05306 10/15/2039 0.81% Corporate Bond
CIFC 2026-1A D1 144A 5.95193 04/25/2039 0.81% Corporate Bond
GCBSL 2026-86A D1 144A 5.95804 01/25/2039 0.81% Corporate Bond
RRAM 2025-40A D 144A 9.50292 07/15/2038 0.80% Corporate Bond
SPCLO 2026-16A D1 144A 6.136486 04/18/2039 0.80% Corporate Bond
GOCAP 2026-91A A 144A 5.10796 08/05/2040 0.80% Corporate Bond
THE TRAVEL CORP TLB S+475 8.593 10/31/2031 0.79% Corporate Bond
GCBSL 2026-86A E 144A 7.95804 01/25/2039 0.78% Corporate Bond
NATGASOLINE TLB S+550 9.1864 03/29/2030 0.78% Corporate Bond
OCP 2021-23A ER2 144A 8.24952 01/17/2039 0.78% Corporate Bond
BAUSCH HEALTH TLB S+625 9.9364 10/08/2030 0.76% Corporate Bond
GCBSL 2024-77A E 144A 8.66015 01/25/2038 0.74% Corporate Bond
REALTRUCK TLB S+575 9.5141 01/31/2031 0.72% Corporate Bond
TORY BURCH TLB S+400 7.6864 04/30/2031 0.72% Corporate Bond
ALKERMES TLB S+225 5.9882 08/12/2031 0.64% Corporate Bond
Euro 0.62% Corporate Bond US
KOHLER ENERGY TLB S+325 6.7322 05/01/2031 0.61% Corporate Bond
ELEVATE TEXTILES TL FIFO S+CSA+850 FL200 12.3754 09/30/2027 0.58% Corporate Bond
NEXSTAR BROADCASTING TLB S+275 6.4364 03/18/2033 0.56% Corporate Bond
TENET HEALTHCARE CORP 6.125 06/15/2030 0.56% Corporate Bond US
HOLOGIC TLB E+275 5.053 04/07/2033 0.53% Corporate Bond
TEAM SERVICES TLB S+525 8.9822 03/31/2033 0.53% Corporate Bond
CIVITAS RESOURCES INC 144A W/O RTS 9.625 06/15/2033 0.50% Corporate Bond US
HSBC HOLDINGS PLC 6.75 11/18/2174 0.50% Corporate Bond
BANAMEX SA USD 144A W/O RTS 6.697 08/07/2036 0.49% Corporate Bond
AZORRA TLB S+250 6.1643 10/18/2029 0.48% Corporate Bond
CATALENT TLB E+300 5.175 08/12/2033 0.46% Corporate Bond
ASURION TLB-4 S+525 9.3343 01/20/2029 0.46% Corporate Bond
WARNER BROTHERS DISCOVER TLB S+250 6.1864 06/03/2033 0.45% Corporate Bond
PBF HOLDING CO LLC 144A W/O RTS 9.875 03/15/2030 0.45% Corporate Bond US
UNITED AIR 2020-1 A PTT 5.875 10/15/2027 0.44% Corporate Bond US
AIT WORLDWIDE TLB S+425 8.0727 04/29/2033 0.44% Corporate Bond
WULF COMPUTE LLC 144A W/O RTS 7.75 10/15/2030 0.44% Corporate Bond US
BELRON TLB S+200 FL 5.7577 10/16/2031 0.42% Corporate Bond
Non-Equity Breakdown
State Street(R) Loomis Sayles Opportunistic Bond ETF · NPORT-P period 2026-06-30 (filed 2026-02-26)
Net assets: $52M · 465 total positions · equity 7.60% · non-equity 91.02%
Non-equity holdings — 463 positions, 91.02% of NAV
Category Weight Value Positions
Corporate 69.06% $36.0M 364
Corporate 13.74% $7.2M 69
Short-term investment 3.50% $1.8M 2
CBO/CDO (Corporate) 2.76% $1.4M 3
Debt 1.83% $950978 15
Mortgage-backed (Corporate) 0.17% $88921 1
Derivative (FX) -0.00% $-2431 8
Derivative (interest rate) -0.03% $-15707 1
Chart
Seasonality
MonthAvg ReturnYears of Data
Jan +0.80% 5
Feb -0.70% 5
Mar -0.03% 5
Apr -0.48% 5
May +0.24% 5
Jun -0.28% 5
Jul +1.25% 5
Aug -0.08% 5
Sep -0.55% 6
Oct -0.38% 5
Nov +1.61% 5
Dec -0.04% 5
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $25.45
SMA 50: $25.50
SMA 200: $25.83
Current: $25.39
EMA 12: $25.43
EMA 26: $25.45
MACD: -0.0269 | Signal: -0.0092
BEARISH
ADX (14): 17.93
RANGE
+DI: 28.95
−DI: 41.99

Momentum Oscillators

RSI (14): 45.27
NEUTRAL
Stoch %K: 26.44
Stoch %D: 23.83
Williams %R: -67.24

Volume & Volatility

BB Upper: $25.61
BB Lower: $25.30
NEUTRAL
OBV: 651,333
Vol SMA 20: 60,413
Vol ROC: -98.62%
ATR: $0.07
True Range: $0.02
HV 20: 4.8%
HV 30: 4.3%
HV 60: 4.1%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-09-09T00:00:00 – 2026-09-04T00:00:00
AI Analysis

Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
Options Activity
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Spread Scanner GPU

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
pts EXTREME
ATM — / Wing —
30 DTE / 10d
pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
0.17
Correlation (SPY)
54.7%
0.30
Ann. Volatility
3.9%
SPY Volatility
12.8%

Low volatility - stock moves less than market

Beta & Alpha Over Time
Constituent Performance

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Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month