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 2026-07-22
Holdings
436
AUM
$57.3M
Provider
SPDR (State Street)
Inception
2021-09-27
Exchange
BATS
Data As Of
2026-07-22
Expense Ratio
0.55%
Dividend Yield
6.42%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
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
2026-03-02 2026-03-05 $0.1282 CD
2026-02-02 2026-02-05 $0.1425 CD
Asset Allocation
Top Holdings
top 50 of 436 holdings
Symbol Name Weight % Asset Class Country
SPDR BLACKSTONE/GSO SEN LOAN 3.79% Other
US Dollar 1.68% Corporate Bond
BCMM 2025-1A A1 144A 5.36952 07/17/2037 1.60% Corporate Bond
NUVEEN FLOAT RATE INC FD 1.48% Other
INVESCO VAN KAMPEN SENIOR INCOME TRUST 1.22% Other
NISSAN MOTOR CO 144A W/O RTS 4.81 09/17/2030 0.78% Corporate Bond
ARDONAGH GROUP TLB S+300 6.8281 02/15/2031 0.76% Corporate Bond
UNICREDIT SPA 144A W/O RTS 7.296 04/02/2034 0.72% Corporate Bond
COLUMBUS MCKINNON TLB S+350 7.2322 02/03/2033 0.65% Corporate Bond
ANYWHERE RE GRP/REALOGY 144A W/O RTS 9.75 04/15/2030 0.65% Corporate Bond
CIVITAS RESOURCES INC 144A W/O RTS 9.625 06/15/2033 0.63% Corporate Bond
BANCO MERC NORTE USD 144A W/O RTS 8 10/24/2174 0.61% Corporate Bond
PBF HOLDING CO LLC 144A W/O RTS 9.875 03/15/2030 0.59% Corporate Bond
PETSMART TLB S+400 7.6518 08/18/2032 0.59% Corporate Bond
LUMMUS TLB S+250 6.1439 12/31/2029 0.58% Corporate Bond
SEAGATE DATA STORAGE 5.875 07/15/2030 0.58% Corporate Bond
S&S HOLDINGS TLB S+500 FL50 (31) 8.6526 10/01/2031 0.56% Corporate Bond
STONEX ESCROW ISSUER LLC 144A W/O RTS 6.875 07/15/2032 0.55% Corporate Bond
VIALTO TLB S+475 FL50 8.9134 07/31/2030 0.54% Corporate Bond
WULF COMPUTE LLC 144A W/O RTS 7.75 10/15/2030 0.54% Corporate Bond
IXS TLB S+550 9.1634 09/05/2029 0.53% Corporate Bond
ALLEGIANT TRAVEL CO 144A W/O RTS 7.125 07/01/2031 0.53% Corporate Bond
TEAM SERVICES TLB S+525 8.9822 03/31/2033 0.53% Corporate Bond
SIRIUS XM RADIO LLC 144A W/O RTS 5.875 04/15/2032 0.52% Corporate Bond
UBS GROUP AG 144A W/O RTS 7 02/05/2175 0.51% Corporate Bond
VITAL ENERGY INC 144A W/O RTS 7.875 04/15/2032 0.51% Corporate Bond
NIELSEN TLB S+500 FL50 8.8626 02/03/2033 0.51% Corporate Bond
GOLDMAN SACHS GROUP INC 6.5 02/10/2175 0.50% Corporate Bond
GOLDMAN SACHS GROUP INC 5.425 06/03/2037 0.50% Corporate Bond
DANAOS CORP 144A W/O RTS 6.875 10/15/2032 0.49% Corporate Bond
HSBC HOLDINGS PLC 6.75 11/18/2174 0.49% Corporate Bond
VERIZON COMMUNICATIONS 6.05 05/14/2058 0.49% Corporate Bond
BANAMEX SA USD 144A W/O RTS 6.697 08/07/2036 0.48% Corporate Bond
DWYEROMEGA TLB S+300 7.85372 07/15/2033 0.48% Corporate Bond
PRA GROUP INC 144A W/O RTS 8.875 01/31/2030 0.48% Corporate Bond
BNP PARIBAS 144A W/O RTS 7.2 10/17/2174 0.48% Corporate Bond
CHENIERE ENERGY INC 144A W/RTS 5.2 07/30/2036 0.47% Corporate Bond
DISCOVER FINANCIAL SVS 7.964 11/02/2034 0.47% Corporate Bond
YAHOO TLB S+650 10.1433 05/15/2031 0.47% Corporate Bond
CIENA CORP 144A W/O RTS 4 01/31/2030 0.47% Corporate Bond
GCBSL 2024-77A C 144A 5.46659 01/25/2038 0.47% Corporate Bond
ARCLIN TLB S+450 8.1467 04/01/2033 0.46% Corporate Bond
CIFC 2025-4A E 144A 8.61709 10/24/2038 0.46% Corporate Bond
DISCOVERY HOLDINGS INC 4.279 03/15/2032 0.45% Corporate Bond
SOCIETE GENERALE 144A W/O RTS 7.125 07/15/2175 0.45% Corporate Bond
CIFC 2026-1A D1 144A 5.95193 04/25/2039 0.44% Corporate Bond
CAPITAL ONE FINANCIAL CO 6.183 01/30/2036 0.44% Corporate Bond
THE TRAVEL CORP TLB S+475 8.4134 10/31/2031 0.44% Corporate Bond
NABORS INDUSTRIES INC 144A W/O RTS 7.625 11/15/2032 0.44% Corporate Bond
RRAM 2026-43A C1 144A 6.05306 10/15/2039 0.44% 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 +1.22% 5
Aug -0.26% 4
Sep -0.70% 5
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: $25.63
SMA 50: $25.70
SMA 200: $25.95
Current: $25.36
EMA 12: $25.54
EMA 26: $25.61
MACD: -0.0758 | Signal: -0.0241
BEARISH
ADX (14): 24.78
WEAK TREND
+DI: 17.91
−DI: 54.14
Momentum Oscillators
RSI (14): 30.48
NEUTRAL
Stoch %K: 3.99
Stoch %D: 6.53
Williams %R: -90.22
Volume & Volatility
BB Upper: $25.88
BB Lower: $25.37
OVERSOLD
OBV: 218,362
Vol SMA 20: 8,019
Vol ROC: -31.79%
ATR: $0.07
True Range: $0.11
HV 20: 3.6%
HV 30: 4.0%
HV 60: 4.1%

Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-07-25T00:00:00 – 2026-07-23T00:00:00
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)
56.2%
0.32
Ann. Volatility
3.9%
SPY Volatility
12.7%

Low volatility - stock moves less than market

Beta & Alpha Over Time
Constituent Performance

Click any bar to view the full quote for that stock.

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