State Street IG Public & Private ABS ETF(PRAB · ETF)

ETF quote, holdings, sector allocation, technicals, and options analytics.

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PRAB
Snapshot
Info

State Street IG Public & Private ABS ETF (PRAB) ETF

Exchange
ARCX
Inception
2026-03-09
Has Options
No
ETF Profile
holdings as of 2026-08-04
Holdings
66
AUM
$24.8M
Provider
SPDR (State Street)
Inception
2026-03-09
Exchange
ARCX
Data As Of
2026-08-04
Expense Ratio
0.39%
Dividend Yield
1.91%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-08-03 2026-08-06 $0.1040 CD
2026-07-01 2026-07-07 $0.1008 CD
2026-06-01 2026-06-04 $0.1044 CD
2026-05-01 2026-05-06 $0.0978 CD
2026-04-01 2026-04-06 $0.0673 CD
Asset Allocation
Top Holdings
top 50 of 66 holdings
Symbol Name Weight % Asset Class Country
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-1 5.23 09/15/2028 4.09% Corporate Bond
VERUS SECURITIZATION TRUST VERUS_24-INV1 6.797 03/25/2069 3.09% Corporate Bond
PK ALIFT LOAN FUNDING LP PKAIR_26-1 5.597 09/15/2043 2.88% Corporate Bond
NAVIENT STUDENT LOAN TRUST NAVSL_21-EA 0.97 12/16/2069 2.73% Corporate Bond
STATE STREET INSTL US GOV CL G 2.72% Other
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1 4.86 06/18/2029 2.47% Corporate Bond
AQUA FINANCE TRUST AQFIT_26-A 6.28 04/17/2051 2.09% Corporate Bond
FORD CREDIT AUTO OWNER TRUST FORDO_23-A 5.07 01/15/2029 2.05% Corporate Bond
PFP LTD PFP_25-12 5.15881 12/18/2042 2.05% Corporate Bond
PAGAYA AI DEBT GRANTOR TRUST PAID_26-R2 6.216 02/15/2034 2.05% Corporate Bond
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL19 5.15771 05/19/2042 2.05% MBS/ABS
ACRES_25-FL3 6.71061 08/18/2040 2.04% Corporate Bond
ZAYO ISSUER LLC ZAYO_25-1 5.648 03/20/2055 2.04% Corporate Bond
A&D MORTGAGE TRUST ADMT_26-NQM5 6.319 07/25/2071 2.04% MBS/ABS
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-3 4.22 10/20/2028 2.04% Corporate Bond
OAKTREE ABF EQUIPMENT ST LLC OAKEF_26-1 4.5 10/17/2033 2.04% Corporate Bond
RCKT MORTGAGE TRUST RCKT_25-CES7 6.174 07/25/2055 2.04% MBS/ABS
RCKT MORTGAGE TRUST RCKT_25-CES8 5.64945 08/25/2055 2.04% MBS/ABS
PRKCM TRUST PRKCM_26-AFC3 6.126 05/01/2061 2.02% Corporate Bond
BHG SECURITIZATION TRUST BHG_22-A 4.3 02/20/2035 2.00% Corporate Bond
PAGAYA AI DEBT SELECTION TRUST PAID_25-R2 4.865 10/15/2032 1.95% Corporate Bond
ISKANDAR ENTERPRISE LLC CLDHQ_26-1 5.049 04/17/2056 1.93% Corporate Bond US
A&D MORTGAGE TRUST 2026-NQM1 ADMT_26-NQM1 4.912 02/25/2071 1.93% MBS/ABS US
ASCENT EDUCATION FUNDING TRUST ASCNT_24-A 8.01 10/25/2050 1.86% Corporate Bond
FORD CREDIT AUTO OWNER TRUST FORDO_23-B 5.06 02/15/2029 1.85% Corporate Bond
PRP ADVISORS LLC PRPM_25-NQM6 4.986 12/25/2070 1.75% Corporate Bond
HOMES TRUST HOMES_25-AFC4 5.149 11/25/2060 1.74% Corporate Bond
CROSS MORTGAGE TRUST CROSS_25-H7 4.934 09/25/2070 1.73% MBS/ABS
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-NQM7 4.984 09/25/2070 1.70% MBS/ABS
COLT MORTGAGE LOAN TRUST COLT_25-8 5.48 08/25/2070 1.66% MBS/ABS
GCAT TRUST GCAT_25-NQM5 4.981 08/25/2070 1.64% Corporate Bond
BANK OF AMERICA CREDIT CARD TRUST BACCT_23-A2 4.98 11/15/2028 1.64% Corporate Bond
CROSS MORTGAGE TRUST CROSS_25-H6 5.181 07/25/2070 1.62% MBS/ABS
VERUS SECURITIZATION TRUST VERUS_25-6 5.417 07/25/2070 1.61% Corporate Bond
JP MORGAN MORTGAGE TRUST JPMMT_25-NQM2 5.567 09/25/2065 1.49% MBS/ABS
ONSLOW BAY FINANCIAL LLC OBX_25-NQM2 5.952 11/25/2064 1.29% Corporate Bond
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_24-FL15 6.61637 08/19/2041 1.23% MBS/ABS
BMW VEHICLE OWNER TRUST BMWOT_24-A 5.18 02/26/2029 1.17% Corporate Bond
SPUR RAIL I LLC SPUR_26-1 5.61 04/17/2056 1.13% Corporate Bond
BMW VEHICLE LEASE TRUST BMWLT_24-2 4.18 10/25/2027 1.06% Corporate Bond
DRYDEN SENIOR LOAN FUND DRSLF_21-90A 4.90107 11/15/2038 1.03% Corporate Bond
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A 4.77 04/16/2029 1.03% Corporate Bond
BA CREDIT CARD TRUST 4.93 05/15/2029 1.03% Corporate Bond
INCREF_26-FL2 5.12 12/19/2043 1.02% Corporate Bond
TOYOTA LEASE OWNER TRUST TLOT_24-B 4.25 01/22/2029 1.02% Corporate Bond
DWIGHT ISSUER LLC DWIGHT_26-FL2 5 01/18/2044 1.02% Corporate Bond
GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_26-REV1 4.93 05/15/2041 1.02% Corporate Bond
BENEFIT STREET PARTNERS CLO XXIX LTD BSP_22-29AR 4.99015 01/25/2038 1.02% Corporate Bond
BSPDF 2026-FL4 ISSUER LTD BSPDF_26-FL4 5.51961 11/18/2043 1.02% Corporate Bond
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_26-R1 6.211 07/25/2034 1.02% Corporate Bond
Chart
Seasonality
MonthAvg ReturnYears of Data
Jan 0
Feb 0
Mar +0.00% 1
Apr +0.40% 1
May +0.22% 1
Jun +0.28% 1
Jul +0.08% 1
Aug +0.18% 1
Sep 0
Oct 0
Nov 0
Dec 0
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: $24.93
SMA 50: $24.95
SMA 200:
Current: $24.88
EMA 12: $24.91
EMA 26: $24.93
MACD: -0.0199 | Signal: -0.0065
BEARISH
ADX (14): 25.72
TREND
+DI: 29.49
−DI: 57.07

Momentum Oscillators

RSI (14): 38.11
NEUTRAL
Stoch %K: 34.62
Stoch %D: 33.03
Williams %R: -65.38

Volume & Volatility

BB Upper: $24.99
BB Lower: $24.86
NEUTRAL
OBV: 209,934
Vol SMA 20: 160
Vol ROC: 5750.00%
ATR: $0.02
True Range: $0.01
HV 20: 1.7%
HV 30: 1.8%
HV 60: 1.7%

Data Summary

Data Points: 102
Last Updated:
Date Range: 2026-03-11T00:00:00 – 2026-08-10T00:00:00
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)
0.01
Correlation (SPY)
12.9%
0.02
Ann. Volatility
1.7%
SPY Volatility
15.0%

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