Boston-based ETF issuer State Street launched a crossover fixed income focused ETF last week as the market continues to rebalance its portfolio towards debt instruments.
The ETF industry has been quick to focus on segments that are often overlooked by investors through the launch of niche and novel products. The crossover segment of the bond market is one such example.
The SPDR BofA Merrill Lynch Crossover Corporate Bond ETF (XOVR) tracks the BofA Merrill Lynch US Diversified Crossover Corporate Index, a benchmark that includes both investment grade and junk corporate bonds with ratings between BBB and BB. The index components must have minimum one year to maturity with fixed coupon payments and at least $250 million in outstanding.
The benchmark is overweight on industrial bonds (more than 79 percent of total holdings) with a modified option-adjusted duration of 5.70 while yield-to-worst is estimated at a respectable 4.8 percent. Qualifying securities must be rated BBB1 through BB3, inclusive (based on average of Moody’s, S&P and Fitch) and XOVR is almost evenly split along the risk spectrum with 53 percent of the holdings rated Baa or higher.




