State Street Aggregate Bond Index Portfolio
Name
As of 03/26/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
-1.0%
1 yr return
1.9%
3 Yr Avg Return
-2.7%
5 Yr Avg Return
58.8%
Net Assets
$514 M
Holdings in Top 10
10.4%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.03%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 21.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$0
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 03/26/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
SSAFX - Profile
Distributions
- YTD Total Return -1.0%
- 3 Yr Annualized Total Return -2.7%
- 5 Yr Annualized Total Return 58.8%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 1.55%
- Dividend Yield 3.5%
- Dividend Distribution Frequency None
Fund Details
-
Legal NameState Street Aggregate Bond Index Portfolio
-
Fund Family NameState Street Global Advisors - advised funds
-
Inception DateSep 18, 2014
-
Shares OutstandingN/A
-
Share ClassOther
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerMarc DiCosimo
Fund Description
SSAFX - Performance
Return Ranking - Trailing
Period | SSAFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -1.0% | -6.0% | 3.9% | 80.22% |
1 Yr | 1.9% | -10.3% | 16.1% | 87.69% |
3 Yr | -2.7%* | -10.4% | 26.2% | 53.09% |
5 Yr | 58.8%* | -6.6% | 191.4% | 0.34% |
10 Yr | N/A* | -2.4% | 73.7% | N/A |
* Annualized
Return Ranking - Calendar
Period | SSAFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 2.3% | -16.2% | 8.1% | 39.54% |
2022 | -15.3% | -34.7% | 131.9% | 29.86% |
2021 | -3.6% | -11.6% | 4.4% | 56.28% |
2020 | 946.1% | -10.1% | 946.1% | 0.11% |
2019 | 5.6% | -1.7% | 156.4% | 52.16% |
Total Return Ranking - Trailing
Period | SSAFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -1.0% | -6.0% | 3.9% | 80.22% |
1 Yr | 1.9% | -10.3% | 16.1% | 87.69% |
3 Yr | -2.7%* | -10.4% | 26.2% | 53.09% |
5 Yr | 58.8%* | -6.6% | 191.4% | 0.34% |
10 Yr | N/A* | -2.4% | 73.7% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | SSAFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 5.6% | -11.3% | 11.0% | 65.61% |
2022 | -13.3% | -32.2% | 131.9% | 40.38% |
2021 | -1.9% | -9.4% | 9.2% | 83.10% |
2020 | 978.6% | -1.9% | 1009.0% | 0.22% |
2019 | 8.7% | 1.1% | 21668.0% | 54.44% |
NAV & Total Return History
SSAFX - Holdings
Concentration Analysis
SSAFX | Category Low | Category High | SSAFX % Rank | |
---|---|---|---|---|
Net Assets | 514 M | 2.73 M | 292 B | 64.65% |
Number of Holdings | 5011 | 1 | 17889 | 4.60% |
Net Assets in Top 10 | 285 M | -106 M | 36.5 B | 52.84% |
Weighting of Top 10 | 10.45% | 4.4% | 134.1% | 92.52% |
Top 10 Holdings
- State Street Navigator Securities Lending Government Money Market Portfolio 4.08%
- State Street Institutional Liquid Reserves Fund 1.87%
- United States Treasury Note/Bond 0.73%
- United States Treasury Note/Bond 0.70%
- United States Treasury Note/Bond 0.55%
- United States Treasury Note/Bond 0.54%
- United States Treasury Note/Bond 0.51%
- Fannie Mae Pool 0.50%
- United States Treasury Note/Bond 0.49%
- United States Treasury Note/Bond 0.47%
Asset Allocation
Weighting | Return Low | Return High | SSAFX % Rank | |
---|---|---|---|---|
Bonds | 98.17% | 0.00% | 215.98% | 33.98% |
Cash | 5.95% | -54.51% | 88.26% | 24.46% |
Convertible Bonds | 1.21% | 0.00% | 7.93% | 59.70% |
Other | 0.42% | -13.23% | 58.65% | 71.14% |
Stocks | 0.00% | 0.00% | 99.93% | 70.70% |
Preferred Stocks | 0.00% | 0.00% | 74.68% | 67.51% |
Bond Sector Breakdown
Weighting | Return Low | Return High | SSAFX % Rank | |
---|---|---|---|---|
Government | 43.53% | 0.00% | 86.23% | 10.84% |
Securitized | 29.30% | 0.00% | 98.40% | 51.33% |
Corporate | 23.67% | 0.00% | 100.00% | 74.58% |
Cash & Equivalents | 5.95% | 0.00% | 88.06% | 25.44% |
Municipal | 0.50% | 0.00% | 100.00% | 46.31% |
Derivative | 0.00% | -5.38% | 58.65% | 58.81% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | SSAFX % Rank | |
---|---|---|---|---|
US | 98.17% | 0.00% | 215.98% | 29.45% |
Non US | 0.00% | 0.00% | 39.04% | 72.70% |
SSAFX - Expenses
Operational Fees
SSAFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.03% | 0.01% | 39.10% | 98.92% |
Management Fee | 0.00% | 0.00% | 1.76% | 1.09% |
12b-1 Fee | 0.00% | 0.00% | 1.00% | 7.32% |
Administrative Fee | N/A | 0.01% | 0.50% | 28.17% |
Sales Fees
SSAFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 2.00% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
SSAFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
SSAFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 21.00% | 2.00% | 493.39% | 3.69% |
SSAFX - Distributions
Dividend Yield Analysis
SSAFX | Category Low | Category High | SSAFX % Rank | |
---|---|---|---|---|
Dividend Yield | 3.50% | 0.00% | 9.75% | 70.90% |
Dividend Distribution Analysis
SSAFX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | None | Annual | Monthly | Monthly |
Net Income Ratio Analysis
SSAFX | Category Low | Category High | SSAFX % Rank | |
---|---|---|---|---|
Net Income Ratio | 1.55% | -1.28% | 4.79% | 59.67% |
Capital Gain Distribution Analysis
SSAFX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Mar 01, 2024 | $0.257 | OrdinaryDividend |
Feb 01, 2024 | $0.260 | OrdinaryDividend |
Dec 19, 2023 | $0.271 | OrdinaryDividend |
Dec 01, 2023 | $0.250 | OrdinaryDividend |
Nov 01, 2023 | $0.249 | OrdinaryDividend |
Oct 02, 2023 | $0.241 | OrdinaryDividend |
Sep 01, 2023 | $0.243 | OrdinaryDividend |
Aug 01, 2023 | $0.244 | OrdinaryDividend |
Jul 03, 2023 | $0.225 | OrdinaryDividend |
Jun 01, 2023 | $0.233 | OrdinaryDividend |
May 01, 2023 | $0.229 | OrdinaryDividend |
Apr 03, 2023 | $0.221 | OrdinaryDividend |
Mar 01, 2023 | $0.209 | OrdinaryDividend |
Feb 01, 2023 | $0.212 | OrdinaryDividend |
Dec 20, 2022 | $0.225 | OrdinaryDividend |
Dec 01, 2022 | $0.195 | OrdinaryDividend |
Nov 01, 2022 | $0.190 | OrdinaryDividend |
Oct 03, 2022 | $0.189 | OrdinaryDividend |
Sep 01, 2022 | $0.183 | OrdinaryDividend |
Aug 01, 2022 | $0.188 | OrdinaryDividend |
Jul 01, 2022 | $0.182 | OrdinaryDividend |
Jun 01, 2022 | $0.186 | OrdinaryDividend |
May 02, 2022 | $0.170 | OrdinaryDividend |
Apr 01, 2022 | $0.163 | OrdinaryDividend |
Mar 01, 2022 | $0.157 | OrdinaryDividend |
Feb 01, 2022 | $0.156 | OrdinaryDividend |
Dec 20, 2021 | $0.149 | OrdinaryDividend |
Dec 01, 2021 | $0.161 | OrdinaryDividend |
Nov 01, 2021 | $0.161 | OrdinaryDividend |
Oct 01, 2021 | $0.159 | OrdinaryDividend |
Sep 01, 2021 | $0.158 | OrdinaryDividend |
Jul 01, 2021 | $0.159 | OrdinaryDividend |
Jun 01, 2021 | $0.165 | OrdinaryDividend |
May 03, 2021 | $0.168 | OrdinaryDividend |
Apr 01, 2021 | $0.164 | OrdinaryDividend |
Mar 01, 2021 | $0.184 | OrdinaryDividend |
Feb 01, 2021 | $0.169 | OrdinaryDividend |
Dec 01, 2020 | $0.197 | OrdinaryDividend |
Nov 02, 2020 | $0.204 | OrdinaryDividend |
Oct 01, 2020 | $0.200 | OrdinaryDividend |
Sep 01, 2020 | $0.217 | OrdinaryDividend |
Aug 03, 2020 | $0.220 | OrdinaryDividend |
Jul 01, 2020 | $0.217 | OrdinaryDividend |
Jun 01, 2020 | $0.234 | OrdinaryDividend |
May 01, 2020 | $0.241 | OrdinaryDividend |
Apr 01, 2020 | $0.027 | OrdinaryDividend |
Mar 02, 2020 | $0.024 | OrdinaryDividend |
Feb 03, 2020 | $0.025 | OrdinaryDividend |
Dec 23, 2019 | $0.029 | OrdinaryDividend |
Dec 02, 2019 | $0.024 | OrdinaryDividend |
Nov 01, 2019 | $0.024 | OrdinaryDividend |
Oct 01, 2019 | $0.024 | OrdinaryDividend |
Sep 03, 2019 | $0.025 | OrdinaryDividend |
Aug 01, 2019 | $0.025 | OrdinaryDividend |
Jul 01, 2019 | $0.025 | OrdinaryDividend |
Jun 03, 2019 | $0.025 | OrdinaryDividend |
May 01, 2019 | $0.025 | OrdinaryDividend |
Apr 01, 2019 | $0.024 | OrdinaryDividend |
Mar 01, 2019 | $0.024 | OrdinaryDividend |
Feb 01, 2019 | $0.024 | OrdinaryDividend |
Dec 21, 2018 | $0.025 | OrdinaryDividend |
Dec 03, 2018 | $0.024 | OrdinaryDividend |
Nov 01, 2018 | $0.024 | OrdinaryDividend |
Oct 01, 2018 | $0.022 | OrdinaryDividend |
Sep 04, 2018 | $0.023 | OrdinaryDividend |
Aug 01, 2018 | $0.023 | OrdinaryDividend |
Jul 02, 2018 | $0.022 | OrdinaryDividend |
Jun 01, 2018 | $0.023 | OrdinaryDividend |
May 01, 2018 | $0.022 | OrdinaryDividend |
Apr 02, 2018 | $0.022 | OrdinaryDividend |
Mar 01, 2018 | $0.021 | OrdinaryDividend |
Feb 01, 2018 | $0.022 | OrdinaryDividend |
Dec 20, 2017 | $0.023 | OrdinaryDividend |
Dec 05, 2017 | $0.021 | OrdinaryDividend |
Nov 03, 2017 | $0.023 | OrdinaryDividend |
Oct 04, 2017 | $0.019 | OrdinaryDividend |
Sep 06, 2017 | $0.022 | OrdinaryDividend |
Aug 03, 2017 | $0.022 | OrdinaryDividend |
Jul 03, 2017 | $0.021 | OrdinaryDividend |
Jun 03, 2017 | $0.022 | OrdinaryDividend |
May 01, 2017 | $0.018 | OrdinaryDividend |
Apr 03, 2017 | $0.019 | OrdinaryDividend |
Mar 03, 2017 | $0.017 | OrdinaryDividend |
Feb 03, 2017 | $0.016 | OrdinaryDividend |
Dec 20, 2016 | $0.008 | OrdinaryDividend |
Dec 02, 2016 | $0.018 | OrdinaryDividend |
Nov 02, 2016 | $0.020 | OrdinaryDividend |
Oct 03, 2016 | $0.018 | OrdinaryDividend |
Sep 02, 2016 | $0.019 | OrdinaryDividend |
Aug 01, 2016 | $0.011 | OrdinaryDividend |
Jul 05, 2016 | $0.020 | OrdinaryDividend |
Jun 02, 2016 | $0.022 | OrdinaryDividend |
May 02, 2016 | $0.018 | OrdinaryDividend |
Apr 04, 2016 | $0.022 | OrdinaryDividend |
Feb 29, 2016 | $0.017 | OrdinaryDividend |
Feb 01, 2016 | $0.014 | OrdinaryDividend |
Dec 22, 2015 | $0.020 | OrdinaryDividend |
Dec 02, 2015 | $0.017 | OrdinaryDividend |
Nov 03, 2015 | $0.018 | OrdinaryDividend |
Oct 02, 2015 | $0.016 | OrdinaryDividend |
Sep 02, 2015 | $0.018 | OrdinaryDividend |
Aug 04, 2015 | $0.018 | OrdinaryDividend |
Jul 02, 2015 | $0.017 | OrdinaryDividend |
Jun 02, 2015 | $0.016 | OrdinaryDividend |
May 04, 2015 | $0.016 | OrdinaryDividend |
Apr 02, 2015 | $0.018 | OrdinaryDividend |
Mar 03, 2015 | $0.015 | OrdinaryDividend |
Feb 03, 2015 | $0.016 | OrdinaryDividend |
SSAFX - Fund Manager Analysis
Managers
Marc DiCosimo
Start Date
Tenure
Tenure Rank
Dec 31, 2014
7.42
7.4%
Marc DiCosimo, CFA is a Vice President of SSGA Funds Management and a Senior Portfolio Manager in the Fixed Income Beta Solutions Group within the Fixed Income, Cash and Currency Team. He joined the firm in 2013 and is responsible for managing a broad range of fixed income strategies. Previously, Mr. DiCosimo worked at Wellington Management as a fixed income portfolio analyst on the Mortgage Backed Securities Team. Mr. DiCosimo has fifteen years of fixed income experience working at Loomis Sayles and Saxon Mortgage Capital. Mr. DiCosimo graduated from the University of Richmond with a degree in Accounting. He is a Chartered Financial Analyst (CFA) and is a member of the CFA Institute and CFA Society Boston, Inc.
Joanna Madden
Start Date
Tenure
Tenure Rank
Mar 24, 2016
6.19
6.2%
Joanna Madden is a Vice President of SSGA and SSGA FM and Portfolio Manager within the Fixed Income Beta Solutions team since 2013. Previously, Ms. Madden was a Portfolio Manager within the US Cash Management Group responsible for short term liquidity investments across all the cash and securities lending portfolios managed in Boston. She joined the Boston group in April 2010 after working as a Portfolio Manager with the London Cash Management Group. Prior to her portfolio management role, she was a Product Analyst for the London Cash Management Group where she provided analytical and business support. Before joining SSGA in London, Ms. Madden worked as an Operations Specialist supporting the Boston Cash Management Group. Ms. Madden received a Bachelor of Science degree in Political Science from Loyola University of Chicago, Illinois.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.07 | 33.43 | 6.82 | 1.16 |