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State Street USD Liquidity LVNAV Fund - S3 Shares IE00B3SZ2G77

Trans NAV

Trans NAV

This amount is the net asset value per share ("NAV") of the Fund caluclated using amortized cost. The Fund transacts (trades) using this price.

$1.0000
as of 02 Jun 2023
Net Assets($MM)
$24,641.08
as of 02 Jun 2023
WAM

WAM

WAM (Weighted Average Maturity) is a measure of a fund's sensitivity to interest rate movements utilizing the interest-rate reset date and not a security's stated final maturity.

26
WAL

WAL

WAL (Weighted Average Life) is a measure of a fund's sensitivity to credit spreads or liquidity conditions utilizing a security's stated final maturity date or the date of the next demand feature. WAL does not reflect changes in the interest rate reset date.

65
as of 02 Jun 2023
Daily Factor

Daily Factor

A decimal representing the portion of an annual yield earned in one day.

0.000429765
as of 02 Jun 2023
Yield
5.23%
5.23%
5.21%
as of 02 Jun 2023
Net Performance
0.41%
3.30%
as of 30 Apr 2023

Fund Objective

The objective of the Fund is to maintain a high level of liquidity, preserve capital and provide a return in line with US money market rates.

Fund Information as of 03 Jun 2023

ISIN IE00B3SZ2G77
Ticker Symbol SGCMLST ID
Currency USD
Benchmark FTSE 1 MONTH US TREASURY BILL
Investment Manager State Street Global Advisors Europe Limited
Structure OEIC - UCITS
Domicile Ireland
Regulator CBI
Share Class Inception Date 27 May 2011
Fund Inception Date 26 Mar 1997
S&P Fund Rating* AAAm
Fitch Fund Rating* AAAmmf
Moody's Fund Rating* Aaa-mf
Dealing Frequency Daily
Total Expense Ratio 0.10%
Min. initial investment $50,000,000
Trading Deadline DD 04:00PM New York time
Settlement T+0
IMMFA Member Yes

*All portfolio information provided is as of the date referenced, unless otherwise noted, and is subject to change. Ratings by S&P, Moody's, and Fitch apply to the credit quality of a portfolio and are not a recommendation to buy, sell or hold securities of a fund, are subject to change, and do not remove market risks associated with investments in the fund. For complete information on the methodology and definitions used by each rating agency, please visit the following websites. S&P- http://www.standardandpoors.com/ratings/funds-mmf/en/us, Moody's- https://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC_79004, Fitch- www.fitchratings.com

The ratings provided here are from Moody’s. SSGA makes no warranties or representations of any kind relating to the accuracy, completeness or timeliness of the data and have no liability for damages of any kind relating to the use of such data.

Yield quotations more closely reflect the current earnings of money market funds than the total return quotations. Past performance is not a reliable indicator of future performance.

Historical NAV

The Historical Net Asset Value ("NAV") chart displays the Floating NAV of the fund. An investment in the Fund is not a bank deposit and is not insured or guaranteed by any Government agency. None of the State Street Corporation, State Street Bank and Trust Company, State Street Global Advisors or their affiliates ("State Street Entities") guarantee the value of your investment.

Fund Level Market Value Test

The Fund Level Market Value Test is designed to show the extent of deviation, if any, of the low volatility net asset value ("LVNAV") of the Fund using the amortized cost method of valuation for securities with fewer than 75 days to maturity. During the calculation the Fund's NAV, portfolio securities with fewer than 75 days to maturity are valued at the fund's acquisition cost, and adjusted for amortization of premium or accretion of discount, intended to create a "stable NAV". This is compared to portfolio securities being valued based on available market quotations or current market factors, creating a likely "floating NAV". This calculation is required to be performed at least daily and is subject to the review of the Fund's Board of Trustees. If the Stable NAV of an LVNAV MMF Fund deviates from the NAV of the LVNAV MMF Fund by more than 20 basis points any redemption and subscription following such deviation shall be undertaken at the price equal to the NAV of the relevant Fund.

Although a money market fund seeks to preserve the value of your investment at 1.00 Stable NAV unit per share, it is possible to lose money by investing in a money market fund. Investors should have no expectation of capital support to the Fund from State Street Entities.

Current Net Fund Performance

  • Share Class Inception Date: 27 May 2011
  • Index Inception Date: 30 Mar 1997

as of 30 Apr 2023

As Of Net Assets($MM) 1 Month 3 Month YTD 1 Year 2022 3 Year 5 Year 10 Year Since Inception
27 May 2011
Fund 30 Apr 2023 $22,818.01 0.41% 1.19% 1.58% 3.30% 1.76% 0.79% 1.55% 1.02% 0.88%
Index 30 Apr 2023 - 0.40% 1.14% 1.49% 2.97% 1.48% 0.58% 1.31% 0.83% 0.71%

Source: State Street Global Services / SSGA Ltd, Bloomberg - 30 April 2023

"3 Year" yield figures are shown for the three year period as of the previous year end.

All returns are net of fee.

Past performance is not a reliable indicator of future performance. Investment return and principal value will fluctuate, so you may have a gain or loss when shares are sold. Current performance may be higher or lower than that quoted.

Average Annual Total Returns reflect the reinvestment of dividends, capital gains distributions all fee waivers and expense reimbursements.

Historical Fund Net Performance

Date Net Assets($MM) 1 Month 3 Month YTD 1 Year 3 Year 5 Year 10 Year Since Inception
27 May 2011
30 Apr 2023 $22,818.01 0.41% 1.19% 1.58% 3.30% 0.79% 1.55% 1.02% 0.88%
31 Mar 2023 $21,868.64 0.41% 1.16% 1.16% 2.91% 0.79% 1.50% 0.98% 0.86%
28 Feb 2023 $22,911.69 0.36% 1.11% 0.75% 2.51% 0.79% 1.45% 0.94% 0.83%
31 Jan 2023 $21,539.80 0.38% 1.07% 0.38% 2.14% 0.79% 1.40% 0.90% 0.80%

No data available.

Source: State Street Global Services / SSGA Ltd - 30 April 2023

All returns are net of fee.

Past performance is not a reliable indicator of future performance. Investment return and principal value will fluctuate, so you may have a gain or loss when shares are sold. Current performance may be higher or lower than that quoted.

Average Annual Total Returns reflect the reinvestment of dividends, capital gains distributions all fee waivers and expense reimbursements.

Data is of the date indicated, is subject to change, and should not be relied upon as current thereafter.

Unless otherwise noted all information contained herein is that of the SSgA USD Liquidity Fund.

Current Net Yield

Subsidized Yields Unsubsidized Yields
Date Net Assets($MM) Daily Factors

Daily Factor

A decimal representing the portion of an annual yield earned in one day.

1 Day 7 Day 30 Day 1 Day 7 Day 30 Day
02 Jun 2023 $24,641.08 0.000429765 5.23% 5.23% 5.21% 5.23% 5.23% 5.21%

Source: State Street Global Services - 02 June 2023

A yield of zero may indicate a fee waiver by the investment manager.

Historical Net Yield

< 2023 >
Jan Feb Mar Apr
May Jun Jul Aug
Sep Oct Nov Dec
Subsidized Yields Unsubsidized Yields
Date Net Assets($MM) Daily Factors

Daily Factor

A decimal representing the portion of an annual yield earned in one day.

1 Day 7 Day 30 Day 1 Day 7 Day 30 Day
02 Jun 2023 $24,641.08 0.000429765 5.23% 5.23% 5.21% 5.23% 5.23% 5.21%
01 Jun 2023 $24,618.06 0.000142984 5.22% 5.22% 5.19% 5.22% 5.22% 5.19%

No data available.

Download: Yields

Source: State Street Global Services - 02 June 2023

All returns are net of fee.

Past performance is not a reliable indicator of future performance. Investment return and principal value will fluctuate, so you may have a gain or loss when shares are sold. Current performance may be higher or lower than that quoted.

Average Annual Total Returns reflect the reinvestment of dividends, capital gains distributions all fee waivers and expense reimbursements.

Data is of the date indicated, is subject to change, and should not be relied upon as current thereafter.

Unless otherwise noted all information contained herein is that of the SSgA USD Liquidity Fund.

Liquid Assets

Daily Liquid Assets are defined as cash, direct obligations of the Government, securities that will mature (or are subject to a demand feature that is exercisable and payable) within one business day, or proceeds of pending sales of portfolio securities due within one business day.

Weekly Liquid Assets are defined as cash, direct obligations of the Government, certain securities issued by entities acting as an instrumentality of (and controlled or supervised by) the Government. Securities that will mature (or are subject to a demand feature that is exercisable and payable) within five business days, or proceeds of pending sales of portfolio securities due within five business days.

Net Inflows/Outflows

The Daily Net Inflows/Outflows chart is designed to show the variability of the Fund's daily cash flows. The net inflows or outflows of the Fund are calculated by taking the daily total new Fund share purchases (including exchanges made into the Fund) and subtracting the daily total Fund share redemptions (including exchanges made out of the Fund). The existence of any daily inflows or outflows will not necessarily have a direct or indirect correlation to the Fund's investment performance.

The Monthly Net Inflows/Outflows chart is designed to show the variability of the Fund's monthly cash flows. The net inflows or outflows of the Fund are calculated by taking the monthly total new Fund share purchases (including exchanges made into the Fund) and subtracting the monthly total Fund share redemptions (including exchanges made out of the Fund). The existence of any monthly inflows or outflows will not necessarily have a direct or indirect correlation to the Fund's investment performance.

Maturity Distributions as of 30 Apr 2023

Overnight
31.37%
 
2 - 7 Days
15.73%
 
8 - 30 Days
5.03%
 
31 - 90 Days
14.58%
 
91-180 Days
21.10%
 
180-397 Days
12.18%
 

Source: SSGA Ltd - Legal Maturity, 30 April 2023

Rounding differences may occur as asset values are calculated to greater than one decimal place.

Fund Sector Allocation as of 30 Apr 2023

Sector Weight
Commercial Paper 29.47%
Time Deposits 28.58%
Certificates of Deposit 24.63%
Asset Backed Commercial Paper 8.86%
Collateralised Commercial Paper 2.76%
Corporate and Bank Notes 2.22%
Government Agency 1.75%
Cash 1.53%
Repurchase Agreement 0.22%

Source: SSGA Ltd, 30 April 2023

Credit Quality Distribution as of 30 Apr 2023

Sector Weight
A-1/P-1 59.94%
A-1+/P-1 27.66%
A 8.79%
AA 2.08%
CASH 1.53%

Source: SSGA Ltd, 30 April 2023

Short-term ratings from S&P and Moody's are used. If no short-term rating is available, the lower long-term rating is used. S&P deems the investments rated 'A-1' maturing in 7 days or less equivalent to 'A-1+'. This document reflects actual issue ratings.

Minimum Investment

Min. initial investment $50,000,000
Subsequent $5,000

Payment Details

Currency USD
Beneficiary Bank Bank of America N.A., New York
ABA Number 026009593
Beneficiary Account Name State Street Global Advisors Liquidity plc.
Beneficiary BIC BOFAUS3N
Beneficiary Account Number 6550162960

Dealing Procedures

Deals may be placed by telephone, by fax or online through a portal. If dealing by fax, please ensure the appropriate dealing form is used for the share class.

Dealing Team

To place a trade call +353 1 853 8281 or send fax to +353 1 523 3704.

Stock Transfers

If you wish to carry out a stock transfer between any of your accounts, please contact us online or call +44 (0)20 3395 2333 for the procedure outlining the required original documentation.

Queries

For all queries relating to trade instructions, distributions, contract notes, statements and payments contact us online or call +44 (0)20 3395 2333.

Payment Instructions

Please ensure monies are transferred by CHAPS, SWIFT or Federal Wire transfer to the appropriate account on settlement date before the cut-off times specified. Redemption proceeds will be paid to the respective currency account as per instructions on the account opening form, unless advised otherwise in writing by an authorised signatory.

Trading Deadline DD 04:00PM New York time
Subscription Settlement Cut-Off Fed Wires: 6:00pm New York
SWIFT (MT103): 5:00pm New York
SWIFT (MT202): 3:30pm New York
Redemption Receipt Settlement

Where there is an MT103 payment after 3.30pm New York time, Custody will pay the Investor via Fed Wire.

Fed Wires: 6:00pm New York
SWIFT (MT103): 3:30pm New York

All returns are net of fee.

Past performance is not a reliable indicator of future performance. Investment return and principal value will fluctuate, so you may have a gain or loss when shares are sold. Current performance may be higher or lower than that quoted.

Average Annual Total Returns reflect the reinvestment of dividends, capital gains distributions all fee waivers and expense reimbursements.

Data is of the date indicated, is subject to change, and should not be relied upon as current thereafter.

Unless otherwise noted all information contained herein is that of the SSgA USD Liquidity Fund.